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
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 2001

2010
  • Abad, P. and Benito, S. (2010) “A parametric model to estimate risk in a fixed income portfolio. An application to calculate value at risk” SORT - Statistics and Operations Research Transactions, 34, 21-44.
  • Abad, P., Chuliá, H. and Gómez Puig, M. (2010) “EMU and European Government bond market integration” Journal of Banking and Finance, 34, 2851-2860. http://dx.doi.org/10.1016/j.jbankfin.2009.10.009.
  • Ayuso, M, Guillén, M. and Alcañiz, M. (2010) “The impact of traffic violations on the estimated cost of traffic accidents with victims” Accident Analysis and Prevention, 42, 2, 709-717. http://dx.doi.org/10.1016/j.aap.2009.10.020.
  • Ayuso, M., Bermúdez, L. and Santolino, M. (2010) “Una metodología alternativa para el cálculo de los perjuicios económicos futuros ante la reforma del sistema de valoración del daño corporal” Revista Española de Seguros, 141, 91-108.
  • Ayuso, M., Bermúdez, L. and Santolino, M. (2010) “Valoración actuarial del perjuicio económico futuro derivado de los accidentes de tráfico” Anales del Instituto de Actuarios Españoles, 16, 141-160.
  • Ayuso, M., del Pozo, R. and Escribano, F. (2010) “Factores sociodemográficos y de salud asociados a la institucionalización de personas dependientes” Revista Española de Salud Pública, 84, 6, 789-798.
  • Bermúdez, LL., Ayuso, M. and Santolino, M. (2010) “Reflexiones y perspectivas sobre la futura reforma del baremo de indemnizaciones” Gerencia de Riesgos y Seguros, 108, 24-40.
  • Bolancé, C. (2010) “Optimal inverse Beta (3,3) Transformation in kernel density estimation” SORT - Statistics and Operations Research Transactions, 34 (2), 223-238.
  • Bolancé, C., Ferri, A. and Santolino, M. (2010) “Posicionamiento de las entidades aseguradoras del ramo de vida ante la puesta en marcha de programas de enterprise risk management” Anales del Instituto de Actuarios Españoles, 187-214.
  • Boucher, J.-P. and Santolino, M. (2010) “Discrete distributions when modelling the disability severity score of motor victims” Accident Analysis and Prevention, 42, 6, 2041-2049.
  • Porta, M., Gasull, M., Puigdomènech, E., Garí, M., de Basea, M.B., Guillén, M., López, T., Bigas, E., Pumarega, J., Llebaria, X., Grimalt, J.O. and Tresserras, R. (2010) “Distribution of blood concentrations of persistent organic pollutants in a representative sample of the population of Catalonia” Environment International, 36, 655-664.
  • Ruiz, E., Bolancé, C. and Fontanals, H. (2010) “Testing the shape of international term structure of interest rate” International Journal of Financial Markets and Derivatives, 1, 422-437.
  • Santolino, M. (2010) “Determinants of the decision to appeal against motor bodily injury judgements made by Spanish trial courts” International Review of Law and Economics, 30, 37-54.
  • Santolino, M. and Boucher, J.P. (2010) “Modelling the disability severity score in motor insurance claims: an application to the Spanish case” Journal of Financial Decision Making, 6(2), 81-93.
  • Solé-Auró, A., Mompart Penina, A., Brugulat Guiterras, P. and Guillén Estany, M. (2010) “Inmigración y uso de servicios sanitarios en tres zonas sanitarias de Cataluña [Immigration and use of medical services in three Catalan health zones]” Revista Española de Economía de la Salud, 9, 2, 81-91.