| Optimal risk management in defined benefit stochastic pension funds R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 34 (3), 489-503, 2004 | 110 | 2004 |
| Existence and uniqueness of solutions to the Bellman equation in the unbounded case JP Rincón‐Zapatero, C Rodríguez‐Palmero Econometrica 71 (5), 1519-1555, 2003 | 108* | 2003 |
| Minimization of risks in pension funding by means of contributions and portfolio selection R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 29 (1), 35-45, 2001 | 83 | 2001 |
| Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 201 (1), 211-221, 2010 | 82 | 2010 |
| Mean–variance portfolio and contribution selection in stochastic pension funding R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 187 (1), 120-137, 2008 | 69 | 2008 |
| Differentiability of the value function without interiority assumptions JP Rincón-Zapatero, MS Santos Journal of Economic Theory 144 (5), 1948-1964, 2009 | 58 | 2009 |
| Optimal investment decisions with a liability: The case of defined benefit pension plans R Josa-Fombellida, JP Rincón-Zapatero Insurance: Mathematics and Economics 39 (1), 81-98, 2006 | 50 | 2006 |
| Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games G Martin-Herran, JP Rincón-Zapatero Journal of Economic Dynamics and Control 29 (6), 1073-1096, 2005 | 50 | 2005 |
| Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 220 (2), 404-413, 2012 | 47 | 2012 |
| New method to characterize subgame perfect Nash equilibria in differential games JP Rincón-Zapatero, J Martínez, G Martin-Herran Journal of Optimization Theory and Applications 96, 377-395, 1998 | 41 | 1998 |
| On the impossibility of representing infinite utility streams JA Crespo, C Nuñez, JP Rincón-Zapatero Economic Theory 40, 47-56, 2009 | 34 | 2009 |
| Recursive utility with unbounded aggregators JP Rincón-Zapatero, C Rodriguez-Palmero Economic Theory 33 (2), 381-391, 2007 | 34 | 2007 |
| Identification of efficient subgame-perfect nash equilibria in a class of differential games1 JP Rincón-Zapatero, G Martin-Herran, J Martínez Journal of Optimization Theory and Applications 104, 235-242, 2000 | 28 | 2000 |
| New approach to stochastic optimal control R Josa-Fombellida, JP Rincón-Zapatero Journal of Optimization Theory and Applications 135 (1), 163-177, 2007 | 26 | 2007 |
| Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings R Josa-Fombellida, JP Rincón-Zapatero Computers & operations research 35 (1), 47-63, 2008 | 25 | 2008 |
| Characterization of Markovian equilibria in a class of differential games JP Rincón-Zapatero Journal of Economic Dynamics and Control 28 (7), 1243-1266, 2004 | 24 | 2004 |
| Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance R Josa-Fombellida, P López-Casado, JP Rincón-Zapatero Insurance: Mathematics and Economics 82, 73-86, 2018 | 23 | 2018 |
| Recursive utiity and thompson aggregators RA Becker, JP Rincon-Zapatero CAEPR Working Paper 2017-007, 2017 | 14 | 2017 |
| Differentiability of the value function in continuous-time economic models JP Rincón-Zapatero, MS Santos Journal of mathematical analysis and applications 394 (1), 305-323, 2012 | 13 | 2012 |
| Equilibrium strategies in a defined benefit pension plan game R Josa-Fombellida, JP Rincón-Zapatero European Journal of Operational Research 275 (1), 374-386, 2019 | 12 | 2019 |
Ricardo Josa-FombellidaAssociate Professor, Universidad de ValladolidVerified email at eio.uva.es
