ANTONIO JOSÉ
HERAS MARTÍNEZ
Catedrático de universidad
ALEJANDRO
BALBÁS DE LA CORTE
Investigador hasta 2008
Publicaciones en las que colabora con ALEJANDRO BALBÁS DE LA CORTE (10)
2023
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Actuarial pricing with financial methods
Scandinavian Actuarial Journal, Vol. 2023, Núm. 5, pp. 450-476
2022
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Risk transference constraints in optimal reinsurance
Insurance: Mathematics and Economics, Vol. 103, pp. 27-40
2015
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Optimal reinsurance under risk and uncertainty
Insurance: Mathematics and Economics, Vol. 60, pp. 61-74
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The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies
Multiple Criteria Decision Making (Springer Science and Business Media Deutschland GmbH), pp. 159-169
2011
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Stable solutions for optimal reinsurance problems involving risk measures
European Journal of Operational Research, Vol. 214, Núm. 3, pp. 796-804
2009
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Optimal reinsurance with general risk measures
Insurance: Mathematics and Economics, Vol. 44, Núm. 3, pp. 374-384
2008
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Risk level upper bounds with general risk functions
Anales del Instituto de Actuarios Españoles, Núm. 14, pp. 23-46
1999
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Duality theory and slackness conditions in multiobjective linear programming
Computers and Mathematics with Applications, Vol. 37, Núm. 4-5, pp. 101-109
1993
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Duality theory for infinite-dimensional multiobjective linear programming
European Journal of Operational Research, Vol. 68, Núm. 3, pp. 379-388
1991
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Puntos óptimos y puntos de silla en los juegos bipersonales de suma cero con varios objetivos
Anuario jurídico y económico escurialense, Núm. 23, pp. 231-246