Marcos Escobar

According to our database, Marcos Escobar authored at least 4 papers between 2002 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

Portfolio optimization under Solvency II.

Marcos Escobar, Paul Kriebel, Markus Wahl, Rudi Zagst

Ann. Oper. Res., 2019

2016

Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions.

Marcos Escobar, Benedikt Rudolph, Rudi Zagst

ACM Trans. Math. Softw., 2016

2011

Risk Management under a Factor Stochastic volatility Model.

Marcos Escobar, Pablo Olivares

Asia Pac. J. Oper. Res., 2011

2002

Approximate solution for multi-server queueing systems with Erlangian service times.

Marcos Escobar, Amedeo R. Odoni, Emily Roth

Comput. Oper. Res., 2002