Edit Profile (opens in new tab) Guerra, Manuel Co-Author Distance Author ID: guerra.manuel Published as: Guerra, Manuel; Guerra, M. External Links: MGP Documents Indexed: 37 Publications since 2000, including 1 Book and 8 Additional arXiv Preprints 2 Contributions as Editor Reviewing Activity: 44 Reviews Co-Authors: 19 Co-Authors with 25 Joint Publications 679 Co-Co-Authors all top 5 Co-Authors 8 single-authored 10 Sousa, Rúben 9 Yakubovich, Semyon B. 6 Nunes, Cláudia 3 Centeno, M. L. 3 do Rosário Grossinho, Maria 2 Gudmundarson, Ragnar Levy 1 Bugalho de Moura, Alexandra 1 Cantarutti, Nicola 1 Cruzeiro, Ana-Bela 1 De Lourdes Centeno, Maria 1 de Moura, A. Bugalho 1 Ehrhardt, Matthias 1 Guerra, João M. E. 1 Janela, João 1 Kort, Peter M. 1 Lai, Choi-Hong 1 Moura, Alexandra B. 1 Ševčovič, Daniel 1 Shiryaev, Al’bert Nikolaevich 1 Vázquez Cendón, Carlos all top 5 Serials 4 Insurance Mathematics & Economics 3 Journal of Dynamical and Control Systems 2 Journal of Mathematical Analysis and Applications 2 International Journal of Computer Mathematics 2 Journal of Mathematical Sciences (New York) 1 Journal of Computational and Applied Mathematics 1 Mathematische Annalen 1 Transactions of the American Mathematical Society 1 Rendiconti del Seminario Matematico 1 Journal of Economic Dynamics & Control 1 Automation and Remote Control 1 Statistical Papers 1 ASTIN Bulletin 1 Lecture Notes in Mathematics 1 European Actuarial Journal 1 Analysis and Mathematical Physics all top 5 Fields 13 Probability theory and stochastic processes (60-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 9 Systems theory; control (93-XX) 7 Partial differential equations (35-XX) 5 Operator theory (47-XX) 4 Abstract harmonic analysis (43-XX) 3 Ordinary differential equations (34-XX) 3 Operations research, mathematical programming (90-XX) 2 General and overarching topics; collections (00-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Numerical analysis (65-XX) 1 Nonassociative rings and algebras (17-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistics (62-XX) 1 Mechanics of particles and systems (70-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 127 times in 91 Documents Cited by ▼ Year ▼ Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria. Zbl 1152.91583 Guerra, Manuel; Centeno, M. L. 39 2008 Optimal reinsurance for variance related premium calculation principles. Zbl 1230.91073 Guerra, Manuel; de Lourdes Centeno, Maria 20 2010 Are quantile risk measures suitable for risk-transfer decisions? Zbl 1262.91093 Guerra, Manuel; Centeno, M. L. 13 2012 Fréchet generalized trajectories and minimizers for variational problems of low coercivity. Zbl 1317.49003 Guerra, Manuel; Sarychev, Andrey 10 2015 On the product formula and convolution associated with the index Whittaker transform. Zbl 1457.44004 Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon 8 2019 The optimal reinsurance strategy – the individual claim case. Zbl 1231.91151 Centeno, M. L.; Guerra, M. 6 2010 Lévy processes with respect to the Whittaker convolution. Zbl 1478.60142 Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon 6 2021 Highly singular L-Q problems: Solutions in distribution spaces. Zbl 0956.49019 Guerra, M. 5 2000 Hysteresis due to irreversible exit: addressing the option to mothball. Zbl 1401.91579 Guerra, Manuel; Kort, Peter; Nunes, Cláudia; Oliveira, Carlos 4 2018 Barrier option pricing under the 2-hypergeometric stochastic volatility model. Zbl 1405.91651 Sousa, Rúben; Cruzeiro, Ana Bela; Guerra, Manuel 4 2018 Exit option for a class of profit functions. Zbl 1395.49022 Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos 3 2017 Distribution-like Hamiltonian flows and generalized optimal controls. Zbl 1063.49024 Guerra, M. 