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Balbás Aparicio, Beatriz

Economía y Dirección de Empresas / Universidad de Alcalá

Publications

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
Open Access

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

Conditional tail expectation and premium calculation

  • Heras, A.
  • Balbás, B.
  • Vilar, J.L.

ASTIN Bulletin (p. 325-342) - 2012

10.2143/ast.42.1.2160745 View at source

  • ISSN/ISBN 0515-0361

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

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
Open Access

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.

Last data update: 9/21/23 2:12 PM