Universidad Adolfo Ibañez


- Tomás Gutierrez; Davi Valladão; Arturo Cifuentes

Insurance: Mathematics and Economics Volume 86, May 2019, Pages 134-144

- Lorenzo Reus; Margaret Armstrong

Resources Policy Volume 63, October 2019, 101404

- Gianpiero Canessa; Julian A. Gallego; Lewis Ntaimo

Comput Optim Appl 72, 589–608 (2019)

Chance-constrained problems and rare events: an importance sampling approach, Mathematical Programming, 157, 153-189


The optimal harvesting problem under price uncertainty: The risk averse case, Annals of Operations Research, , 1-24


The stochastic Mitra-Wan forestry model: risk neutral and risk averse cases., Journal of Economics, 115,

Risk aversion in multistage stochastic programming: A modeling and algorithmic perspective, European Journal of Operational Research, 249, 188-199

Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions., Finance Research Letters, 11,

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