Rafael Serrano

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
ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach Computational and Applied Mathematics	2024-06-10	Paper
Optimal control of investment, premium and deductible for a non-life insurance company Insurance Mathematics & Economics	2021-11-19	Paper
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics Mathematics and Financial Economics	2021-09-28	Paper
Portfolio allocation in a Lévy-type jump-diffusion model with nonlife insurance risk International Journal of Theoretical and Applied Finance	2021-06-01	Paper
A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces Brazilian Journal of Probability and Statistics	2015-11-10	Paper
A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in \(L^{p}\)-spaces Brazilian Journal of Probability and Statistics	2015-11-10	Paper
On the LP formulation in measure spaces of optimal control problems for jump-diffusions Systems & Control Letters	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 Archiv der Mathematik	2013-11-12	Paper
Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces SIAM Journal on Control and Optimization	2013-09-26	Paper

Research outcomes over time

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