Rosario Romera

Available identifiers

Publication	Date of Publication	Type
Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach	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	2015-09-25	Paper
Improving quality of university rankings	2013-09-16	Paper
Ruin Probabilities in a Finite-Horizon Risk Model with Investment and Reinsurance	2013-01-19	Paper
Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems	2012-12-29	Paper
Inequalities for the ruin probability in a controlled discrete-time risk process	2010-03-01	Paper
Bounds for the Ruin Probability of a Discrete-Time Risk Process	2009-04-14	Paper
Hedging interest rate risk by optimization in Banach spaces	2007-09-10	Paper
The scalarization approach to multiobjective Markov control problems: \textit{Why} does it work?	2005-02-21	Paper
Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter	2004-03-15	Paper
Limiting discounted-cost control of partially observable stochastic systems	2001-10-29	Paper
On the optimal control of stochastic linear systems with contaminated partial observations	1998-05-24	Paper
Kalman filter with outliers and missing observations	1998-04-01	Paper
On practical implementation of robust kalman filtering	1996-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q4009544	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4207859	1988-01-01	Paper

This page was built for person: Rosario Romera