Abel Cadenillas

Available identifiers

zbMath Open cadenillas.abelMaRDI QIDQ513082

List of research outcomes

Publication	Date of Publication	Type
Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions	2023-02-22	Paper
Explicit formula for the optimal government debt ceiling	2017-03-03	Paper
Government Debt Control: Optimal Currency Portfolio and Payments	2016-03-22	Paper
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function	2016-01-29	Paper
Optimal investment and risk control policies for an insurer: expected utility maximization	2015-01-28	Paper
Explicit solutions of optimal consumption, investment and insurance problems with regime switching	2015-01-28	Paper
https://portal.mardi4nfdi.de/entity/Q2928744	2014-11-10	Paper
Optimal Production Management When Demand Depends on the Business Cycle	2014-06-26	Paper
Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs	2014-04-17	Paper
Optimal Control of a Mean-Reverting Inventory	2011-11-17	Paper
Classical and singular stochastic control for the optimal dividend policy when there is regime switching	2011-08-01	Paper
Risk-hedging in real estate markets	2009-12-11	Paper
Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model	2009-09-11	Paper
EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING	2009-08-28	Paper
Investors' preference for a positive tax rate depends on the level of the interest rate	2008-05-27	Paper
A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT	2008-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q5423774	2007-10-31	Paper
Optimal risk-sharing with effort and project choice	2007-06-26	Paper
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR	2007-06-08	Paper
CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM	2006-06-12	Paper
A stochastic maximum principle for systems with jumps, with applications to finance.	2003-01-21	Paper
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves	2001-03-29	Paper
Consumption-investment problems with transaction costs: Survey and open problems	2000-11-12	Paper
Optimal Central Bank intervention in the foreign exchange market	1999-11-11	Paper
Optimal trading of a security when there are taxes and transaction costs	1999-09-14	Paper
Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients	1998-03-05	Paper
The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients	1995-11-27	Paper
The stochastic maximum principle for a singular control problem	1995-09-25	Paper

Research outcomes over time

Doctoral students

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