Harold A. Moreno-Franco

Available identifiers

zbMath Open moreno-franco.harold-aMaRDI QIDQ1670366

List of research outcomes

Publication	Date of Publication	Type
Optimal Risk Policies and Periodic Dividend Strategies for an Insurance Company	2023-12-28	Paper
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward	2023-08-03	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes	2023-04-05	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes	2022-07-03	Paper
Optimality of refraction strategies for a constrained dividend problem	2019-12-09	Paper
Periodic strategies in optimal execution with multiplicative price impact	2019-12-05	Paper
Dynamic portfolio strategies under a fully correlated jump-diffusion process	2019-11-07	Paper
Solution to HJB equations with an elliptic integro-differential operator and gradient constraint	2018-09-05	Paper
Optimal bail-out dividends problem with transaction cost and capital injection constraint	2018-08-06	Paper
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes	2018-04-12	Paper
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs	0001-01-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Harold A. Moreno-Franco