3 2004 Singular \(L-Q\) problems and the Dirac-Bergmann theory of constraints. Zbl 1239.70015 Guerra, Manuel 3 2001 Existence and Lipschitzian regularity for relaxed minimizers. Zbl 1191.49003 Guerra, Manuel; Sarychev, Andrey 3 2008 Measuring singularity of generalized minimizers for control-affine problems. Zbl 1203.49016 Guerra, Manuel; Sarychev, Andrey 2 2009 Approximation of generalized minimizers and regularization of optimal control problems. Zbl 1149.49033 Guerra, Manuel; Sarychev, Andrey 2 2007 Generalized solutions for singular linear-quadratic optimal control problems. Zbl 0962.49021 Guerra, Manuel 1 2000 Indifference pricing in a market with transaction costs and jumps. Zbl 1420.91451 Cantarutti, Nicola; Guerra, João; Guerra, Manuel; do Rosário Grossinho, Maria 1 2017 Stochastic dynamic programming and control of Markov processes. Zbl 1420.93038 Guerra, Manuel 1 2017 Discontinuous Hamiltonian flows for nonlinear control system. Zbl 1118.93031 Guerra, M. 1 2005 Generalized solutions for singular optimal control problems. Zbl 1206.49034 Guerra, M. 1 2009 A unified construction of product formulas and convolutions for Sturm-Liouville operators. Zbl 1478.34029 Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon 1 2021 Lévy processes with respect to the Whittaker convolution. Zbl 1478.60142 Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon 6 2021 A unified construction of product formulas and convolutions for Sturm-Liouville operators. Zbl 1478.34029 Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon 1 2021 On the product formula and convolution associated with the index Whittaker transform. Zbl 1457.44004 Sousa, Rúben; Guerra, Manuel; Yakubovich, Semyon 8 2019 Hysteresis due to irreversible exit: addressing the option to mothball. Zbl 1401.91579 Guerra, Manuel; Kort, Peter; Nunes, Cláudia; Oliveira, Carlos 4 2018 Barrier option pricing under the 2-hypergeometric stochastic volatility model. Zbl 1405.91651 Sousa, Rúben; Cruzeiro, Ana Bela; Guerra, Manuel 4 2018 Exit option for a class of profit functions. Zbl 1395.49022 Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos 3 2017 Indifference pricing in a market with transaction costs and jumps. Zbl 1420.91451 Cantarutti, Nicola; Guerra, João; Guerra, Manuel; do Rosário Grossinho, Maria 1 2017 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 10 2015 Are quantile risk measures suitable for risk-transfer decisions? Zbl 1262.91093 Guerra, Manuel; Centeno, M. L. 13 2012 Optimal reinsurance for variance related premium calculation principles. Zbl 1230.91073 Guerra, Manuel; de Lourdes Centeno, Maria 20 2010 The optimal reinsurance strategy – the individual claim case. Zbl 1231.91151 Centeno, M. L.; Guerra, M. 6 2010 Measuring singularity of generalized minimizers for control-affine problems. Zbl 1203.49016 Guerra, Manuel; Sarychev, Andrey 2 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. 39 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. 3 2004 Singular \(L-Q\) problems and the Dirac-Bergmann theory of constraints. Zbl 1239.70015 Guerra, Manuel 3 2001 Highly singular L-Q problems: Solutions in distribution spaces. Zbl 0956.49019 Guerra, M. 5 2000 Generalized solutions for singular linear-quadratic optimal control problems. Zbl 0962.49021 Guerra, Manuel 1 2000 all cited Publications top 5 cited Publications all top 5 Cited by 137 Authors 10 Guerra, Manuel 8 Motta, Monica 6 Cheung, Ka Chun 6 Chi, Yichun 5 Asimit, Alexandru V. 5 Rampazzo, Franco 4 Badescu, Alexandru M. 4 Nunes, Cláudia 4 Yam, Sheung Chi Phillip 3 Centeno, M. L. 3 Hu, Xiang 3 Meng, Hui 3 Sartori, Caterina 3 Sousa, Rúben 3 Yakubovich, Semyon B. 3 Zhang, Lianzeng 2 Albrecher, Hansjörg 2 Aledawish, Saliha 2 Aronna, María Soledad 2 Cani, Arian 