{"id":127,"date":"2021-02-21T10:32:52","date_gmt":"2021-02-21T10:32:52","guid":{"rendered":"https:\/\/www.ub.edu\/afm\/?page_id=127"},"modified":"2021-02-21T10:40:14","modified_gmt":"2021-02-21T10:40:14","slug":"oriol-roch-caselles","status":"publish","type":"page","link":"https:\/\/www.ub.edu\/afm\/members\/oriol-roch-caselles\/","title":{"rendered":"Oriol Roch Caselles"},"content":{"rendered":"<p><div class=\"fusion-fullwidth fullwidth-box fusion-builder-row-1 nonhundred-percent-fullwidth non-hundred-percent-height-scrolling\"  style='background-color: rgba(255,255,255,0);background-position: center center;background-repeat: no-repeat;padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;'><div class=\"fusion-builder-row fusion-row \"><div  class=\"fusion-layout-column fusion_builder_column fusion_builder_column_1_4 fusion-builder-column-0 fusion-one-fourth fusion-column-first 1_4\"  style='margin-top:0px;margin-bottom:20px;width:25%;width:calc(25% - ( ( 4% ) * 0.25 ) );margin-right: 4%;'><div class=\"fusion-column-wrapper\" style=\"padding: 0px 0px 0px 0px;background-position:left top;background-repeat:no-repeat;-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;\"   data-bg-url=\"\"><span class=\"fusion-imageframe imageframe-none imageframe-1 hover-type-none\"><img decoding=\"async\" loading=\"lazy\" src=\"https:\/\/www.ub.edu\/afm\/wp-content\/uploads\/2021\/02\/oriol-roch.jpg\" width=\"200\" height=\"200\" alt=\"\" title=\"oriol-roch\" class=\"img-responsive wp-image-32\"\/><\/span><div class=\"fusion-clearfix\"><\/div><\/div><\/div><div  class=\"fusion-layout-column fusion_builder_column fusion_builder_column_3_4 fusion-builder-column-1 fusion-three-fourth fusion-column-last 3_4\"  style='margin-top:0px;margin-bottom:20px;width:75%;width:calc(75% - ( ( 4% ) * 0.75 ) );'><div class=\"fusion-column-wrapper\" style=\"padding: 0px 0px 0px 0px;background-position:left top;background-repeat:no-repeat;-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;\"   data-bg-url=\"\"><div class=\"fusion-text\"><\/div><div class=\"fusion-clearfix\"><\/div><\/div><\/div><\/div><\/div><style type=\"text\/css\">.fusion-fullwidth.fusion-builder-row-1 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link) , .fusion-fullwidth.fusion-builder-row-1 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):before, .fusion-fullwidth.fusion-builder-row-1 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):after {color: #03a9f4;}.fusion-fullwidth.fusion-builder-row-1 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):hover, .fusion-fullwidth.fusion-builder-row-1 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):hover:before, .fusion-fullwidth.fusion-builder-row-1 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):hover:after {color: #0083d7;}.fusion-fullwidth.fusion-builder-row-1 .pagination a.inactive:hover, .fusion-fullwidth.fusion-builder-row-1 .fusion-filters .fusion-filter.fusion-active a {border-color: #0083d7;}.fusion-fullwidth.fusion-builder-row-1 .pagination .current {border-color: #0083d7; background-color: #0083d7;}.fusion-fullwidth.fusion-builder-row-1 .fusion-filters .fusion-filter.fusion-active a, .fusion-fullwidth.fusion-builder-row-1 .fusion-date-and-formats .fusion-format-box, .fusion-fullwidth.fusion-builder-row-1 .fusion-popover, .fusion-fullwidth.fusion-builder-row-1 .tooltip-shortcode {color: #0083d7;}#main .fusion-fullwidth.fusion-builder-row-1 .post .blog-shortcode-post-title a:hover {color: #0083d7;}<\/style><div class=\"fusion-fullwidth fullwidth-box fusion-builder-row-2 nonhundred-percent-fullwidth non-hundred-percent-height-scrolling\"  style='background-color: rgba(255,255,255,0);background-position: center center;background-repeat: no-repeat;padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;'><div class=\"fusion-builder-row fusion-row \"><div  class=\"fusion-layout-column fusion_builder_column fusion_builder_column_1_1 fusion-builder-column-2 fusion-one-full fusion-column-first fusion-column-last 1_1\"  style='margin-top:0px;margin-bottom:20px;'><div class=\"fusion-column-wrapper\" style=\"padding: 