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Guerra, Manuel

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Author ID: guerra.manuel Recent zbMATH articles by "Guerra, Manuel"
Published as: Guerra, Manuel; Guerra, M.
External Links: MGP
Documents Indexed: 25 Publications since 2000, including 1 Book
Reviewing Activity: 44 Reviews

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 95 times in 64 Documents Cited by Year
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria. Zbl 1152.91583
Guerra, Manuel; Centeno, M. L.
31
2008
Optimal reinsurance for variance related premium calculation principles. Zbl 1230.91073
Guerra, Manuel; de Lourdes Centeno, Maria
18
2010
Are quantile risk measures suitable for risk-transfer decisions? Zbl 1262.91093
Guerra, Manuel; Centeno, M. L.
9
2012
Fréchet generalized trajectories and minimizers for variational problems of low coercivity. Zbl 1317.49003
Guerra, Manuel; Sarychev, Andrey
8
2015
The optimal reinsurance strategy – the individual claim case. Zbl 1231.91151
Centeno, M. L.; Guerra, M.
5
2010
Highly singular L-Q problems: Solutions in distribution spaces. Zbl 0956.49019
Guerra, M.
4
2000
Hysteresis due to irreversible exit: addressing the option to mothball. Zbl 1401.91579
Guerra, Manuel; Kort, Peter; Nunes, Cláudia; Oliveira, Carlos
3
2018
Existence and Lipschitzian regularity for relaxed minimizers. Zbl 1191.49003
Guerra, Manuel; Sarychev, Andrey
3
2008
Distribution-like Hamiltonian flows and generalized optimal controls. Zbl 1063.49024
Guerra, M.
2
2004
Approximation of generalized minimizers and regularization of optimal control problems. Zbl 1149.49033
Guerra, Manuel; Sarychev, Andrey
2
2007
Singular \(L-Q\) problems and the Dirac-Bergmann theory of constraints. Zbl 1239.70015
Guerra, Manuel
2
2001
On the product formula and convolution associated with the index Whittaker transform. Zbl 1457.44004
Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon
2
2019
Generalized solutions for singular linear-quadratic optimal control problems. Zbl 0962.49021
Guerra, Manuel
1
2000
Barrier option pricing under the 2-hypergeometric stochastic volatility model. Zbl 1405.91651
Sousa, Rúben; Cruzeiro, Ana Bela; Guerra, Manuel
1
2018
Measuring singularity of generalized minimizers for control-affine problems. Zbl 1203.49016
Guerra, Manuel; Sarychev, Andrey
1
2009
Generalized solutions for singular optimal control problems. Zbl 1206.49034
Guerra, M.
1
2009
Discontinuous Hamiltonian flows for nonlinear control system. Zbl 1118.93031
Guerra, M.
1
2005
Stochastic dynamic programming and control of Markov processes. Zbl 1420.93038
Guerra, Manuel
1
2017
On the product formula and convolution associated with the index Whittaker transform. Zbl 1457.44004
Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon
2
2019
Hysteresis due to irreversible exit: addressing the option to mothball. Zbl 1401.91579
Guerra, Manuel; Kort, Peter; Nunes, Cláudia; Oliveira, Carlos
3
2018
Barrier option pricing under the 2-hypergeometric stochastic volatility model. Zbl 1405.91651
Sousa, Rúben; Cruzeiro, Ana Bela; Guerra, Manuel
1
2018
Stochastic dynamic programming and control of Markov processes. Zbl 1420.93038
Guerra, Manuel
1
2017
Fréchet generalized trajectories and minimizers for variational problems of low coercivity. Zbl 1317.49003
Guerra, Manuel; Sarychev, Andrey
8
2015
Are quantile risk measures suitable for risk-transfer decisions? Zbl 1262.91093
Guerra, Manuel; Centeno, M. L.
9
2012
Optimal reinsurance for variance related premium calculation principles. Zbl 1230.91073
Guerra, Manuel; de Lourdes Centeno, Maria
18
2010
The optimal reinsurance strategy – the individual claim case. Zbl 1231.91151
Centeno, M. L.; Guerra, M.
5
2010
Measuring singularity of generalized minimizers for control-affine problems. Zbl 1203.49016
Guerra, Manuel; Sarychev, Andrey
1
2009
Generalized solutions for singular optimal control problems. Zbl 1206.49034
Guerra, M.
1
2009
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria. Zbl 1152.91583
Guerra, Manuel; Centeno, M. L.
31
2008
Existence and Lipschitzian regularity for relaxed minimizers. Zbl 1191.49003
Guerra, Manuel; Sarychev, Andrey
3
2008
Approximation of generalized minimizers and regularization of optimal control problems. Zbl 1149.49033
Guerra, Manuel; Sarychev, Andrey
2
2007
Discontinuous Hamiltonian flows for nonlinear control system. Zbl 1118.93031
Guerra, M.
1
2005
Distribution-like Hamiltonian flows and generalized optimal controls. Zbl 1063.49024
Guerra, M.
2
2004
Singular \(L-Q\) problems and the Dirac-Bergmann theory of constraints. Zbl 1239.70015
Guerra, Manuel
2
2001
Highly singular L-Q problems: Solutions in distribution spaces. Zbl 0956.49019
Guerra, M.
4
2000
Generalized solutions for singular linear-quadratic optimal control problems. Zbl 0962.49021
Guerra, Manuel
1
2000
all top 5