2 Chong, Wing Fung 2 de Moura, A. Bugalho 2 Duan, Baige 2 Fernández, Begoña Fernández 2 Golubin, A. Yu. 2 Gridin, V. N. 2 Hata, Hiroaki 2 Lu, Zhiyi 2 Maan, Jeetendrasingh 2 Mert, Ozenc Murat 2 Palladino, Michele 2 Prasad, Akhilesh 2 Selcuk-Kestel, A. Sevtap 2 Soltani, Fethi 2 Yuen, Fei Lung 1 Adkins, Roger 1 Badaoui, Mohamed 1 Bakhshmohammadlou, Minoo 1 Balbás, Alejandro 1 Balbás, Beatriz 1 Balbás, Raquel 1 Belzunce, Félix 1 Bølviken, Erik 1 Bonnard, Bernard 1 Boonen, Tim J. 1 Brachetta, Matteo 1 Cantarutti, Nicola 1 Chen, Lv 1 Chen, Yanhong 1 Chittaro, Francesca C. 1 Cipriano, Fernanda 1 Clemente, Gian Paolo 1 Cots, Olivier 1 De Lourdes Centeno, Maria 1 Dimitrova, Dimitrina S. 1 do Rosário Grossinho, Maria 1 D’Ortona, Nicolino Ettore 1 Eide, Joseph D. 1 Fan, Qingquan 1 Farnoosh, Rahman 1 Guerra, João M. E. 1 Haberman, Steven 1 Hager, William W. 1 Hagspiel, Verena 1 Han, Ziqi 1 Hernández-Hernández, Daniel 1 Hu, Junlei 1 Hu, Yijun 1 Jasiulis-Gołdyn, Barbara Helena 1 Jiang, Wenjun 1 Kaishev, Vladimir K. 1 Kim, Eunseok 1 Kim, Jongkuk 1 Kim, Kyong-Hui 1 Kravchenko, Igor V. 1 Krvavych, Yuriy 1 Liang, Xiaoqing 1 Liang, Zhibin 1 Liu, Leping 1 Mahmudov, Elimhan Nadir 1 Marcarelli, Gabriella 1 Martins, Nuno F. M. 1 Meda, Ana 1 Mei, Guoping 1 Meng, Lili 1 Meng, Shengwang 1 Misiewicz, Jolanta K. 1 Nishihara, Michi 1 Omey, Edward 1 Paxson, Dean 1 Pereira, Diogo 1 Perkowski, Nicolas 1 Pimentel, Rita 1 Portela, Manuel 1 Rao, Anil V. 1 Saavedra, Patricia 1 Samsonyuk, Ol’ga Nikolaevna 1 Schmidli, Hanspeter 1 Shcherbakova, Nataliya 1 Shen, Qingjie ...and 37 more Authors all top 5 Cited in 44 Serials 24 Insurance Mathematics & Economics 6 Scandinavian Actuarial Journal 4 European Journal of Operational Research 3 Communications in Statistics. Theory and Methods 3 Journal of Mathematical Sciences (New York) 3 Journal of Dynamical and Control Systems 2 Journal of Computational and Applied Mathematics 2 SIAM Journal on Control and Optimization 2 Journal of Economic Dynamics & Control 2 Automation and Remote Control 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Mathematical Methods of Operations Research 2 ASTIN Bulletin 2 North American Actuarial Journal 2 European Actuarial Journal 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Journal of Differential Equations 1 Journal of Optimization Theory and Applications 1 Mathematische Annalen 1 Results in Mathematics 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 Statistical Papers 1 NoDEA. Nonlinear Differential Equations and Applications 1 Integral Transforms and Special Functions 1 Discrete and Continuous Dynamical Systems 1 Mathematical Problems in Engineering 1 Mathematical Communications 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Hacettepe Journal of Mathematics and Statistics 1 REVSTAT 1 Mathematics and Financial Economics 1 Discrete and Continuous Dynamical Systems. Series S 1 SIAM Journal on Financial Mathematics 1 Set-Valued and Variational Analysis 1 Journal of Pseudo-Differential Operators and Applications 1 Analysis and Mathematical Physics 1 Numerical Algebra, Control and Optimization 1 Mathematical Control and Related Fields 1 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 1 Mathematical Sciences all top 5 Cited in 20 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Statistics (62-XX) 21 Systems theory; control (93-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 20 Probability theory and stochastic processes (60-XX) 5 Integral transforms, operational calculus (44-XX) 4 Operator theory (47-XX) 4 Operations research, mathematical programming (90-XX) 3 Special functions (33-XX) 3 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Numerical analysis (65-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year