Jaume Belles-Sampera, PhD in Business, defended his thesis on quantitative risk assessment, aggregation functions and capital allocation problems. External members of the jury were Prof. Jose Maria Sarabia (Univ. Cantabria), Prof. Jan Dhaene (Univ. Leuven, KUL) and Prof. Andreas Tsanakas (City University London). He proposed ways to identify attitudes in new risk measures.
Implementations in R of GlueVaR risk measues can be found here.