Riskcenter
Riskcenter
The research group on Risk in Insurance and Finance is attached to the Institute of Applied Economics IREA-UB		            UB


Articles



Generalitat
SGR 2009-1328
Consolidated research group
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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.