Juan Pablo Rincon Zapatero

Juan Pablo Rincon Zapatero

Universidad Carlos III de Madrid - Getafe / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 1125285
Carlos III University of Madrid
person_outline Juan Pablo Rincon Zapatero's MOST POPULAR ARTICLES
1-) Optimal risk management in defined benefit stochastic pension fundsR Josa-Fombellida, JP Rincón-ZapateroInsurance: Mathematics and Economics 34 (3), 489-503, 20041042004
2-) Existence and uniqueness of solutions to the Bellman equation in the unbounded caseJP Rincón‐Zapatero, C Rodríguez‐PalmeroEconometrica 71 (5), 1519-1555, 2003104*2003
3-) Minimization of risks in pension funding by means of contributions and portfolio selectionR Josa-Fombellida, JP Rincón-ZapateroInsurance: Mathematics and Economics 29 (1), 35-45, 2001832001
4-) Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest ratesR Josa-Fombellida, JP Rincón-ZapateroEuropean Journal of Operational Research 201 (1), 211-221, 2010842010
5-) Mean–variance portfolio and contribution selection in stochastic pension fundingR Josa-Fombellida, JP Rincón-ZapateroEuropean Journal of Operational Research 187 (1), 120-137, 2008712008