Dr. Ricardo Josa Fombellida

Dr. Ricardo Josa Fombellida

Department of Statistics and Operations Research

Institute of Research in Mathematics

Universidad de Valladolid, Spain



2003 Ph.D., Statistics and Operations Research, Universidad de Valladolid, Spain

1995 M.S., Statistics and Operations Research, Universidad de Valladolid, Spain

1993 B.S., Mathematics, Universidad de Valladolid, Spain

Publications (Selected)

  1. Josa-Fombellida R., Rincón-Zapatero, J.P. (2015), " Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset", Economic Theory 59, 61-108.
  2. Josa-Fombellida R., Rincón-Zapatero, J.P. (2012), "Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes", European Journal of Operational Research 220, 404-413.
  3. Josa-Fombellida R, Rincón-Zapatero, J.P. (2010), "On a PDE arising in onedimensional stochastic control problems", Journal of Optimization Theory and Applications 147, 1-26.
  4. Josa-Fombellida R., Rincón-Zapatero, J.P. (2010), "Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates", EuropeanJournal of Operational Research 201, 211-212.
  5. Josa-Fombellida R., Rincón-Zapatero, J.P. (2008), "Mean-variance portfolio and contributions selection in stochastic pension funding", European Journal of Operational Research 187, pp. 120-137.
  6. Josa-Fombellida R, Rincón-Zapatero, J.P. (2008), "Funding and investmentdecisions in a stochastic defined benefit pension plan with several levels of laborincome earnings", Computers and Operations Research 35, pp. 47-63.
  7. Josa-Fombellida R, Rincón-Zapatero, J.P. (2007), "New approach to stochastic optimal control", Journal of Optimization Theory and Applications 135, pp. 163-177.
  8. Josa-Fombellida R, Rincón-Zapatero, J.P. (2006), "Optimal investment decisions with a liability: The case of defined benefit pension plans", Insurance: Mathematics and Economics 39, pp. 81-98. In the TOP 25 Most Downloaded Articles of IME (#1 Jul-Sep 06).
  9. Josa-Fombellida R, Rincón-Zapatero, J.P. (2004), "Optimal risk management in defined-benefit stochastic pension funds", Insurance: Mathematics and Economics 34, pp. 489-503. In the TOP 25 Most Downloaded Articles of IME (#1 Jul-Sep 04). In the TOP 25 Most Downloaded Articles of IME (#1 Jul-Sep 06).
  10. Josa-Fombellida, R, Rincón-Zapatero, J.P. (2001), "Minimization of risks in pension funding by means of contributions and portfolio selection", Insurance: Mathematics and Economics 29, pp. 35-45.

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