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
Forthcoming
 2013 2012 2011 2010
 2009
 2008
 2007
 2006
 2005
 2004
 2003
 2002
 2001

2009
  • Abad, P. and Benito, S. (2009) “Accuracy of VaR calculated using empirical models of the term structure” International Journal of Theoretical & Applied Finance, 12, 6, 811-832.
  • Albarrán, I., Alonso, P. and Bolancé, C. (2009) “La relatividad del concepto legal de dependiente: efecto de la elección de distintos baremos de valoración europeos sobre la población española” Revista Española de Salud Pública, 83, 379-372.
  • Bermúdez, Ll. (2009) “A priori ratemaking using bivariate Poisson regression models” Insurance: Mathematics and Economics, 44, 1, 135-141.
  • Bermúdez, Ll. (2009) “Métodos estocásticos para el cálculo de la provisión técnica de prestaciones pendientes en solvencia II” Revista Cuadernos Actuariales, 1-12.
  • Bermúdez, Ll., Guillén, M. and Solé-Auró, A. (2009) “Escenarios del impacto de la inmigración en la longevidad y dependencia de los mayores en la población española” Revista Española de Geriatría y Gerontología, 44, 1, 19–24.
  • Bolancé, C., Guillén M. and Nielsen, J.P. (2009) “Transformation kernel estimation of insurance claim cost distributions” in Corazza, M. and Pizzi, C (eds.) Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, 223-231.
  • Boucher, J.P. and Guillén, M. (2009) “A survey on models for panel count data with applications to insurance” RACSAM, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Serie A, Matemáticas, 103, 2, 277-294.
  • Boucher, J.P., Denuit, M. and Guillén, M. (2009) “Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data” Journal of Risk and Insurance, 76, 4, 821-846.
  • Chuliá, H., Climent, F. J., Soriano, P. and Torró, H. (2009) “Volatility transmission patterns and terrorist attacks” Quantitative Finance, 9, 5, 607-619.
  • Chuliá, H., Martín, M. and van Dijk, D. (2009) “Assymmetric effects of federals funds target rates changes on S&P100 stock returns, volatilities and correlations” Journal of Banking and Finance, 34, 834-839.
  • D’Amico, G., Guillén, M. and Manca, R. (2009) “Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application” Insurance: Mathematics and Economics, 45, 2, 173-179.
  • Gómez-Puig, M. (2009) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union” European Financial Management, 15, 5, 971-1000.
  • Gómez-Puig, M. (2009) “The immediate effect of monetary union over EU-15’s sovereign debt yield spreads” Applied Economics, 41, 7, 929-939.
  • Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2009) “Cross-buying behaviour and customer loyalty in the insurance sector” ESIC Market, 132, 77-136.