Juan Pablo Rincón-Zapatero
According to our database1, Juan Pablo Rincón-Zapatero authored at least 8 papers between 2008 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Equilibrium strategies in a defined benefit pension plan game.
European Journal of Operational Research, 2019
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect.
Dynamic Games and Applications, 2018
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes.
European Journal of Operational Research, 2012
On a PDE Arising in One-Dimensional Stochastic Control Problems.
J. Optimization Theory and Applications, 2010
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates.
European Journal of Operational Research, 2010
Differentiability of the value function without interiority assumptions.
J. Economic Theory, 2009
Mean-variance portfolio and contribution selection in stochastic pension funding.
European Journal of Operational Research, 2008
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings.
Computers & OR, 2008