Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory

MATHEMATICAL SOCIAL SCIENCES (p. 84-97) - 7/2021

10.1016/j.mathsocsci.2021.03.015 Ver en origen

• EISSN 1879-3118
• ISSN 0165-4896

• UC3M

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

• EISSN 1872-6860
• ISSN 0377-2217

• UC3M

Stochastic differential games for which the open-loop equilibrium is subgame perfect.

Dynamic Games and Applications - 6/2018

https://doi.org/10.1007/s13235-017-0221-y Ver en origen

• EISSN 2153-0793
• ISSN 2153-0785

• UC3M

Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance

INSURANCE MATHEMATICS & ECONOMICS (p. 73-86) - 9/2018

https://doi.org/10.1016/j.insmatheco.2018.06.011 Ver en origen

• EISSN 1873-5959
• ISSN 0167-6687

• UC3M

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
• ISSN 0377-2217

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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
• ISSN 09382259

• iMarina
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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
• ISSN 0022-3239

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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

• EISSN 1872-6860
• ISSN 0377-2217

• UC3M

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

• EISSN 1941-4897
• ISSN 1941-4889

• UC3M

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

• EISSN 1873-765X
• ISSN 0305-0548

• UC3M

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

• UC3M

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

• UC3M

On global stackelberg equilibrium in differential games of infinite horizon

Sixteenth International Symposium on Dynamic Games and Applications - 2014

• UC3M

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

• UC3M

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

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

• UC3M

A noncoperative differential game of stochastic productive assets

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

• UC3M

Housing prices and credit constraints in competitive search

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M
• UC3M
• UC3M

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

2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M

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
• ISSN 0022-247X

• UC3M
• UC3M

Essays in the theory of repeated games

Fecha de defensa: 09-07-2010

• UC3M