Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces Z Brzeźniak, R Serrano
SIAM Journal on Control and Optimization 51 (3), 2664-2703, 2013
26 2013 Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models O López, R Serrano
Stochastic Models 31 (2), 261-291, 2015
10 2015 An alternative proof of the Aubin–Lions lemma R Serrano
Archiv der Mathematik 101, 253-257, 2013
8 2013 Optimal control of investment, premium and deductible for a non-life insurance company BJ Christensen, JC Parra-Alvarez, R Serrano
Insurance: Mathematics and Economics 101, 384-405, 2021
6 2021 Portfolio allocation In a Lévy-type jump-diffusion model with nonlife insurance risk R Serrano
International Journal of Theoretical and Applied Finance 24 (01), 2150005, 2021
3 2021 On the LP formulation in measure spaces of optimal control problems for jump-diffusions R Serrano
Systems & Control Letters 85, 33-36, 2015
3 2015 A note on space–time Hölder regularity of mild solutions to stochastic Cauchy problems in -spaces R Serrano
2 2015 Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics M Junca, R Serrano
Mathematics and Financial Economics 15 (4), 775-809, 2021
1 2021 Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics M Junca, R Serrano
arXiv preprint arXiv:1411.1103, 2014
1 2014 ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach C Castillo, R Serrano
Computational and Applied Mathematics 43 (4), 225, 2024
2024 Climbing the income ladder: Search and investment in a regime-switching affine income model R Serrano
Finance Research Letters 58, 104330, 2023
2023 Search and Wealth Distribution in a Frictional Labor Market Model M Laguna, R Serrano
Available at SSRN, 2023
2023 Optimal investment with insurable background risk and nonlinear portfolio allocation frictions HE Ramirez, R Serrano
arXiv preprint arXiv:2303.04236, 2023
2023 Existence of optimal controls for stochastic Volterra equations A Cárdenas, S Pulido, R Serrano
arXiv preprint arXiv:2207.05169, 2022
2022 Existence of optimal controls for stochastic Volterra equations S Pulido, R Serrano
arXiv. org Papers, 2022
2022 Optimal control of investment, premium and deductible for a non-life insurance company JC Parra-Alvarez, BJ Christensen, R Serrano
Insurance: Mathematics and Economics, 2021
2021 ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach R Serrano, C Castillo
arXiv preprint arXiv:1810.08466, 2018
2018 Optimal continuous-time ALM for insurers: a martingale approach C Castillo, R Serrano
arXiv preprint arXiv:1810.08466, 2018
2018 Calculo Estocastico, EDEs y EDPs R Serrano
arXiv preprint arXiv:1504.03390, 2015
2015 UTILITY MAXIMIZATION IN PURE-JUMP MODELS DRIVEN BY MARKED POINT PROCESSES AND NONLINEAR WEALTH DYNAMICS R SERRANO
arXiv preprint arXiv:1411.1103, 2014
2014