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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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Collaborations and top research areas from the last five years
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Portfolio optimization under expected loss restrictions
Project: Research Project
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Optimal portfolio selection with capital gains taxes and differential rates
Project: Research Project
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Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
Ramírez, H. E. & Serrano, R., Jan 15 2025, In: Applied Mathematics and Computation. 485, 129023.Research output: Contribution to journal › Research Article › peer-review
Open Access -
ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach
Castillo, C. & Serrano, R., Jun 2024, In: Computational and Applied Mathematics. 43, 4, 225.Research output: Contribution to journal › Research Article › peer-review
Open Access -
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 › Research Article › peer-review
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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 › Research Article › peer-review
6 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 › Research Article › peer-review
2 Scopus citations
Press/Media
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New Findings from University of Rosario Update Understanding of Computational and Applied Mathematics (Alm for Insurers With Multiple Underwriting Lines and Portfolio Constraints: a Lagrangian Duality Approach)
6/4/24
1 item of Media coverage
Press/Media: Press / Media
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Findings on Investment Reported by Investigators at University of Rosario (Climbing the Income Ladder: Search and Investment In a Regime-switching Affine Income Model)
12/4/23
1 item of Media coverage
Press/Media: 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