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
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
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
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
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
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
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
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
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
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
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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