Funding and Investment Decisions in a Stochastic Defined Benefit Pension Plan with Several Levels of Labor-Income Earnings

COMPUTERS & OPERATIONS RESEARCH (p. 47-63) - 1/2008

https://doi.org/10.1016/j.cor.2006.02.021 Ver en origen

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Mean-Variance Portfolio and Contribution Selection in Stochastic Pension Funding

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 120-137) - 5/2008

https://doi.org/10.1016/j.ejor.2007.03.002 Ver en origen

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Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case"

ECONOMETRICA (p. 317-318) - 1/2009

https://doi.org/10.3982/ecta7770 Ver en origen

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On the Imposibility of Representing Infinite Utility Streams

ECONOMIC THEORY (p. 47-56) - 1/10/2009

https://doi.org/10.1007/s00199-008-0364-6 Ver en origen

• EISSN 1432-0479
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Hopf-Lax Formula for Variational Problems with Non-Constant Discount

Journal of Geometric Mechanics (p. 357-367) - 9/2009

https://doi.org/10.3934/jgm.2009.1.357 Ver en origen

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Differentiability of the Value Function without Interiority Assumptions

JOURNAL OF ECONOMIC THEORY (p. 1948-1964) - 9/2009

https://doi.org/10.1016/j.jet.2009.02.006, Ver en origen

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On a PDE Arising in One-Dimensional Stochastic Control Problems

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (p. 1-26) - 10/2010

https://doi.org/10.1007/s10957-010-9712-3 Ver en origen

• EISSN 1573-2878
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Optimal Asset Allocation for Aggregated Defined Benefit Pension Funds with Stochastic Interest Rates

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 211-221) - 2/2010

https://doi.org/10.1016/j.ejor.2009.02.021 Ver en origen

• EISSN 1872-6860
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Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 404-413) - 7/2012

https://doi.org/10.1016/j.ejor.2012.01.033 Ver en origen

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Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset

ECONOMIC THEORY (p. 61-108) - 5/2015

https://doi.org/10.1007/s00199-015-0873-z Ver en origen

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Optimal Mean Variance Portfolio in Pension Funding with Stochastic Interest Rates. In: New Frontiers in Insurance and Bank Risk Management

New Frontiers in Insurance and Bank Risk Management (p. 55-68) - 6/2009

Editor: MCGRAW HILL INTERAMERICANA DE ESPAÑA,S.A,

• ISBN 978-88-386-6061-0

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A noncoperative differential game of stochastic productive assets

8th Eighth International ISDG (International Society of Dynamic Games) Workshop - 2011

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Aggregator Characterization of Implicitly Additive Utility: Consequences for Optimal Growth

13th SAET Conference on Current Trends in Economics MINES ParisTech, July 22-27, 2013 - 2013

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A stochastic differential game of a productive asset: an Euler Equation approach

Ninth International ISDG Workshop (BCN 5-6 July 2013) - 2013

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On global stackelberg equilibrium in differential games of infinite horizon

Sixteenth International Symposium on Dynamic Games and Applications - 2014

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Subgame Perfect Nash Equilibrium as solution of a control problem

XXXVII Congreso nacional SEIO. XI Jornadas de estadística pública (p. 61) - 2018

Editor: UNIVERSIDAD DE OVIEDO

• ISBN 9788416664986

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Differentiability of the Value Function in Continuous-Time Economic Models

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (p. 305-323) - 6/2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.jmaa.2012.04.056 Ver en origen

• EISSN 1096-0813
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Housing prices and credit constraints in competitive search

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

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Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming

2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

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Essays in the theory of repeated games

Fecha de defensa: 09-07-2010

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