0px 0px 0px 0px;background-position:left top;background-repeat:no-repeat;-webkit-background-size:cover;-moz-background-size:cover;-o-background-size:cover;background-size:cover;\"   data-bg-url=\"\"><div class=\"fusion-text\"><p><h3>Articles<\/h3>\n<h3 style=''>2019<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles, Teresa  Costa Cor, M. Merc\u00e8  Claramunt Bielsa, Anna  Casta\u00f1er Garriga, Eva  Boj Del Val. <a href=\"https:\/\/estudiosdeeconomia.uchile.cl\/index.php\/EDE\/article\/view\/55275\" target=\"_blank\">Economic indicators for automobile claim frequencies<\/a>. <i>Forthcoming in Estudios de Econom\u00eda<\/i>, 46(2), 245-271. <\/span><br><\/p>\n<h3 style=''>2017<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles, Manuela  Bosch Princep, Isabel  Morillo L\u00f3pez. <a href=\"https:\/\/hpe-rpe.org\/published-articles\/#16-98-wpfd-222-3-2017\" target=\"_blank\">A Revision of the Revaluation Index of Spanish Pensions<\/a>. <i>Hacienda P\u00fablica Espa\u00f1ola \/ Review of Public Economics<\/i>, 222, 109-134. <\/span><br><\/p>\n<h3 style=''>2015<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Working Paper<\/div>\n<p> - Oriol  Roch Caselles, Manuela  Bosch Princep, Isabel  Morillo L\u00f3pez.  <i>UB Economics Working Papers<\/i>, 15(322). <\/span><br><\/p>\n<h3 style=''>2014<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles. <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0167668713001625)\" target=\"_blank\">Consumption, investment and life insurance strategies with heterogeneous discounting<\/a>. <i>Insurance: Mathematics and Evonomics<\/i>, 54, 66-75. <\/span><br><\/p>\n<h3 style=''>2013<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Manuela  Bosch Princep, Isabel  Morillo L\u00f3pez, Oriol  Roch Caselles. <a href=\"https:\/\/www.eeyps.es\/nmeros-issues\/v-2013\/\" target=\"_blank\">Revalorizaci\u00f3n de las pensiones espa\u00f1olas de 2012 y 2013: Una aplicaci\u00f3n impl\u00edcita del factor de sostenibilidad<\/a>. <i>Econom\u00eda Espa\u00f1ola y Protecci\u00f3n social<\/i>, 5, 97-113. <\/span><br><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles. <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S0165176513000840\" target=\"_blank\">Non-constant discounting and consumption, portfolio and life insurance rules<\/a>. <i>Economic Letters<\/i>, 119, 186-190. <\/span><br><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles. <a href=\"https:\/\/www.sciencedirect.com\/science\/article\/pii\/S1544612313000317\" target=\"_blank\">Histogram-based prediction of directional price relatives<\/a>. <i>Finance Research Letters<\/i>, 10(3), 110-115. <\/span><br><span style=''><\/p>\n<div class=\"tart\">Working Paper; <\/div>\n<p> - Jesus  Mar\u00edn-Solano, Oriol  Roch Caselles, J.  Dhaene, Carme  Ribas Mari, Manuela  Bosch Princep. <a href=\"http:\/\/diposit.ub.edu\/dspace\/bitstream\/2445\/34389\/1\/E09-213_Marin-Roch.pdf\" target=\"_blank\">Buy-and-Hold Strategies and Comonotonic Approximations<\/a>. <i>Documents de Treball de la Facultat d\u2019Economia i Empresa. Col\u00b7lecci\u00f3 d\u2019Economia<\/i>, 9(213), 1-26. <\/span><br><\/p>\n<h3 style=''>2010<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Carme  Ribas Mari, J.  Dhaene, Oriol  Roch Caselles, Jesus  Mar\u00edn-Solano, Manuela  Bosch Princep, Steven  Vanduffel. <a href=\"https:\/\/www.researchgate.net\/publication\/23773681_Buy-and-Hold_Strategies_and_Comonotonic_Approximations\" target=\"_blank\">Buy-and-Hold strategies and comonotonic approximations<\/a>. <i>Belgian Actuarial Bulletin<\/i>, 9, 17-28. <\/span><br><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles. <a href=\"https:\/\/doi.org\/10.1002\/asmb.853\" target=\"_blank\">Lower convex order bound approximations for sums of log-skew normal random variables<\/a>. <i>Applied Stochastic Models in Business and Industry<\/i>, 27, 487-502. <\/span><br><\/p>\n<h3 style=''>2009<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Working Paper<\/div>\n<p> - Jesus  Mar\u00edn-Solano, Oriol  Roch Caselles, J.  