| Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces Z Brzeźniak, R Serrano SIAM Journal on Control and Optimization 51 (3), 2664-2703, 2013 | 26 | 2013 |
| Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models O López, R Serrano Stochastic Models 31 (2), 261-291, 2015 | 10 | 2015 |
| An alternative proof of the Aubin–Lions lemma R Serrano Archiv der Mathematik 101, 253-257, 2013 | 8 | 2013 |
| Optimal control of investment, premium and deductible for a non-life insurance company BJ Christensen, JC Parra-Alvarez, R Serrano Insurance: Mathematics and Economics 101, 384-405, 2021 | 6 | 2021 |
| Portfolio allocation In a Lévy-type jump-diffusion model with nonlife insurance risk R Serrano International Journal of Theoretical and Applied Finance 24 (01), 2150005, 2021 | 3 | 2021 |
| On the LP formulation in measure spaces of optimal control problems for jump-diffusions R Serrano Systems & Control Letters 85, 33-36, 2015 | 3 | 2015 |
| A note on space–time Hölder regularity of mild solutions to stochastic Cauchy problems in -spaces R Serrano | 2 | 2015 |
| Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics M Junca, R Serrano Mathematics and Financial Economics 15 (4), 775-809, 2021 | 1 | 2021 |
| Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics M Junca, R Serrano arXiv preprint arXiv:1411.1103, 2014 | 1 | 2014 |
| ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach C Castillo, R Serrano Computational and Applied Mathematics 43 (4), 225, 2024 | | 2024 |
| Climbing the income ladder: Search and investment in a regime-switching affine income model R Serrano Finance Research Letters 58, 104330, 2023 | | 2023 |
| Search and Wealth Distribution in a Frictional Labor Market Model M Laguna, R Serrano Available at SSRN, 2023 | | 2023 |
| Optimal investment with insurable background risk and nonlinear portfolio allocation frictions HE Ramirez, R Serrano arXiv preprint arXiv:2303.04236, 2023 | | 2023 |
| Existence of optimal controls for stochastic Volterra equations A Cárdenas, S Pulido, R Serrano arXiv preprint arXiv:2207.05169, 2022 | | 2022 |
| Existence of optimal controls for stochastic Volterra equations S Pulido, R Serrano arXiv. org Papers, 2022 | | 2022 |
| Optimal control of investment, premium and deductible for a non-life insurance company JC Parra-Alvarez, BJ Christensen, R Serrano Insurance: Mathematics and Economics, 2021 | | 2021 |
| ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach R Serrano, C Castillo arXiv preprint arXiv:1810.08466, 2018 | | 2018 |
| Optimal continuous-time ALM for insurers: a martingale approach C Castillo, R Serrano arXiv preprint arXiv:1810.08466, 2018 | | 2018 |
| Calculo Estocastico, EDEs y EDPs R Serrano arXiv preprint arXiv:1504.03390, 2015 | | 2015 |
| UTILITY MAXIMIZATION IN PURE-JUMP MODELS DRIVEN BY MARKED POINT PROCESSES AND NONLINEAR WEALTH DYNAMICS R SERRANO arXiv preprint arXiv:1411.1103, 2014 | | 2014 |
