Riskcenter

Universitat de Barcelona
Bàner
                UB Edifici Històric


  • Mission
  • Faculty
    • Members
    • Affiliates
  • Research
    • Projects
    • Articles
    • Books & Chapters
    • Contributed Papers
    • Working Papers
    • PhD Theses
  • Programs of Study
    • Master Degrees
    • PhD Programs
    • CPD
  • Events

Home

  • Forthcoming
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001



    Generalitat
    SGR 2014-1016
    Consolidated research group

2004

Abad, P. (2004) “Transmisión de la volatilidad a lo largo de la estructura temporal de swaps: evidencia internacional” Revista Española de Financiación y Contabilidad, 123, 873-898.

Abad, P. (2004) “Un contraste alternativo de la hipótesis de las expectativas en swaps de tipos de interés” Revista de Economía Financiera, 2, 28-64.

Abad, P. and Novales, A. (2004) “Volatility transmission across the term structure of swap markets: international evidence” Applied Financial Economics, 14, 1045-1058.

Alegre, A., Ayuso, M., Guillén, M., Monteverde, M. and Pociello, E. (2004) “Avance de la tasa de prevalencia de la dependencia en España y criterios de valoración de la severidad” Actuarios, 22, 27-29.

Benjamins, R., Contreras, J., Casanovas, P., Ayuso, M., Becue, M., Lemus, L. and Urios, C. (2004) “Ontologies of professional legal knowledge as the basis for intelligent IT support for judges” Artificial Intelligence and Law, 12(4), 359 - 378.

De Gooijer, J.G. and Vidiella i Anguera, A. (2004) “Forecasting threshold cointegrated systems” International Journal of Forecasting, 20, 237-253.

Fledelius, P., Guillén, M., Nielsen, J.P. and Petersen, K.S. (2004) “A comparative study of parametric and non-parametric estimators of old-age mortality in Sweden” Journal of Actuarial Practice, 11, 101-126.

Fledelius, P., Guillén, M., Nielsen, J.P. and Vogelius, M. (2004) “Two-dimensional hazard estimation for longevity analysis” Scandinavian Actuarial Journal, 2, 133-156.

Purcaru, O., Guillén, M., and Denuit, M. (2004) “Linear credibility models based on time series for claim counts” Belgian Actuarial Bulletin, 4, 62-74.

Viaene S., Van Gheel, D., Ayuso, M. and Guillén, M. (2004) “Cost sensitive design of claim fraud screens” Lecture Notes in Artificial Intelligence, 3275, 78-87.



excel HUBc BKC
  • Universitat de Barcelona

  • mail
  • +34 934 037 240
  • Last Updated: 12-19-2014