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 groupabad
Forthcoming
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 2009
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 2004
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 2001

2012
  • Abad, P., Diaz, A. and Robles, M.D. (2012) “The Impact of Credit Rating Announcements on Spanish Corporate Fixed Income Performance: Returns, Yields and Liquidity” International Journal of Monetary Economics and Finance, 5(1), 38-63.
  • Alemany, R., Alcañiz, M., Guillén, M. (2012) “The statistical accuracy of surveys on business and economic perspectives: A case study” Studies in Fuzziness and Soft Computing, 286, 413-422.
  • Alemany, R., Ayuso, M. and Guillén, M. (2012) “Nuevos factores exógenos en la modelización de la dependencia: la inversión en prevención de la dependencia en la población de edad avanzada” Anales del Instituto e Actuarios Españoles, 1-18.
  • Alemany, R., Bolancé, C., Guillén, M. (2012) “Disability Caused byOccupational Accidents in the Spanish Long-Term Care System” Studies in Fuzziness and Soft Computing, 287, 167-176.
  • Assis-Dorr, A., Palacios-Marqués, D. and Merigó, J.M. (2012) “Social networking as an enabler of change in entrepreneurial Brazilian firms” Journal of Organizational Change Management, 25(5), 699-708.
  • Ayuso, M., Bermúdez, L. and Santolino, M. (2012) “Influence of parties' behavioural features on motor compensation disputes in insurance markets” Journal of Risk Research, 15 (6), 673-691.
  • Ayuso, M., Bermúdez, Ll., Santolino, M. (2012) “La liquidación de siniestros con daños corporales en el seguro del automóvil: análisis de costes y duraciones según la vía de resolución” Revista Española de Seguros, 152, 398-405.
  • Ayuso, M.; Guillén, M. Pérez-Marín, A. M. (2012) “Modelos internos en Solvencia II: Su aplicación al cálculo del coeficiente de caída de cartera” Gerencia de Riesgos y Seguros, 112, 38-48.
  • Ayuso, M. and Santolino, M. (2012) “Forecasting the maximum compensation offer in the automobile BI claims negotiation process” Group Decision and Negotiation, 21(5), 663-672.
  • Bermúdez, L.; Ferri, A. (2012) “Fórmula de credibilidad para la estimación de las correlaciones entre líneas de negocio en el cálculo del SCR del módulo de suscripción no vida” Anales del Instituto de Actuarios Españoles, 18, 151-170.
  • Bermúdez, L. and Karlis, D. (2012) “A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking” Computational Statistics & Data Analysis, 56, 3988-3999.
  • Bolancé, C., Ayuso, M. and Guillén, M. (2012) “A nonparametric approach to analysing operational risk with an application to insurance fraud” The Journal of Operational Risk, 7(1), 57-75.
  • Casanovas, M. and Merigó, J.M. (2012) “Risk in financial decisions and gender differences” African Journal of Business Management, 6(34), 9681-9694.
  • Casanovas, M. and Merigó, J.M. (2012) “Fuzzy aggregation operators in decision making with Dempster-Shafer belief structure” Expert Systems with Applications, 39(8), 7138-7149.
  • Casanovas, M. and Merigó, J.M. (2012) “Financial decision making with the fuzzy generalized probabilistic weighted averaging operator” International Journal of Economic Research, 9(1), 247-262.
  • Ferri, T., Guillén, M. and Bermúdez, L. (2012) "Solvency Capital Estimation and Risk Measures" Lecture Notes in Business Information Processing, 115, 34-43.
  • Furió, M.D. and Chuliá, H. (2012) "Price and volatility dynamics between electricity and fuel costs: some evidence for Spain" Energy Economics, 34(6), 2058-2065.
  • Gil-Lafuente, A.M. and Keropyan, A. (2012) “Decision making of customer loyalty programs to maintain consumer Constancy” Lecture Notes in Business Information Processing, 115, 44-53.
  • Guelman, L., Guillén, M. and Pérez-Marín, A.M. (2012) "Random Forests for Uplift Modeling: An Insurance Customer Retention Case" Lecture Notes in Business Information Processing, 115, 123–133.
  • Guillén, M. (2012) “Sexless and beautiful data: from quantity to quality” Annals of Actuarial Science, 6(2), 231-234
  • Guillén, M. and Comas-Herrera, A. (2012) “How much risk is mitigated by LTC protection schemes?  A methodological note and a case study of the public LTC system in Spain” The Geneva Papers on Risk and Insurance- Issues and Practice, 37, 712-724.
  • Guillén, M., Nielsen, J.P., Pérez-Marín, A.M. and Petersen, K. (2012) “Performance measurement of pension strategies: a case study of Danish life cycle products” Scandinavian Actuarial Journal, accepted. 4, 258-277.
