Anna Castañer

PhD in Economics 2009, Universitat de Barcelona

acastaner@ub.eduPersonal webpage

Working Papers

Publications

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