Rafael Serrano

Available identifiers

Publication	Date of Publication	Type
ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach	2024-06-10	Paper
Optimal control of investment, premium and deductible for a non-life insurance company	2021-11-19	Paper
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics	2021-09-28	Paper
PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK	2021-06-01	Paper
A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces	2015-11-10	Paper
On the LP formulation in measure spaces of optimal control problems for jump-diffusions	2015-11-02	Paper
Calculo Estocastico, EDEs y EDPs	2015-04-13	Paper
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics	2014-11-04	Paper
Backward Ornstein-Uhlenbeck transition operators and mild solutions of non-autonomous Hamilton-Jacobi equations in Banach spaces	2014-10-03	Paper
An alternative proof of the Aubin-Lions lemma	2013-11-12	Paper
Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces	2013-09-26	Paper

This page was built for person: Rafael Serrano