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Dive into the research topics where Rafael Antonio Serrano Perdomo is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Optimal portfolio selection with capital gains taxes and differential rates
Project: Research/Creation Project
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Optimization of portfolios in stochastic models in continuous time with utility functions range-dependent
Project: Research/Creation Project
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Portfolio optimization under expected loss restrictions
Project: Research/Creation Project
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Utility maximization in multi-dimensional semi-martingale setting with non-linear wealth dynamics
Project: Research/Creation Project
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Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, B. J., Parra-Alvarez, J. C. & Serrano, R., Nov 2021, In: Insurance: Mathematics and Economics. 101, p. 384-405 21 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
PORTFOLIO ALLOCATION in A LEVY-TYPE JUMP-DIFFUSION MODEL with NONLIFE INSURANCE RISK
Serrano, R., 2021, (Accepted/In press) In: International Journal of Theoretical and Applied Finance. 2150005.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, M. & Serrano, R., Mar 2021, In: Mathematics and Financial Economics. 15, p. 775-809 34 p.Research output: Contribution to journal › Article › peer-review
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A note on space–time Hölder regularity of mild solutions to stochastic cauchy problems in Lp-spaces
Serrano, R., Nov 1 2015, In: Brazilian Journal of Probability and Statistics. 29, 4, p. 767-777 11 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models
López, O. & Serrano, R., Apr 3 2015, In: Stochastic Models. 31, 2, p. 261-291 31 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations
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Elaboración documento de trabajo - versión preliminar
Rafael Antonio Serrano Perdomo (Participant)
Jun 1 2017 → Dec 1 2017Activity: Other activity types › Other
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Elaboración propuesta de investigación
Rafael Antonio Serrano Perdomo (Participant)
Dec 10 2017Activity: Other activity types › Other
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Reuniones con profesor Gabriel Penagos - Pontificia Universidad Javeriana
Rafael Antonio Serrano Perdomo (Participant)
Mar 1 2017 → Jun 1 2017Activity: Other activity types › Researchers Meeting
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Reuniones para revisión resultados preliminares
Rafael Antonio Serrano Perdomo (Participant)
Feb 1 2017 → Nov 24 2017Activity: Other activity types › Researchers Meeting
Press/Media
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Asamblea exaltó los 37 años de vida de Radio Lenguerke
10/15/20
1 item of Media coverage
Press/Media: Press / Media