Rosario Romera

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Person:497818

Available identifiers

zbMath Open romera.rosarioMaRDI QIDQ497818

List of research outcomes

PublicationDate of PublicationType
Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach2017-11-22Paper
Piercesare Secchi, Simone Vantini and Valeria Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan2015-09-25Paper
https://portal.mardi4nfdi.de/entity/Q28491132013-09-16Paper
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance2013-01-19Paper
Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems2012-12-29Paper
Inequalities for the ruin probability in a controlled discrete-time risk process2010-03-01Paper
Bounds for the Ruin Probability of a Discrete-Time Risk Process2009-04-14Paper
Hedging interest rate risk by optimization in Banach spaces2007-09-10Paper
The scalarization approach to multiobjective Markov control problems: \textit{Why} does it work?2005-02-21Paper
Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter2004-03-15Paper
Limiting Discounted-Cost Control of Partially Observable Stochastic Systems2001-10-29Paper
On the optimal control of stochastic linear systems with contaminated partial observations1998-05-24Paper
Kalman filter with outliers and missing observations1998-04-01Paper
On practical implementation of robust kalman filtering1996-01-10Paper
https://portal.mardi4nfdi.de/entity/Q40095441992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q42078591988-01-01Paper

Research outcomes over time


Doctoral students

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