Juan Pablo Rincón-Zapatero

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Person:439263

Available identifiers

zbMath Open rincon-zapatero.juan-pabloWikidataQ102253512 ScholiaQ102253512MaRDI QIDQ439263

List of research outcomes

PublicationDate of PublicationType
Thompson aggregators, Scott continuous koopmans operators, and least fixed point theory2021-10-22Paper
Certainty equivalence principle in stochastic differential games: An inverse problem approach2019-10-29Paper
Equilibrium strategies in a defined benefit pension plan game2019-01-18Paper
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance2018-10-19Paper
Envelope theorem in dynamic economic models with recursive utility2018-10-05Paper
Stochastic differential games for which the open-loop equilibrium is subgame perfect2018-07-05Paper
Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset2015-06-26Paper
https://portal.mardi4nfdi.de/entity/Q28727602014-01-15Paper
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes2012-12-29Paper
Differentiability of the value function in continuous-time economic models2012-08-01Paper
On a PDE arising in one-dimensional stochastic control problems2010-12-06Paper
Optimal risk management in defined benefit stochastic pension funds2010-06-20Paper
Hopf-Lax formula for variational problems with non-constant discount2010-05-28Paper
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates2009-12-10Paper
Differentiability of the value function without interiority assumptions2009-09-14Paper
Corrigendum to ``Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case Econometrica, Vol. 71, No. 5 (September, 2003), 1519-15552009-05-18Paper
On the impossibility of representing infinite utility streams2009-05-05Paper
Characterization of Markovian equilibria in a class of differential games2008-11-06Paper
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games2008-11-06Paper
Mean-variance portfolio and contribution selection in stochastic pension funding2008-04-22Paper
New approach to stochastic optimal control2008-01-04Paper
Recursive utility with unbounded aggregators2007-10-11Paper
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings2007-10-10Paper
Optimal investment decisions with a liability: the case of defined benefit pension plans2006-10-05Paper
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case2006-06-19Paper
Direct method comparing efficient and nonefficient payoffs in differential games2004-08-06Paper
Minimization of risks in pension funding by means of contributions and portfolio selection.2003-11-16Paper
https://portal.mardi4nfdi.de/entity/Q44100962003-10-13Paper
https://portal.mardi4nfdi.de/entity/Q44073812002-01-01Paper

Research outcomes over time


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