| A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes C Hernández, M Junca, H Moreno-Franco Insurance: Mathematics and Economics 79, 57-68, 2018 | 19 | 2018 |
| HJB equations with gradient constraint associated with controlled jump-diffusion processes M Kelbert, HA Moreno-Franco SIAM Journal on Control and Optimization 57 (3), 2185-2213, 2019 | 6 | 2019 |
| On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes D Mata, HA Moreno-Franco, K Noba, JL Pérez Nonlinear Analysis: Hybrid Systems 48, 101332, 2023 | 5 | 2023 |
| Solution to HJB equations with an elliptic integro-differential operator and gradient constraint HA Moreno-Franco Applied Mathematics & Optimization 78, 25-60, 2018 | 4 | 2018 |
| Periodic strategies in optimal execution with multiplicative price impact D Hernández‐Hernández, HA Moreno‐Franco, JL Pérez Mathematical Finance 29 (4), 1039-1065, 2019 | 3 | 2019 |
| Dynamic portfolio strategies under a fully correlated jump-diffusion process M Escobar-Anel, HA Moreno-Franco Annals of Finance 15 (3), 421-453, 2019 | 3 | 2019 |
| Optimality of refraction strategies for a constrained dividend problem M Junca, HA Moreno-Franco, JL Pérez, K Yamazaki Advances in Applied Probability 51 (3), 633-666, 2019 | 3 | 2019 |
| Optimal bail-out dividends problem with transaction cost and capital injection constraint M Junca, H Moreno-Franco, JL Pérez Risks 7 (1), 2019 | 3 | 2019 |
| On a mixed singular/switching control problem with multiple regimes M Kelbert, HA Moreno-Franco Advances in Applied Probability 54 (3), 743-782, 2022 | 1 | 2022 |
| On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs HA Moreno-Franco, JL Pérez arXiv preprint arXiv:2403.16077, 2024 | | 2024 |
| A mixed singular/switching control problem with terminal cost for modulated diffusion processes M Kelbert, HA Moreno-Franco Nonlinear Analysis: Hybrid Systems 51, 101439, 2024 | | 2024 |
| Optimal Risk Policies and Periodic Dividend Strategies for an Insurance Company M Kelbert, HA Moreno-Franco, NP Pogorelov arXiv preprint arXiv:2312.17131, 2023 | | 2023 |
| An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward M Junca, H Moreno-Franco, JL Perez arXiv preprint arXiv:2308.02095, 2023 | | 2023 |
| Optimalidad de la Estrategía de Barrera en el Problema de Dividendos de Finetti para Procesos de Lévy Espectralmente Negativos y Métodos Numéricos HA Moreno Franco CIMAT, 2010 | | 2010 |
Mauricio JuncaAssociate Professor, Department of Mathematics, Universidad de los Andes, ColombiaPotvrđena adresa e-pošte na uniandes.edu.co
