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
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
Actuarial pricing with financial methods
- Balbás, A.
- Balbás, B.
- Balbás, R.
- Heras, A.
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
Optimal Reinsurance: A Risk Sharing Approach
- Balbas, A.
- Balbas, B.
- Balbas, R.
Risks (p. 45-56) - 8/2013
Editor: MDPI
https://doi.org/10.3390/risks1020045 View at source
- ISSN 2227-9091
- ISSN/ISBN 2227-9091
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
Golden options in financial mathematics
- Balbás, A.
- Balbás, B.
- Balbás, R.
Mathematics and Financial Economics (p. 637-659) - 3/2019
Editor: Springer Verlag
10.1007/s11579-019-00240-2 View at source
- ISSN 1862-9679
- ISSN/ISBN 1862-9660
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
Outperforming benchmarks with their derivatives: theory and empirical evidence
- Balbás, A.
- Balbás, B.
- Balbás, R.
Journal of Risk (p. 25-52) - 4/2016
Editor: Incisive Media Ltd.
10.21314/j0r.2016.328 View at source
- ISSN 1755-2842
- ISSN/ISBN 1755-2842
Differential equations connecting VaR and CVaR
- Balbás, A.
- Balbás, B.
- Balbás, R.
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
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
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
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.
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
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
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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