Ricardo Josa-Fombellida

According to our database, Ricardo Josa-Fombellida authored at least 8 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of seven.

2023

A defined benefit pension plan game with Brownian and Poisson jumps uncertainty.

Ricardo Josa-Fombellida, Paula López-Casado

Eur. J. Oper. Res., November, 2023

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

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