Riskcenter
The research group on Risk in Insurance and Finance is attached to the Institute of Applied Economics IREA-UB
Articles
SGR 2009-1328
Consolidated research group
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2005
- Abad, P. (2005) “Credit, liquidity and market risk in the term structure of swaps in pesetas” Revista de Economía Financiera, 5, 67-85.
- Abad, P. and Novales, A. (2005) “An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets” Journal of International Financial Markets Institutions & Money, 15, 3, 229-254.
- Albarrán, I., Ayuso, M., Guillén, M. and Monteverde, M. (2005) “A multiple state model for disability using the decomposition of death probabilities and cross-sectional data” Communications in Statistics: Theory and Methods, 24, 9, 2063-2076.
- Alegre, A., Ayuso, M., Guillén, M., Monteverde, M. and Pociello, E. (2005) “Medición de la tasa de prevalencia de la dependencia en España y criterios de valoración de la severidad” Revista Española de Salud Pública, 79, 3, 351-364.
- Álvarez, R, Ayuso, M. and Bécue, M. (2005) “Statistical study of judicial practice” Lecture Notes in Artificial Intelligence, 3369, 25-35.
- Álvarez, R., Ayuso, M., Bécue, M. and Valencia, O. (2005) “What is for you a good judge? The study of the public opinion by means of the opened questions in a questionnaire” International Review of Public and Non Profit Marketing, 2, 1, 9-22.
- Ayuso, M., Guillén, M., Pérez-Torres, J.L. and Albarrán, I (2005) “Los mercados aseguradores del Arco Mediterráneo: cooperación para su desarrollo” Gerencia de Riesgos y Seguros, 22, 90, 41-49.
- Buch-Larsen, T., Guillén, M., Nielsen, J.P. and Bolancé, C. (2005) “Kernel density estimation for heavy-tailed distributions using the Champernowne transformation” Statistics, 39, 6, 503-518.
- Caudill, S., Ayuso, M. and Guillén, M. (2005) “Fraud detection using a multinomial logit model with missing information” Journal of Risk and Insurance, 72, 4, 539-550.
- Chuliá, H., Pardo, A. and Torró, H. (2005) “Contagios de volatilidad y estrategias de negociación entre acciones grandes y pequeñas” Bolsa de Madrid, 144.
- Contreras, A.B., Bolancé, C. and Cuevas, E. (2005) “La eficiencia terminal en las universidades” Expresión Económica. Revista de Análisis, 15, 41-53.
- Gómez-Déniz, E., Bermúdez, Ll. and Morillo, I. (2005) “Computing bonus-malus premiums under partial prior information” British Actuarial Journal, 11, 2, 361-374.
- Gómez-Puig, M. (2005) “Liquidez y tamaño del mercado: diferenciales de rentabilidad a largo plazo tras la UME” Cuadernos de Economía, 77, 28, 159-170.
- Vidiella i Anguera, A. and Guillén, M. (2005) “Forecasting Spanish natural life expectancy” Risk Analysis, 25, 5, 1161-1170.