Showing results 90 to 109 of 149
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| Issue Date | Title | Author(s) |
| 2005 | On the probability of reaching a barrier in an Erlang(2) risk process. | Claramunt Bielsa, M. Mercè; Mármol, Maite; Lacayo, Ramón |
| 11-Oct-2010 | Operaciones financieras de financiación, inversión y cobertura de riesgos | Sancho Insa, Trinidad |
| Jul-2019 | Partially Schur-constant models | Castañer, Anna; Claramunt Bielsa, M. Mercè; Lefèvre, Claude; Loisel, Stéphane |
| Jun-2019 | Politics, risk, and white elephants in infrastructure PPPs | Albalate, Daniel, 1980-; Bel i Queralt, Germà, 1963-; Gragera Lladó, Albert |
| Jun-2019 | Predicting Motor Insurance Claims Using Telematics Data XGBoost versus Logistic Regression | Pesantez-Narvaez, Jessica; Guillén, Montserrat; Alcañiz, Manuela |
| 2016 | Product Quality and International Price Dynamics | Arespa Castelló, Marta; Gruber, Diego |
| 2017 | Provisions for claims outstanding, incurred but not reported, with generalized linear models: prediction error formulated according to calendar year | Boj del Val, Eva; Costa Cor, Teresa |
| Oct-2019 | Quantifying credit portfolio losses under multi-factor models | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
| Feb-2021 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
| 2024 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
| 2024 | Quantifying sovereign risk in the euro area | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
| 30-Jul-2015 | Quantitative risk assessment, aggregation functions and capital allocation problems | Belles Sampera, Jaume |
| 31-Mar-2021 | Regime Switching in High-Tech ETFs: Idiosyncratic Volatility and Return | Arenas, Laura; Gil Lafuente, Anna Maria |
| 2021 | Rethinking Asset Pricing with Quantile Factor Models | Uribe Gil, Jorge Mario; Guillén, Montserrat; Vidal-Llana, Xenxo |
| 2020 | Retos para el análisis y la estimación de la distribución de probabilidad en Big-data | Bolancé Losilla, Catalina |
| 2019 | El riesgo de mercado en Solvencia II y su optimización | Hernández Chico, Sergio |
| Mar-2017 | Risk aggregation in Solvency II through recursive log-normals | Bolviken, Erik; Guillén, Montserrat |
| Jun-2018 | Risk attitudes and economic security to constitutional change: Catalan & Scottish cases | Poirier, David |
| 2019 | Risk quantification of an option portfolio through the introduction of the fuzzy Black-Scholes formula | Andreu i Cuscó, Pol |
| 2018 | Risk Synchronization in International Stock Markets | Chuliá Soler, Helena; Pinchao, Andrés D.; Uribe Gil, Jorge Mario |
