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Balbás Aparicio, Beatriz

Economía y Dirección de Empresas / Universidad de Alcalá

Publications

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

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

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

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

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

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

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
Open Access

Omega ratio optimization with actuarial and financial applications

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

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

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

Good deals and benchmarks in robust portfolio selection

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

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

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

Risk transference constraints in optimal reinsurance

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

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

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