Browsing by Author Belles Sampera, Jaume
Showing results 4 to 16 of 16
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2018 | Distortion risk measures for nonnegative multivariate risks | Belles Sampera, Jaume; Guillén, Montserrat; Sarabia Alegría, José María; Prieto, Faustino |
| 2017 | Estructura de dependencia entre el riesgo de longevidad y de mortalidad y su impacto en el capital requerido de solvencia (SCR) | Belles Sampera, Jaume; Santolino, Miguel; Rubio-Pallarés, Antonio |
| 1-Nov-2023 | Explainable AI for paid-up risk management in life insurance products | Bermúdez, Lluís; Anaya, David; Belles Sampera, Jaume |
| Sep-2014 | GlueVaR risk measures in capital allocation applications | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 12-Sep-2023 | Haircut Capital Allocation as Solution of a Quadratic Optimization Problem | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2013 | Indicators for the characterization of discrete Choquet integrals | Belles Sampera, Jaume; Guillén, Montserrat; Merigó Lindahl, José M.; Santolino, Miguel |
| 30-Jul-2015 | Quantitative risk assessment, aggregation functions and capital allocation problems | Belles Sampera, Jaume |
| Mar-2013 | The connection between distortion risk measures and ordered weighted averaging operators | Belles Sampera, Jaume; Merigó Lindahl, José M.; Guillén, Montserrat; Santolino, Miguel |
| 2012 | The connection between distortion risk measures and ordered weighted averaging operators [WP] | Belles Sampera, Jaume; Merigó Lindahl, José M.; Guillén, Montserrat; Santolino, Miguel |
| Apr-2016 | The use of fexible quantile-based measures in risk assessment | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2013 | The use of flexible quantile-based measures in risk assessment [WP] | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| May-2016 | What attitudes to risk underlie distortion risk measure choices? | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2015 | What attitudes to risk underlie distortion risk measure choices? [WP] | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |