Anna Castañer

PhD in Economics 2009, Universitat de Barcelona Institutional webpage Personal webpage

Working Papers


Survival probabilities in bivariate risk models, with application to reinsurance

Castañer A, Claramunt M. M, Lefèvre C (2013)

Insurance Mathematics and Economics, 53(3), 632-642

Ruin problems for a discrete time risk model with non-homogeneous conditions

Castañer A, Claramunt M. M, Gathy M, Lefèvre C, Mármol M (2013)

Scandinavian Actuarial Journal, 2013(2), 83-102

Ruin probability and time of ruin with a proportional reinsurance threshold strategy

Castañer A, Claramunt M. M, Mármol M (2012)

Top, 20(3), 614-638

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