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Balbás Aparicio, Beatriz

Economía y Dirección de Empresas / Universidad de Alcalá

Publications

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Actuarial pricing with financial methods

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel
  • Heras, Antonio

Scandinavian Actuarial Journal - 9/2022

Editor: Taylor and Francis Ltd.

10.1080/03461238.2022.2111529 View at source

  • EISSN 1651-2030
  • ISSN 0346-1238
  • ISSN/ISBN 1651-2030

Pareto efficient buy and hold investment strategies under order book linked constraints

  • Balbas De La Corte, Alejandro
  • Balbas, Beatriz
  • Balbas Aparicio, Raquel

ANNALS OF OPERATIONS RESEARCH (p. 945-965) - 4/2022

Editor: Springer

https://doi.org/10.1007/s10479-021-03942-3 View at source

  • EISSN 1572-9338
  • ISSN 0254-5330
  • ISSN/ISBN 1572-9338

Risk transference constraints in optimal reinsurance

  • Balbas De La Corte, Alejandro
  • Balbas, Beatriz
  • Balbas Aparicio, Raquel
  • Heras Martinez, Antonio Jose

Insurance: Mathematics and Economics (p. 27-40) - 3/2022

Editor: Elsevier B.V.

https://doi.org/10.1016/j.insmatheco.2021.12.004 View at source

  • EISSN 1873-5959
  • ISSN 0167-6687
  • ISSN/ISBN 0167-6687
Open Access

Omega ratio optimization with actuarial and financial applications

  • Balbas De La Corte, Alejandro
  • Balbas, Beatriz
  • Balbas Aparicio, Raquel

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 376-387) - 7/2021

Editor: Elsevier B.V.

10.1016/j.ejor.2020.10.023 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217
  • ISSN/ISBN 0377-2217
Open Access

Golden options in financial mathematics

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

Mathematics and Financial Economics (p. 637-659) - 3/2019

Editor: Springer Verlag

10.1007/s11579-019-00240-2 View at source

  • EISSN 1862-9660
  • ISSN 1862-9679
  • ISSN/ISBN 1862-9660
Open Access

Differential equations connecting VaR and CVaR

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (p. 247-267) - 12/2017

Editor: Elsevier B.V.

https://doi.org/10.1016/j.cam.2017.05.037 View at source

  • EISSN 1879-1778
  • ISSN 0377-0427
  • ISSN/ISBN 0377-0427

Good deals and benchmarks in robust portfolio selection

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 666-678) - 4/2016

Editor: Elsevier

https://doi.org/10.1016/j.ejor.2015.09.023 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217
  • ISSN/ISBN 0377-2217

Outperforming benchmarks with their derivatives: theory and empirical evidence

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

Journal of Risk (p. 25-52) - 4/2016

Editor: Incisive Media Ltd.

10.21314/j0r.2016.328 View at source

  • EISSN 1755-2842
  • ISSN 1465-1211
  • ISSN/ISBN 1755-2842

Good deals in markets with friction

  • Balbás, A.
  • Balbás, B.
  • Balbás, R.

Quantitative Finance (p. 827-836) - 2013

10.1080/14697688.2013.780132 View at source

  • ISSN/ISBN 1469-7688

Optimal Reinsurance: A Risk Sharing Approach

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

Risks (p. 45-56) - 8/2013

Editor: MDPI

https://doi.org/10.3390/risks1020045 View at source

  • ISSN 2227-9091
  • ISSN/ISBN 2227-9091

This researcher has no books.

The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies

  • Heras, A.
  • Balbás, A.
  • Balbás, B.
  • Balbás, R.

Multiple Criteria Decision Making (p. 159-169) - 2015

Editor: Springer Science and Business Media Deutschland GmbH

10.1007/978-3-319-21158-9_7 View at source

  • ISSN/ISBN 2366-0031

This researcher has no conferences.

Open Access

VaR as the CVaR sensitivity : applications in risk optimization

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (p. 175-185) - 1/2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

10.1016/j.cam.2016.06.036 View at source

  • EISSN 1879-1778
  • ISSN 0377-0427
  • ISSN/ISBN 0377-0427
Open Access

Optimal reinsurance under risk and uncertainty

  • Balbas De La Corte, Alejandro
  • Balbas Aparicio, Beatriz
  • Balbas Aparicio, Raquel
  • Heras, Antonio

INSURANCE MATHEMATICS & ECONOMICS (p. 61-74) - 1/2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.insmatheco.2014.11.001 View at source

  • EISSN 1873-5959
  • ISSN 0167-6687
  • ISSN/ISBN 0167-6687

This researcher has no technical reports.

This researcher has no research projects.

This researcher has no supervised thesis.

This researcher has no patents or software licenses.

Last data update: 8/24/24 8:13 AM