Rafael Serrano : Citation Profile

Universidad del Rosario

1

H index

0

i10 index

1

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 0
   Journals where Rafael Serrano has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse775
   Updated: 2025-03-22    RAS profile: 2024-12-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Christensen, Bent Jesper (2)

Parra-Alvarez, Juan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rafael Serrano.

Is cited by:

Cites to:

Wang, Neng (7)

He, Hua (5)

He, Hua (5)

Prigent, Jean-Luc (3)

Liu, Hong (3)

Siu, Tak Kuen (2)

Gabaix, Xavier (2)

Rogers, Leonard (2)

Franke, Günter (2)

Gollier, Christian (2)

Zhang, Lihong (2)

Main data

Production by document typepaperarticle201420152016201720182019202020212022202320242025024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received202220232024202500.511.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2021202220232024202500.511.5Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 1Most cited documents12300.511.5Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20241120241220250120250220250300.511.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Rafael Serrano has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Documentos de Trabajo / Universidad del Rosario3

Recent works citing Rafael Serrano (2025 and 2024)

Year  ↓Title of citing document  ↓

Works by Rafael Serrano:

Year  ↓Title  ↓Type  ↓Cited  ↓
2020Optimal control of investment, premium and deductible for a non-life insurance company In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2021Optimal control of investment, premium and deductible for a non-life insurance company.(2021) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models In: Papers.
[Full Text][Citation analysis]		paper0
2015Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics In: Papers.
[Full Text][Citation analysis]		paper0
2021ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach In: Papers.
[Full Text][Citation analysis]		paper0
2024Existence of optimal controls for stochastic Volterra equations In: Papers.
[Full Text][Citation analysis]		paper0
2022Existence of optimal controls for stochastic Volterra equations.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Optimal investment with insurable background risk and nonlinear portfolio allocation frictions In: Papers.
[Full Text][Citation analysis]		paper0
2023Optimal investment with insurable background risk and nonlinear portfolio allocation frictions.(2023) In: Documentos de Trabajo.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025Optimal investment with insurable background risk and nonlinear portfolio allocation frictions.(2025) In: Applied Mathematics and Computation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2014Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper0
2014Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper0
2023Climbing the income ladder: Search and investment in a regime-switching affine income model In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2021PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team