Dhaene, Carme  Ribas Mari, Manuela  Bosch Princep. <a href=\"http:\/\/diposit.ub.edu\/dspace\/bitstream\/2445\/34389\/1\/E09-213_Marin-Roch.pdf\" target=\"_blank\">Buy-and-Hold Strategies and Comonotonic Approximations.<\/a>. <i>Documents de Treball de la Facultat d\u2019Economia i Empresa. Col\u00b7lecci\u00f3 d\u2019Economia<\/i>, 9(213), 1-26. <\/span><br><\/p>\n<h3 style=''>2006<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Paper<\/div>\n<p> - Oriol  Roch Caselles, Antonio  Alegre Escolano. <a href=\"https:\/\/doi.org\/10.1016\/j.csda.2005.11.007\" target=\"_blank\">Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market<\/a>. <i>Computational Statistics & Data Analysis<\/i>, 51(2), 1312-1329. <\/span><br><\/p>\n<h3>Books<\/h3>\n<h3 style=''>2017<\/h3>\n<p><span style=''><\/p>\n<div class=\"tart\">Book<\/div>\n<p> - Isabel  Morillo L\u00f3pez, Maite  M\u00e1rmol Jim\u00e9nez, Laura  Gonz\u00e1lez-Vila Puchades, Teresa  Costa Cor, M. Merc\u00e8  Claramunt Bielsa, Montserrat  Casanovas Ram\u00f3n, Manuela  Bosch Princep, Eva  Boj Del Val, Carmen  Bad\u00eda, Antonio  Alegre Escolano, Carme  Ribas Mari, Oriol  Roch Caselles, Xavier  Varea Soler.  <i>Teor\u00eda General del Seguro<\/i><\/a>.  Asociaci\u00f3n ICEA.<\/span><br><span style=''><\/p>\n<div class=\"tart\">Book<\/div>\n<p> - Eva  Boj Del Val, M. Merc\u00e8  Claramunt Bielsa, Teresa  Costa Cor, Oriol  Roch Caselles.  <i>Incidencia de variables econ\u00f3micas en la frecuencia siniestral. Seguros de Autom\u00f3viles y Multiriesgo Hogar<\/i><\/a>.  Asociaci\u00f3n ICEA.<\/span><br><\/p>\n<\/div><div class=\"fusion-clearfix\"><\/div><\/div><\/div><\/div><\/div><style type=\"text\/css\">.fusion-fullwidth.fusion-builder-row-2 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link) , .fusion-fullwidth.fusion-builder-row-2 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):before, .fusion-fullwidth.fusion-builder-row-2 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):after {color: #03a9f4;}.fusion-fullwidth.fusion-builder-row-2 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):hover, .fusion-fullwidth.fusion-builder-row-2 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):hover:before, .fusion-fullwidth.fusion-builder-row-2 a:not(.fusion-button):not(.fusion-builder-module-control):not(.fusion-social-network-icon):not(.fb-icon-element):not(.fusion-countdown-link):not(.fusion-rollover-link):not(.fusion-rollover-gallery):not(.fusion-button-bar):not(.add_to_cart_button):not(.show_details_button):not(.product_type_external):not(.fusion-quick-view):not(.fusion-rollover-title-link):not(.fusion-breadcrumb-link):hover:after {color: #0083d7;}.fusion-fullwidth.fusion-builder-row-2 .pagination a.inactive:hover, .fusion-fullwidth.fusion-builder-row-2 .fusion-filters .fusion-filter.fusion-active a {border-color: #0083d7;}.fusion-fullwidth.fusion-builder-row-2 .pagination .current {border-color: #0083d7; background-color: #0083d7;}.fusion-fullwidth.fusion-builder-row-2 .fusion-filters .fusion-filter.fusion-active a, .fusion-fullwidth.fusion-builder-row-2 .fusion-date-and-formats .fusion-format-box, .fusion-fullwidth.fusion-builder-row-2 .fusion-popover, .fusion-fullwidth.fusion-builder-row-2 .tooltip-shortcode {color: #0083d7;}#main .fusion-fullwidth.fusion-builder-row-2 .post .blog-shortcode-post-title a:hover {color: #0083d7;}<\/style><\/p>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":16,"featured_media":0,"parent":21,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"_links":{"self":[{"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/pages\/127"}],"collection":[{"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/comments?post=127"}],"version-history":[{"count":1,"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/pages\/127\/revisions"}],"predecessor-version":[{"id":128,"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/pages\/127\/revisions\/128"}],"up":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/pages\/21"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/afm\/wp-json\/wp\/v2\/media?parent=127"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}