Rosario Romera

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
Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach Systems & Control: Foundations & Applications	2017-11-22	Paper
Piercesare Secchi, Simone Vantini and Valeria Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan Statistical Methods and Applications	2015-09-25	Paper
Improving quality of university rankings Boletín de Estadística e Investigación Operativa	2013-09-16	Paper
Ruin probabilities in a finite-horizon risk model with investment and reinsurance Journal of Applied Probability	2013-01-19	Paper
Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems European Journal of Operational Research	2012-12-29	Paper
Inequalities for the ruin probability in a controlled discrete-time risk process European Journal of Operational Research	2010-03-01	Paper
Bounds for the Ruin Probability of a Discrete-Time Risk Process Journal of Applied Probability	2009-04-14	Paper
Hedging interest rate risk by optimization in Banach spaces Journal of Optimization Theory and Applications	2007-09-10	Paper
The scalarization approach to multiobjective Markov control problems: \textit{Why} does it work? Applied Mathematics and Optimization	2005-02-21	Paper
Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter International Journal of Adaptive Control and Signal Processing	2004-03-15	Paper
Limiting discounted-cost control of partially observable stochastic systems SIAM Journal on Control and Optimization	2001-10-29	Paper
On the optimal control of stochastic linear systems with contaminated partial observations Top	1998-05-24	Paper
Kalman filter with outliers and missing observations Test	1998-04-01	Paper
On practical implementation of robust kalman filtering Communications in Statistics. Simulation and Computation	1996-01-10	Paper
scientific article; zbMATH DE number 61455 (Why is no real title available?)	1992-09-27	Paper
scientific article; zbMATH DE number 61455 (Why is no real title available?)	1992-09-27	Paper
scientific article; zbMATH DE number 4128758 (Why is no real title available?)	1988-01-01	Paper

Research outcomes over time

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