Balbás Aparicio, Beatriz
Publications
- Articles 20
- Books 0
- Book chapters 1
- Conferences 0
- Working papers 2
- Technical reports 0
- Research projects 0
- Supervised theses 0
- Patent or software license 0
Risk Level Upper Bounds with General Risk Functions
- Alejandro Balbás de la Corte
- Beatriz Balbás
- Antonio José Heras Martínez
Anales del Instituto de Actuarios Españoles (p. 23-46) - 11/2008
Editor: Instituto de Actuarios Españoles
- ISSN 0534-3232
- ISSN/ISBN 0534-3232
Deterministic Regression Model and Visual Basic Code for Optimal Forecasting of Financial Time Series
- Balbás, A.
- Balbás, B.
- Galperin, I.
- Galperin, E.
COMPUTERS & MATHEMATICS WITH APPLICATIONS (p. 2757-2771) - 11/2008
https://doi.org/10.1016/j.camwa.2008.07.032 View at source
- EISSN 1873-7668
- ISSN 0898-1221
- ISSN/ISBN 0898-1221
Optimal Reinsurance with General Risk Measures
- Balbás, A.
- Balbás, B.
- Heras, A.
INSURANCE MATHEMATICS & ECONOMICS (p. 374-384) - 6/2009
https://doi.org/10.1016/j.insmatheco.2008.11.008 View at source
- EISSN 1873-5959
- ISSN 0167-6687
- ISSN/ISBN 0167-6687
CAPM and APT-Like Models with Risk Measures
- Balbás, A.
- Balbás, B.
- Balbás, R.
JOURNAL OF BANKING & FINANCE (p. 1166-1174) - 6/2010
Editor: Department of Mathematics and Statistics, Concordia University
10.1016/j.jbankfin.2009.11.013 View at source
- EISSN 1872-6372
- ISSN 0378-4266
- ISSN/ISBN 0378-4266
Minimizing Measures of Risk by Saddle Point Conditions
- Balbás, A.
- Balbás, B.
- Balbás, R.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (p. 2924-2931) - 9/2010
https://doi.org/10.1016/j.cam.2010.04.002 View at source
- EISSN 1879-1778
- ISSN 0377-0427
- ISSN/ISBN 0377-0427
On the premium of equity-linked insurance contracts
- Beatriz Balbás
- Raquel Balbás Aparicio
Anales del Instituto de Actuarios Españoles (p. 25-42) - 2010
Editor: Instituto de Actuarios Españoles
- ISSN/ISBN 0534-3232
Minimizing vector risk measures
- Balbas, A.
- Balbas, B.
- Balbas, R.
Lecture Notes in Economics and Mathematical Systems (p. 55-69) - 2010
10.1007/978-3-642-10354-4_4 View at source
- ISSN/ISBN 0075-8442
Stable solutions for optimal reinsurance problems involving risk measures
- Balbás, A.
- Balbás, B.
- Heras, A.
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 796-804) - 11/2011
Editor: Elsevier B.V.
https://doi.org/10.1016/j.ejor.2011.05.035 View at source
- EISSN 1872-6860
- ISSN 0377-2217
- ISSN/ISBN 0377-2217
Building good deals with arbitrage-free discrete time pricing models
- Beatriz Balbás
- Raquel Balbás Aparicio
The Spanish Review of Financial Economics (p. 53-61) - 2012
Editor: Elsevier Doyma
10.1016/j.srfe.2012.06.001 View at source
- ISSN/ISBN 2173-1268
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.
Optimal reinsurance under risk and uncertainty
- Balbás, A.
- Balbás, B.
- Balbás, R.
- Heras, A.
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
VaR as the CVaR sensitivity : applications in risk optimization
- Balbás, A.
- Balbás, B.
- Balbás, R.
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
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.
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