Dr. Ricardo Josa Fombellida
Department of Statistics and Operations Research
Institute of Research in Mathematics
Universidad de Valladolid, Spain
Email: ricar@eio.uva.es
Qualifications
2003 Ph.D., Statistics and Operations Research, Universidad de Valladolid, Spain
1995 M.S., Statistics and Operations Research, Universidad de Valladolid, Spain
1993 B.S., Mathematics, Universidad de Valladolid, Spain
Publications (Selected)
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Josa-Fombellida R., Rincón-Zapatero, J.P. (2015),
" Euler–Lagrange equations of stochastic
differential games: application to a game of a productive asset", Economic Theory 59, 61-108.
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Josa-Fombellida R., Rincón-Zapatero, J.P. (2012),
"Stochastic pension funding when the benefit and the
risky asset follow jump diffusion processes",
European Journal of Operational Research 220, 404-413.
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Josa-Fombellida R, Rincón-Zapatero, J.P. (2010), "On a PDE arising in onedimensional stochastic control problems", Journal of Optimization Theory and Applications 147, 1-26.
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Josa-Fombellida R., Rincón-Zapatero, J.P. (2010), "Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates", EuropeanJournal of Operational Research 201, 211-212.
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Josa-Fombellida R., Rincón-Zapatero, J.P. (2008), "Mean-variance portfolio and contributions selection in stochastic pension funding", European Journal of Operational Research 187, pp. 120-137.
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Josa-Fombellida R, Rincón-Zapatero, J.P. (2008), "Funding and investmentdecisions in a stochastic defined benefit pension plan with several levels of laborincome earnings", Computers and Operations Research 35, pp. 47-63.
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Josa-Fombellida R, Rincón-Zapatero, J.P. (2007), "New approach to stochastic optimal control", Journal of Optimization Theory and Applications 135, pp. 163-177.
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Josa-Fombellida R, Rincón-Zapatero, J.P. (2006), "Optimal investment decisions with a liability: The case of defined benefit pension plans", Insurance: Mathematics and Economics 39, pp. 81-98. In the TOP 25 Most Downloaded Articles of IME (#1 Jul-Sep 06).
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Josa-Fombellida R, Rincón-Zapatero, J.P. (2004), "Optimal risk management in defined-benefit stochastic pension funds", Insurance: Mathematics and Economics 34, pp. 489-503. In the TOP 25 Most Downloaded Articles of IME (#1 Jul-Sep 04). In the TOP 25 Most Downloaded Articles of IME (#1 Jul-Sep 06).
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Josa-Fombellida, R, Rincón-Zapatero, J.P. (2001), "Minimization of risks in pension funding by means of contributions and portfolio selection", Insurance: Mathematics and Economics 29, pp. 35-45.
Profile Details
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