Rafael Serrano
Names
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Rafael |
| last: |
Serrano |
Identifer
Contact
Affiliations
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Universidad del Rosario
/ Facultad de Economía
Research profile
author of:
- Optimal control of investment, premium and deductible for a non-life insurance company (RePEc:aah:create:2020-11)
by Bent Jesper Christensen & Juan Carlos Parra-Alvarez & Rafael Serrano - Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models (RePEc:arx:papers:1406.3112)
by Oscar Lopez & Rafael Serrano - Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics (RePEc:arx:papers:1411.1103)
by Mauricio Junca & Rafael Serrano - ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (RePEc:arx:papers:1810.08466)
by Rafael Serrano & Camilo Castillo - Existence of optimal controls for stochastic Volterra equations (RePEc:arx:papers:2207.05169)
by Andr'es C'ardenas & Sergio Pulido & Rafael Serrano - Optimal investment with insurable background risk and nonlinear portfolio allocation frictions (RePEc:arx:papers:2303.04236)
by Hugo E. Ramirez & Rafael Serrano - Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden (RePEc:col:000092:012231)
by Rafael Serrano - Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors (RePEc:col:000092:012233)
by Rafael Serrano - Optimal investment with insurable background risk and nonlinear portfolio allocation frictions (RePEc:col:000092:020658)
by Ramírez, H & Serrano, R - Optimal investment with insurable background risk and nonlinear portfolio allocation frictions (RePEc:eee:apmaco:v:485:y:2025:i:c:s0096300324004843)
by Ramírez, Hugo E. & Serrano, Rafael - Climbing the income ladder: Search and investment in a regime-switching affine income model (RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300702x)
by Serrano, Rafael - Optimal control of investment, premium and deductible for a non-life insurance company (RePEc:eee:insuma:v:101:y:2021:i:pb:p:384-405)
by Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael - Existence of optimal controls for stochastic Volterra equations (RePEc:hal:wpaper:hal-03720342)
by Andrés Cárdenas & Sergio Pulido & Rafael Serrano - Portfolio Allocation In A Levy-Type Jump-Diffusion Model With Nonlife Insurance Risk (RePEc:wsi:ijtafx:v:24:y:2021:i:01:n:s0219024921500059)
by Rafael Serrano