Juan Pablo Rincón-Zapatero

According to our database1, Juan Pablo Rincón-Zapatero authored at least 8 papers between 2008 and 2019.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

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Bibliography

2019
Equilibrium strategies in a defined benefit pension plan game.
European Journal of Operational Research, 2019

2018
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect.
Dynamic Games and Applications, 2018

2012
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes.
European Journal of Operational Research, 2012

2010
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

2009
Differentiability of the value function without interiority assumptions.
J. Economic Theory, 2009

2008
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


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