Economía Financiera, Actuarial y Estadística
Departamento
Universidad de Castilla-La Mancha
Ciudad Real, EspañaPublicaciones en colaboración con investigadores/as de Universidad de Castilla-La Mancha (10)
2019
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Inversion of Nonsmooth Maps between Banach Spaces
Set-Valued and Variational Analysis, Vol. 27, Núm. 4, pp. 921-947
2017
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VaR as the CVaR sensitivity: Applications in risk optimization
Journal of Computational and Applied Mathematics, Vol. 309, pp. 175-185
2016
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Good deals and benchmarks in robust portfolio selection
European Journal of Operational Research, Vol. 250, Núm. 2, pp. 666-678
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Outperforming benchmarks with their derivatives: Theory and empirical evidence
Journal of Risk, Vol. 18, Núm. 4, pp. 25-52
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
2013
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Good deals in markets with friction
Quantitative Finance, Vol. 13, Núm. 6, pp. 827-836
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Optimal reinsurance: A risk sharing approach
Risks, Vol. 1, Núm. 2, pp. 45-56
2012
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Conditional tail expectation and premium calculation
ASTIN Bulletin, Vol. 42, Núm. 1, pp. 325-342
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