| Optimal risk management in defined benefit stochastic pension funds R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 34 (3), 489-503, 2004 | 116 | 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 | 85 | 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 | 84 | 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 | 71 | 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 | 52 | 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 | 48 | 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 | 28 | 2008 |
| 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 | 27 | 2018 |
| New approach to stochastic optimal control R Josa-Fombellida, JP Rincón-Zapatero Journal of Optimization Theory and Applications 135 (1), 163-177, 2007 | 26 | 2007 |
| 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 | 17 | 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 | 11 | 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 | 8 | 2020 |
| A defined benefit pension plan game with Brownian and Poisson jumps uncertainty R Josa-Fombellida, P López-Casado European Journal of Operational Research 310 (3), 1294-1311, 2023 | 3 | 2023 |
| 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 | 3 | 2019 |
| 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 |
| 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 | 2 | 2018 |
| 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 |
Juan Pablo Rincon-ZapateroEconomics-UC3MBestätigte E-Mail-Adresse bei eco.uc3m.es
