Juan Pablo Rincón-Zapatero

Publication Activity (10 Years)

Years Active: 2008-2021
Publications (10 Years): 3

Top Topics

Equilibrium Strategies

Lagrange Multipliers

Top Venues

Eur. J. Oper. Res.

Math. Soc. Sci.

Dyn. Games Appl.

Publications

Robert A. Becker, Juan Pablo Rincón-Zapatero
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory. Math. Soc. Sci. 112 (2021)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Equilibrium strategies in a defined benefit pension plan game. Eur. J. Oper. Res. 275 (1) (2019)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect. Dyn. Games Appl. 8 (2) (2018)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes. Eur. J. Oper. Res. 220 (2) (2012)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
On a PDE Arising in One-Dimensional Stochastic Control Problems. J. Optim. Theory Appl. 147 (1) (2010)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates. Eur. J. Oper. Res. 201 (1) (2010)
Juan Pablo Rincón-Zapatero, Manuel S. Santos
Differentiability of the value function without interiority assumptions. J. Econ. Theory 144 (5) (2009)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings. Comput. Oper. Res. 35 (1) (2008)
Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero
Mean-variance portfolio and contribution selection in stochastic pension funding. Eur. J. Oper. Res. 187 (1) (2008)