Rafael Serrano

According to our database, Rafael Serrano authored at least 4 papers between 2013 and 2025.

Collaborative distances:

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

2025

Optimal investment with insurable background risk and nonlinear portfolio allocation frictions.

Hugo E. Ramírez, Rafael Serrano

Appl. Math. Comput., 2025

2024

ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach.

Camilo Castillo, Rafael Serrano

Comput. Appl. Math., 2024

2015

On the LP formulation in measure spaces of optimal control problems for jump-diffusions.

Rafael Serrano

Syst. Control. Lett., 2015

2013

Optimal Relaxed Control of Dissipative Stochastic Partial Differential Equations in Banach Spaces.

Zdzislaw Brzezniak, Rafael Serrano

SIAM J. Control. Optim., 2013