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Juan Pablo Rincon-Zapatero
Juan Pablo Rincon-Zapatero
Economics-UC3M
Bestätigte E-Mail-Adresse bei eco.uc3m.es - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Optimal risk management in defined benefit stochastic pension funds
R Josa-Fombellida, JP Rincón-Zapatero
Insurance: Mathematics and Economics 34 (3), 489-503, 2004
1112004
Existence and uniqueness of solutions to the Bellman equation in the unbounded case
JP Rincón‐Zapatero, C Rodríguez‐Palmero
Econometrica 71 (5), 1519-1555, 2003
106*2003
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
842001
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
832010
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
702008
Differentiability of the value function without interiority assumptions
JP Rincón-Zapatero, MS Santos
Journal of Economic Theory 144 (5), 1948-1964, 2009
612009
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
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games
G Martin-Herran, JP Rincón-Zapatero
Journal of Economic Dynamics and Control 29 (6), 1073-1096, 2005
502005
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
482012
New method to characterize subgame perfect Nash equilibria in differential games
JP Rincón-Zapatero, J Martínez, G Martin-Herran
Journal of Optimization Theory and Applications 96, 377-395, 1998
411998
On the impossibility of representing infinite utility streams
JA Crespo, C Nuñez, JP Rincón-Zapatero
Economic Theory 40, 47-56, 2009
342009
Recursive utility with unbounded aggregators
JP Rincón-Zapatero, C Rodríguez-Palmero
Economic Theory 33 (2), 381-391, 2007
342007
Identification of efficient subgame-perfect nash equilibria in a class of differential games1
JP Rincón-Zapatero, G Martin-Herran, J Martínez
Journal of Optimization Theory and Applications 104, 235-242, 2000
292000
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
272008
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
262018
New approach to stochastic optimal control
R Josa-Fombellida, JP Rincón-Zapatero
Journal of Optimization Theory and Applications 135 (1), 163-177, 2007
252007
Characterization of Markovian equilibria in a class of differential games
JP Rincón-Zapatero
Journal of Economic Dynamics and Control 28 (7), 1243-1266, 2004
242004
Recursive utiity and thompson aggregators
RA Becker, JP Rincon-Zapatero
CAEPR Working Paper 2017-007, 2017
142017
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
132019
Differentiability of the value function in continuous-time economic models
JP Rincón-Zapatero, MS Santos
Journal of Mathematical Analysis and Applications 394 (1), 305-323, 2012
132012
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