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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2008
  • Abad, P. and Robles, M.D. (2008) “A two-factor model for valuation of interest rate swaps: sase study of pre-EMU swaps in pesetas” The Business Review, 11, 1, 240-246.
  • Ayuso, M. and Albarrán, I. (2008) “The mediterranean zone: insurance markets’ current status and prospects for the future” Pravartak – The Journal of Insurance and Risk Management, 3, 4, 80-92.
  • Ayuso, M. and Guillén, M. (2008) “Fraud in insurance” Encyclopedia of Quantitative Risk Assessment and Analysis, Melnick, E. and Everett, B. (Eds.) John Wiley & Sons Ltd., Chichester, UK, 723-727.
  • Ayuso, M. and Santolino, M. (2008) “Prediction of individual automobile reported but not settled claim reserves for bodily injuries in the context of solvency II” Journal of Quantitative Methods for Economics and Business Administration, 6, 23-41.
  • Bermúdez, Ll., Blay, D. and Guillén, M. (2008) “Análisis de la aparición de discapacidades en personas mayores de Cataluña” Revista de Métodos Cuantitativos para la Economía y la Empresa, 5, 3-16.
  • Bermúdez, Ll., Bolancé, C., Guillén, M. and Mustafa, K. (2008) “Tipologías sociodemográficas de individuos con dependencia en España y su supervivencia en estado de salud” Revista Española de Geriatría y Gerontología, 43,1, 19-31.
  • Bermúdez, Ll. and Guillén, M. (2008) “Algunas implicaciones sociales y económicas de la longevidad y la dependencia” Zerbitzuan, 44, 1-10.
  • Bermúdez, Ll. and Guillén, M. (2008) “La despesa social davant l'evolució demogràfica de l’envelliment; el paper de les polítiques públiques” Quaderns d’Acció Social i Ciutadania, 4, 1-10.
  • Bermúdez, Ll., Pérez, J.M., Ayuso, M., Gómez, E. and Vázquez, F.J. (2008) “A bayesian dichotomous model with asymmetric link for fraud in insurance” Insurance: Mathematics and Economics, 42, 2, 779-886.
  • Bermúdez, Ll. and Santolino, M. (2008) “Metodología para el cálculo de la provisión por siniestros de daños corporales pendientes de liquidación y pago” Revista Española de Seguros, 135, 313-329.
  • Bolancé, C. Guillén, M. and Nielsen, J.P. (2008) “Inverse Beta transformation in kernel density estimation” Statistics & Probability Letters, 78, 1757-1764.
  • Bolancé, C., Guillén, M., Pelican, E. and Vernic, R. (2008) “Skewed bivariate models and nonparametric estimation for the CTE risk measure” Insurance: Mathematics and Economics, 43, 3, 386-393.
  • Bolancé, C., Guillén, M. and Pinquet, J. (2008) “On the link between credibility and frequency premium” Insurance: Mathematics and Economics, 43, 2, 209-213.
  • Boucher, J.P., Denuit, M. and Guillén, M. (2008) “Models of insurance claim counts with time dependence based on generalisation of Poisson and negative binomial distributions” Variance, 2, 1, 135-162.
  • Brockett, P. L., Golden, L., Guillén, M., Nielsen, J.P., Parner, J. and Pérez-Marín, A.M. (2008) “Survival analysis of a household portfolio of insurance policies: how much time do you have to stop total customer defection?” Journal of Risk and Insurance, 75, 3, 713-737.
  • Chuliá, H. and Torró, H. (2008) “The economic value of volatility transmission between stocks and bonds” The Journal of Futures Markets, 8, 11, 1066-1094.
  • Englund, M., Guillén, M., Gustafsson, J., Nielsen, L.H. and Nielsen, J.P. (2008) “Multivariate latent risk: a credibility approach” Astin Bulletin, 38, 1, 137-146.
  • Escuder, J., Escuder, R., Pavía, J.M. and Guillén, M. (2008) “Determinación de los tantos brutos de mortalidad” Anales del Instituto de Actuarios Españoles, 14, 109-134.
  • Gómez-Puig, M. (2008) “Monetary integration and the cost of borrowing” Journal of International Money and Finance, 27, 455-479.
  • Guillén, M. (2008) “Longevitat i dependència. Implicacions socials i econòmiques” Barcelona Societat, 14, 45-58.
  • Guillén, M., Gustafsson, J. and Nielsen, J.P. (2008) “Combining underreported internal and external data for operational risk measurement” Journal of Operational Risk, 3, 4, 1-22.
  • Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2008) “The need to monitor customer loyalty & business risk in the European insurance industry” Geneva Papers on Risk and Insurance-Issues and Practice, 33, 2, 207–218.
  • Guillén, M., Pérez-Marín, A.M. and Nielsen, J.P. (2008) “Froot and Stein revisited once again” Annals of Actuarial Science, 3, 1-2, 121-126.
  • Guillén, J. and Pinquet, J. (2008) “Long-term care: risk description of a Spanish portfolio and economic analysis of the timing of insurance purchase” Geneva Papers on Risk and Insurance-Issues and Practice, 33, 659–672.
  • Pelegrín, A. and Bolancé, C. (2008) “Regional foreing investment in manufacturing. Do agglomeration economies matter?” Regional Studies, 42, 505-522.
  • Pérez-Marín, A.M. (2008) “Empirical comparison between the Nelson-Aalen estimator and the naive local constant estimator” Statistics and Operations Research Transactions, 32, 1, 67-76.
  • Rodríguez, E., Alvarez, B. and Abad, P. (2008) “Racionamiento vía listas de espera: medidas de mejora y posibles implicaciones” Reports in Public Health / Cuadernos de Saúde Pública, 24, 3, 702-707.
  • Sarabia, J.M. and Guillén, M. (2008) “Joint modelling of the total amount and the number of claims by conditionals” Insurance: Mathematics and Economics, 43, 2, 466-473.
  • Solé-Auró, A. and Crimmins, E.M. (2008) “Health of immigrants in European countries” International Migration Review, 42, 4, 861-876.