Selected publications
- Roch, O. 2022. Continuous‐time optimal pension indexing in pay‐as‐you‐go systems. Applied Stochastic Models in Business and Industry, 38(3), 458-474.
- de Paz, A., Marín-Solano, J., Navas, J., Roch, O. 2014. Consumption, investment and life insurance strategies with heterogeneous discounting. Insurance Mathematics and Economics, 54, 66 – 75.
- Marín-Solano, J., Navas, J., Roch, O. 2013. Non-constant discounting and consumption, portfolio and life insurance rules. Economics Letters, 119, 186 – 190.
- Roch, O., Valdez, E.A. 2010. Lower convex order bound approximations for sums of log-skew normal random variables. Applied Stochastic Models in Business and Industry, 27(5), 487 – 502.
- Roch, O., Alegre, A. 2006. Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. Computational Statistics & Data Analysis, 51, 1312-1329.
