Rafael Antonio Serrano Perdomo

Emailrafael.serranourosario.educo

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Optimal allocation, asset-liability matching and risk control for insurers with portfolio constraint and differential rates
Serrano Perdomo, R. A.
Project: Research Project
Utility maximization in multi-dimensional semi-martingale setting with non-linear wealth dynamics
Serrano Perdomo, R. A.
Project: Research Project
Optimization of portfolios in stochastic models in continuous time with utility functions range-dependent
Serrano Perdomo, R. A.
Project: Research Project
Optimal portfolio selection with capital gains taxes and differential rates
Serrano Perdomo, R. A.
Project: Research Project
Portfolio optimization under expected loss restrictions
Serrano Perdomo, R. A.
Project: Research Project

10 Article
2 Working paper

Climbing the income ladder: Search and investment in a regime-switching affine income model
Serrano, R., Dec 2023, In: Finance Research Letters. 58, 104330.
Research output: Contribution to journal › Article › peer-review
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
A note on space–time Hölder regularity of mild solutions to stochastic cauchy problems in L^p-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 Access
2 Scopus citations

Asamblea exaltó los 37 años de vida de Radio Lenguerke
Rafael Serrano
10/15/20
1 item of Media coverage
Press/Media: Press / Media

Rafael Antonio Serrano Perdomo, PhD

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Collaborations and top research areas from the last five years

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Optimal allocation, asset-liability matching and risk control for insurers with portfolio constraint and differential rates

Utility maximization in multi-dimensional semi-martingale setting with non-linear wealth dynamics

Optimization of portfolios in stochastic models in continuous time with utility functions range-dependent

Optimal portfolio selection with capital gains taxes and differential rates

Portfolio optimization under expected loss restrictions

Climbing the income ladder: Search and investment in a regime-switching affine income model

Optimal control of investment, premium and deductible for a non-life insurance company

PORTFOLIO ALLOCATION in A LEVY-TYPE JUMP-DIFFUSION MODEL with NONLIFE INSURANCE RISK

Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics

A note on space–time Hölder regularity of mild solutions to stochastic cauchy problems in L^p-spaces

Asamblea exaltó los 37 años de vida de Radio Lenguerke

Rafael Antonio Serrano Perdomo, PhD

Fingerprint

Collaborations and top research areas from the last five years

Projects

Research output

Press/Media