ROCIO SOTOMAYOR Assistant Professor of Risk Management and Insurance (404) 413-7470 >>SEND AN EMAIL

Luz Rocio Sotomayor is an Assistant Professor of Risk Management and Insurance in the Robinson College of Business at Georgia State University.  She specializes in probability theory, stochastic analysis, stochastic processes and stochastic control, and their applications to problems in finance, economics and, especially, risk management and insurance. Her research is forthcoming in Mathematical Finance.

Professor Sotomayor, who is originally from Peru, received a PhD in Mathematical Finance from the University of Alberta, Canada; a Master in Mathematical Methods in Finance from the Instituto Nacional de Matematica Pura e Aplicada (IMPA), Brazil; and a Bachelor in Mathematics from Pontific Catholic University of Peru (PUCP), Peru.

SELECTED PUBLICATIONS:
	Sotomayor, L.R., and A. Cadenillas. “Explicit solutions of consumption-investment problems in financial markets with regime switching.” Mathematical Finance, to appear (2008). Sotomayor, L.R., and A. Cadenillas. “Classical, singular, and impulse stochastic control for the optimal dividend policy when there is regime switching.” Submitted. >>DOWNLOAD PAPER