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Issue Date	Title	Author(s)
2019	Una propuesta alternativa a la agregación de riesgos en Solvencia II	Pons Cardell, M. Àngels; Sarrasí Vizcarra, Francisco Javier
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
Jan-2019	Impact of Basel III Countercyclical Measures on Financial Stability: An Agent-Based Model	Llacay Pintat, Bàrbara; Peffer, Gilbert
10-Mar-2021	The entrepreneurial social discount rate: risk premium and loss aversion in new ventures	Ceballos Hornero, David; Mongrut Montalván, Samuel
2019	Equilibrium distributions and discrete Schur-constant models	Castañer, Anna; Claramunt Bielsa, M. Mercè
2007	Aplicaciones de la transformada de Laplace a la teoria del riesgo	Mármol, Maite; Claramunt Bielsa, M. Mercè; Castañer, Anna
2023	CVA with wrong-way risk and correlation between defaults: An application to an interest rate swap	Galisteo, Merche; Morillo, Isabel; Preixens, Teresa
2005	On the probability of reaching a barrier in an Erlang(2) risk process.	Claramunt Bielsa, M. Mercè; Mármol, Maite; Lacayo, Ramón
Sep-2017	Impact of value-at-risk models on market stability	Llacay Pintat, Bàrbara; Peffer, Gilbert
2011	Sensibilidad a las correlaciones entre líneas de negocio del SCR del módulo de suscripción no vida basado en la fórmula estándar	Ferri Vidal, Antoni; Bermúdez, Lluís; Alcañiz, Manuela