Harold A. Moreno-Franco

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward Applied Mathematics and Optimization	2024-10-22	Paper
Optimal Risk Policies and Periodic Dividend Strategies for an Insurance Company	2023-12-28	Paper
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward	2023-08-03	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes Nonlinear Analysis. Hybrid Systems	2023-04-05	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (available as arXiv preprint)	2022-07-03	Paper
Optimality of refraction strategies for a constrained dividend problem Advances in Applied Probability	2019-12-09	Paper
Periodic strategies in optimal execution with multiplicative price impact Mathematical Finance	2019-12-05	Paper
Dynamic portfolio strategies under a fully correlated jump-diffusion process Annals of Finance	2019-11-07	Paper
Solution to HJB equations with an elliptic integro-differential operator and gradient constraint Applied Mathematics and Optimization	2018-09-05	Paper
Optimal bail-out dividends problem with transaction cost and capital injection constraint	2018-08-06	Paper
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes Insurance Mathematics & Economics	2018-04-12	Paper
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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