Juan Pablo Rincón-Zapatero

According to our database, Juan Pablo Rincón-Zapatero authored at least 9 papers between 2008 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2021

Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory.

Robert A. Becker, Juan Pablo Rincón-Zapatero

Math. Soc. Sci., 2021

2019

Equilibrium strategies in a defined benefit pension plan game.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Eur. J. Oper. Res., 2019

2018

Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Dyn. Games Appl., 2018

2012

Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Eur. J. Oper. Res., 2012

2010

On a PDE Arising in One-Dimensional Stochastic Control Problems.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

J. Optim. Theory Appl., 2010

Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Eur. J. Oper. Res., 2010

2009

Differentiability of the value function without interiority assumptions.

Juan Pablo Rincón-Zapatero, Manuel S. Santos

J. Econ. Theory, 2009

2008

Mean-variance portfolio and contribution selection in stochastic pension funding.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Eur. J. Oper. Res., 2008

Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings.

Ricardo Josa-Fombellida, Juan Pablo Rincón-Zapatero

Comput. Oper. Res., 2008