  • Guillén, M., Nielsen, J.P., Scheike, T.H. and Pérez-Marín, A.M. (2012) "Time-varying effects in the analysis of customer loyalty: A case study in insurance" Expert Systems with Applications, 39, 3551-3558, 10.1016/j.eswa.2011.09.045.
  • Jha, S., Guillén, M., Christopher Westland, J. (2012) “Employing transaction aggregation strategy to detect credit card fraud” Expert Systems with Applications, 39 (16) 12650-12657.
  • Merigó, J.M. (2012) “The probabilistic weighted average and its application in multi-person decision making” International Journal of Intelligent Systemse, 27(5), 457-476.
  • Merigó, J.M. (2012) “Probabilities with OWA operators” Expert Systems with Applications, 39(13), 11456-11467.
  • Merigó, J.M. and Casanovas, M. (2012) “Decision making with uncertain aggregation operators and Dempster-Shafer belief structure” International Journal of Innovative Computing, 8(2), 1037-1062.
  • Merigó, J.M., Casanovas, M. and Engemann, K.J. (2012) “Group decision making with generalized and probabilistic aggregation operators” International Journal of Innovative Computing, Information and Control , 8(7A), 4823-4835.
  • Merigó, J.M. and Gil-Lafuente, A.M. (2012) “A method for decision making with the OWA operator” Computer Science and Information Systems, 9(1), 359-382.
  • Merigó, J.M. and Gil-Lafuente, A.M. (2012) “Decision making techniques in business and economics based on the OWA operator” SORT - Statistics and Operations Research Transactions , 36(1), 81-102.
  • Merigó, J.M., Gil-Lafuente, A.M. and Martorell, O. (2012) “Uncertain induced aggregation operators and its application in tourism management” Expert Systems with Applications , 39(1), 869-880.
  • Merigó, J.M., Gil-Lafuente, A.M., Zhou, L.G. and Chen, H.Y. (2012) “Induced and linguistic generalized aggregation operators and their application in linguistic group decision making” Group Decision and Negotiation, 21(4), 531-549.
  • Merigó, J.M., Lobato-Corral, C. and Carrilero-Castillo, A. (2012) “Decision making in the European Union under risk and uncertainty” European Journal of International Management, 6(5), 590-609.
  • Nielsen, J.P., Guillén, M., Bolancé, C. and Gustafsson, J. (2012) “Quantitative modeling of operational risk losses when combining internal and external data sources” Journal of Financial Transformation , 35, 179-185.
  • Osorio, A., Bolancé, C. and Castillo, M. (2012) “Deserción y graduación estudiantil universitaria: Una aplicación de  los modelos de supervivencia” Revista Iberoamericana de Educación Superior, 3(6), 31-57.
  • Santolino, M., Bolancé, C. and Alcañiz, M. (2012) “Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain” Accident Analysis and Prevention,49, 512-519.
  • Pelegrín, A. and Bolancé, C. (2012) “Deslocalització i característiques empresarials a Espanya” Revista económica de Catalunya, 66, 16-27.
  • Solé-i-Auró, A., Guillén, M. and Crimmins, E. (2012) “Health care usage among immigrants and native-born elderly populations in eleven European countries: Results from SHARE” European Journal of Health Economics, 13(6), 741-754. DOI: 10.1007/s10198-011-0327-x
  • Thuring, F., Nielsen, J.P., Guillén, M. and Bolancé, C. (2012) “Selecting prospects for cross-selling financial products using multivariate credibility” Expert Systems with Applications, 39 (10) 8809-8816.
  • Valls, N. and H. Chuliá (2012) “Volatility Transmission and Correlation Analysis: between the US and Asia: the Impact of the Global Financial Crisis” Global Economic Review, 41 (2), 111-129.
  • Vizuete-Luciano, E., Merigó, J.M., Gil-Lafuente, A.M., and Boria-Reverté, S. (2012) “OWA operators in the assignment process: the case of the Hungarian algorithm” Lecture Notes in Business Information Processing, 115, 166-177.
  • Wei, G.W. and Merigó, J.M. (2012) “Methods for strategic decision making problems with immediate probabilities in intuitionistic fuzzy setting” Scientia Iranica, 19(6), 1936-1946.
  • Xu, Y.J., Merigó, J.M. and Wang, H. (2012) “Linguistic power aggregation operators and their application to multiple attribute group decision making” Applied Mathematical Modelling , 36(11), 5427-5444.
  • Zhou, L.G., Chen, H.Y., Merigó, J.M. and Gil-Lafuente, A.M. (2012) “Uncertain generalized aggregation operators” Expert Systems with Applications, 39(1), 1105-1117.