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ORCIDRicardo Josa-Fombellida
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2020 – today
- 2023
[j8]Ricardo Josa-Fombellida
, Paula López-Casado:
A defined benefit pension plan game with Brownian and Poisson jumps uncertainty. Eur. J. Oper. Res. 310(3): 1294-1311 (2023)
2010 – 2019
- 2019
- [j7]Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero:
Equilibrium strategies in a defined benefit pension plan game. Eur. J. Oper. Res. 275(1): 374-386 (2019) - 2018
- [j6]Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero:
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect. Dyn. Games Appl. 8(2): 379-400 (2018) - 2012
- [j5]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): 404-413 (2012) - 2010
- [j4]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): 211-221 (2010) - [j3]Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero:
On a PDE Arising in One-Dimensional Stochastic Control Problems. J. Optim. Theory Appl. 147(1): 1-26 (2010)
2000 – 2009
- 2008
- [j2]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): 47-63 (2008) - [j1]Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero:
Mean-variance portfolio and contribution selection in stochastic pension funding. Eur. J. Oper. Res. 187(1): 120-137 (2008)
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