Optimal investment and risk control policies for an insurer: Expected utility maximization von Zou, Bin, Cadenillas, Abel

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Explicit formula for the optimal government debt ceiling von Cadenillas, Abel, Huamán-Aguilar, Ricardo

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The Optimal Control of Government Stabilization Funds von Cadenillas, Abel, Huamán-Aguilar, Ricardo

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Optimal Investment and Liability Ratio Policies in a Multidimensional Regime Switching Model von Zou, Bin, Cadenillas, Abel

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On the Failure to Reach the Optimal Government Debt Ceiling von Cadenillas, Abel, Huamán-Aguilar, Ricardo

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Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions von Liu, Wenyue, Cadenillas, Abel

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CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM von Cadenillas, Abel, Choulli, Tahir, Taksar, Michael, Zhang, Lei

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Optimal production management when there is regime switching and production constraints von Cadenillas, Abel, Ferrari, Giorgio, Schuhmann, Patrick

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Explicit solutions of optimal consumption, investment and insurance problems with regime switching von Zou, Bin, Cadenillas, Abel

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Optimal Central Bank Intervention in the Foreign Exchange Market von Cadenillas, Abel, Zapatero, Fernando

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Optimal Production Management When Demand Depends on the Business Cycle von Cadenillas, Abel, Lakner, Peter, Pinedo, Michael

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Optimal Control of a Mean-Reverting Inventory von Cadenillas, Abel, Lakner, Peter, Pinedo, Michael

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EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING von Sotomayor, Luz Rocío, Cadenillas, Abel

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Government Debt Control: Optimal Currency Portfolio and Payments von Huamán-Aguilar, Ricardo, Cadenillas, Abel

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OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR von Cadenillas, Abel, Sarkar, Sudipto, Zapatero, Fernando

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Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function von Bensoussan, Alain, Cadenillas, Abel, Koo, Hyeng Keun

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Classical and singular stochastic control for the optimal dividend policy when there is regime switching von Sotomayor, Luz R., Cadenillas, Abel

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A stochastic maximum principle for systems with jumps, with applications to finance von Cadenillas, Abel

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Leverage decision and manager compensation with choice of effort and volatility von Cadenillas, Abel, Cvitanić, Jakša, Zapatero, Fernando

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Optimal risk-sharing with effort and project choice von Cadenillas, Abel, Cvitanić, Jakša, Zapatero, Fernando

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