Optimal risk management in defined benefit stochastic pension funds R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 34 (3), 489-503, 2004 | 110 | 2004 |
Minimization of risks in pension funding by means of contributions and portfolio selection R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 29 (1), 35-45, 2001 | 83 | 2001 |
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 201 (1), 211-221, 2010 | 82 | 2010 |
Mean–variance portfolio and contribution selection in stochastic pension funding R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 187 (1), 120-137, 2008 | 69 | 2008 |
Optimal investment decisions with a liability: The case of defined benefit pension plans R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 39 (1), 81-98, 2006 | 50 | 2006 |
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 220 (2), 404-413, 2012 | 47 | 2012 |
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings R Josa-Fombellida, JP Rincón-Zapatero Computers & operations research 35 (1), 47-63, 2008 | 25 | 2008 |
New approach to stochastic optimal control R Josa-Fombellida, JP Rincón-Zapatero Journal of Optimization Theory and Applications 135 (1), 163-177, 2007 | 24 | 2007 |
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance R Josa-Fombellida, P López-Casado, JP Rincón-Zapatero Insurance: Mathematics and Economics 82, 73-86, 2018 | 23 | 2018 |
Equilibrium strategies in a defined benefit pension plan game R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 275 (1), 374-386, 2019 | 12 | 2019 |
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset R Josa-Fombellida, JP Rincón-Zapatero Economic Theory 59, 61-108, 2015 | 9 | 2015 |
Time consistent pension funding in a defined benefit pension plan with non-constant discounting R Josa-Fombellida, J Navas Insurance: Mathematics and Economics 94, 142-153, 2020 | 6 | 2020 |
Evolución del proyecto piloto para la adecuación de primer curso de Diplomado en Estadística al EEES (2005/2006) JAM Fernández, RJ Fombellida, MTG Arteaga, MS Álvarez, PR del Tío, ... I Jornadas nacionales de intercambio de experiencias piloto de implantación …, 2006 | 3 | 2006 |
Certainty equivalence principle in stochastic differential games: an inverse problem approach R Josa‐Fombellida, JP Rincón‐Zapatero Optimal Control Applications and Methods 40 (3), 545-557, 2019 | 2 | 2019 |
An Euler-Lagrange equation approach for solving stochastic differential games R Josa-Fombellida, JP Rincón-Zapatero submitted, 2013 | 2 | 2013 |
On a PDE arising in one-dimensional stochastic control problems R Josa-Fombellida, JP Rincón-Zapatero Journal of optimization theory and applications 147 (1), 1-26, 2010 | 2 | 2010 |
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System R Josa-Fombellida, JP Rincón-Zapatero | 2 | 2008 |
A defined benefit pension plan model with stochastic salary and heterogeneous discounting R Josa-Fombellida, P López-Casado, J Navas ASTIN Bulletin: The Journal of the IAA 53 (1), 62-83, 2023 | 1 | 2023 |
Stochastic differential games for which the open-loop equilibrium is subgame perfect R Josa-Fombellida, JP Rincón-Zapatero Dynamic Games and Applications 8, 379-400, 2018 | 1 | 2018 |
Un análisis de la dedicación y del rendimiento académico de los estudiantes bajo una experiencia piloto implantada en grupos de tamaño pequeño JA Menéndez, MTG Arteaga, RJ Fombellida, PR del Tío, JG Laguna, ... De los proyectos de convergencia a la realidad de los nuevos títulos, 56, 2008 | 1 | 2008 |