Volgen
Ricardo Josa-Fombellida
Ricardo Josa-Fombellida
Associate Professor, Universidad de Valladolid
Geverifieerd e-mailadres voor eio.uva.es - Homepage
Titel
Geciteerd door
Geciteerd door
Jaar
Optimal risk management in defined benefit stochastic pension funds
R Josa-Fombellida, JP Rincón-Zapatero
Insurance: Mathematics and Economics 34 (3), 489-503, 2004
1102004
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
832001
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
822010
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
692008
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
502006
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
472012
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
252008
New approach to stochastic optimal control
R Josa-Fombellida, JP Rincón-Zapatero
Journal of Optimization Theory and Applications 135 (1), 163-177, 2007
242007
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
232018
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
122019
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
92015
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
62020
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
32006
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
22019
An Euler-Lagrange equation approach for solving stochastic differential games
R Josa-Fombellida, JP Rincón-Zapatero
submitted, 2013
22013
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
22010
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System
R Josa-Fombellida, JP Rincón-Zapatero
22008
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
12023
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
12018
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
12008
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–20