Cited by 98 Authors

7 Guerra, Manuel
6 Cheung, Ka Chun
6 Chi, Yichun
5 Asimit, Alexandru V.
5 Motta, Monica
4 Badescu, Alexandru M.
4 Yam, Sheung Chi Phillip
3 Hu, Xiang
3 Meng, Hui
3 Rampazzo, Franco
3 Zhang, Lianzeng
2 Cani, Arian
2 Centeno, M. L.
2 Chong, Wing Fung
2 Duan, Baige
2 Fernández, Begoña Fernández
2 Lu, Zhiyi
2 Sartori, Caterina
2 Sousa, Rúben
2 Yakubovich, Semyon B.
2 Yuen, Fei Lung
1 Adkins, Roger
1 Albrecher, Hansjörg
1 Aronna, María Soledad
1 Badaoui, Mohamed
1 Balbás, Alejandro
1 Balbás, Beatriz
1 Balbás, Raquel
1 Belzunce, Félix
1 Bonnard, Bernard
1 Brachetta, Matteo
1 Chen, Lv
1 Chittaro, Francesca C.
1 Cipriano, Fernanda
1 Cots, Olivier
1 De Lourdes Centeno, Maria
1 Dimitrova, Dimitrina S.
1 D’Ortona, Nicolino Ettore
1 Fan, Qingquan
1 Golubin, A. Yu.
1 Gridin, V. N.
1 Haberman, Steven
1 Han, Ziqi
1 Hata, Hiroaki
1 Hernández-Hernández, Daniel
1 Hu, Junlei
1 Kaishev, Vladimir K.
1 Kim, Eunseok
1 Liang, Xiaoqing
1 Liang, Zhibin
1 Liu, Leping
1 Mahmudov, Elimhan N.
1 Marcarelli, Gabriella
1 Martins, Nuno F. M.
1 Meda, Ana
1 Mei, Guoping
1 Meng, Lili
1 Meng, Shengwang
1 Mert, Ozenc Murat
1 Nishihara, Michi
1 Palladino, Michele
1 Paxson, Dean
1 Pereira, Diogo
1 Perkowski, Nicolas
1 Saavedra, Patricia
1 Samsonyuk, Ol’ga Nikolaevna
1 Schmidli, Hanspeter
1 Selcuk-Kestel, A. Sevtap
1 Shcherbakova, Nataliya
1 Shen, Qingjie
1 Shen, Yang
1 Shibata, Takashi
1 Siu, Tak Kuen
1 Sordo, Miguel A.
1 Staritsyn, Maksim Vladimirovich
1 Stefani, Gianna
1 Su, Jianxi
1 Suarez-Llorens, Alfonso
1 Sugny, Dominique
1 Tan, Ken Seng
1 Thonhauser, Stefan
1 Tsanakas, Andreas
1 Verdonck, Tim
1 Vinter, Richard B.
1 Wang, Yujin
1 Wen, Limin
1 Yang, Hailiang
1 Yasuda, Kazuhiro
1 Young, Virginia R.
1 Zeng, Yan
1 Zhang, Huadong
1 Zhang, Xin
1 Zhang, Xuepeng
1 Zhang, Yi
1 Zhang, Yiying
1 Zhou, Ming
1 Zhou, Xianhua
1 Zhuang, Sheng Chao

Citations by Year