Showing results 1 to 20 of 78
next >
| Issue Date | Title | Author(s) |
| Jan-2013 | A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation | Bermúdez, Lluís; Ferri Vidal, Antoni; Guillén, Montserrat |
| 2011 | A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation [WP] | Bermúdez, Lluís; Ferri Vidal, Antoni; Guillén, Montserrat |
| 1-Dec-2020 | Advanced analytics pricing for the calculation of post-covid19 scenarios in automobile insurance | Vidal-Llana, Xenxo; Guillén, Montserrat |
| 1-Jul-2019 | Agent-based models for assessing the risk of default propagation in interconnected sectorial financial networks | Van Amerongen, Philippe; Mir Mora, Ramon; Sánchez de la Blanca Contreras, Sergi |
| Dec-2019 | Aggregation of dependent risks with heavy-tail distributions | Guillén, Montserrat; Sarabia Alegría, José María; Prieto, Faustino; Jordá, Vanesa |
| 24-Jan-2021 | Análisis de diferentes medidas de riesgo y apliación al EUROSTOX50 | Pablo Brito, Berta de |
| 9-Oct-2015 | AVALRISK | Gómez Catalán, Jesús; Llobet Mallafré, Joan M. (Joan Maria) |
| Oct-2015 | Bank risk behavior and connectedness in EMU countries | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
| 2015 | Bank risk behavior and connectedness in EMU countries [WP] | Singh, Manish Kumar; Gómez-Puig, Marta; Sosvilla Rivero, Simón |
| 15-Mar-2002 | Calibration and application of the MN2D dynamics model to the avalanches of Las Leñas (Argentina) | Furdada i Bellavista, Glòria; Martínez, H.; Naaim, M. |
| Jun-2014 | Cartografía del riesgo de deslizamientos y desprendimientos en un sector del Valle de Benasque (Pirineo Aragonés) | Torres Batlló, Juan |
| 2016 | Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk | Alemany Leira, Ramon; Bolancé Losilla, Catalina; Guillén, Montserrat; Padilla Barreto, Alemar Elaine |
| 18-Jan-2020 | Comparació de mesures de risc | Luis Herrero, Anabel |
| 2024 | Credit risk measures and the estimation error in the ASRF model under the Basel II IRB approach | Ventura Horán, Aiberson |
| 2021 | Criterios de selección de modelo en cálculo de provisiones no vida | Novella Weiss, Emma |
| 17-Nov-2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility | Vidal-Llana, Xenxo; Guillén, Montserrat |
| 2022 | Detección de la explotación sexual en la infancia y la adolescencia mediante la evaluación de indicadores de riesgo en España | Benavente, Beatriz; Ballester Brage, Lluís; Pich i Solé, Jordi; Pereda Beltran, Noemí |
| 22-Dec-2022 | Differences in the Association between Risk of Anterior Cruciate Ligament Rupture and COL5A1 Polymorphisms in Elite Footballers | Rodas Font, Gil; Cáceres, Alejandro; Ferrer, Eva; Balagué-Dobón, Laura; Osaba, Lourdes; Lucia, Alejandro; González, J.R. |
| 2018 | Distortion risk measures for nonnegative multivariate risks | Belles Sampera, Jaume; Guillén, Montserrat; Sarabia Alegría, José María; Prieto, Faustino |
| Jul-2021 | Driving Risk Assessment using Near-miss Events based on Panel Poisson Regression and Panel Negative Binomial Regression | Sun, Shuai; Bi, Jun; Guillén, Montserrat; Pérez Marín, Ana María |
