Publicaciones en colaboración con investigadores/as de Universidad de Castilla-La Mancha (10)

2019

  1. Inversion of Nonsmooth Maps between Banach Spaces

    Set-Valued and Variational Analysis, Vol. 27, Núm. 4, pp. 921-947

2017

  1. VaR as the CVaR sensitivity: Applications in risk optimization

    Journal of Computational and Applied Mathematics, Vol. 309, pp. 175-185

2016

  1. Good deals and benchmarks in robust portfolio selection

    European Journal of Operational Research, Vol. 250, Núm. 2, pp. 666-678

  2. Outperforming benchmarks with their derivatives: Theory and empirical evidence

    Journal of Risk, Vol. 18, Núm. 4, pp. 25-52

2015

  1. Optimal reinsurance under risk and uncertainty

    Insurance: Mathematics and Economics, Vol. 60, pp. 61-74

  2. The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies

    Multiple Criteria Decision Making (Springer Science and Business Media Deutschland GmbH), pp. 159-169

2013

  1. Good deals in markets with friction

    Quantitative Finance, Vol. 13, Núm. 6, pp. 827-836

  2. Optimal reinsurance: A risk sharing approach

    Risks, Vol. 1, Núm. 2, pp. 45-56

2012

  1. Conditional tail expectation and premium calculation

    ASTIN Bulletin, Vol. 42, Núm. 1, pp. 325-342

2011

  1. Stable solutions for optimal reinsurance problems involving risk measures

    European Journal of Operational Research, Vol. 214, Núm. 3, pp. 796-804