Riskcenter
The research group on Risk in Insurance and Finance is attached to the Institute of Applied Economics IREA-UB
Contributed papers
SGR 2009-1328
Consolidated research group
2013
Alcañiz, M., Ayuso, M., Pérez-Marín, A.M. (2013) “Innovando en el seguro del automóvil: los productos pay-as-you-drive” VI Congreso Ibérico de Actuarios, Barcelona (Spain), June 19-21.
Ayuso, M. (2013) “Lucro cesante en la incapacidad permanente desde el punto de vista del actuario” XX Congreso de Responsabilidad Civil y Seguro, Barcelona (Spain), March 21-22, Invited conference.
Ayuso, M. (2013) “La implementación de la mediación en seguros: análisis coste-beneficio”, Workshop about Mediation as an Alternative Dispute Resolution Method in Insurance Conflicts: New Scenarios under the Law 5/2012, Barcelona (Spain), January 24.
Ayuso, M., Bermúdez, LL., Santolino, M. (2013) “Costes y duraciones en la resolución de conflictos de siniestros de automóviles por negociación y juicio” VI Congreso Ibérico de Actuarios, Barcelona (Spain), June 19-21.
Bahraoui, Z., Bolancé, C., Pérez-Marín, A.M. (2013) “Inferencia para cópulas de valor extremo y su papel en la estimación del valor en riesgo” VI Congreso Ibérico de Actuarios, Barcelona (Spain), June 19-21.
Bahraoui, Z., Bolancé, C., Pérez-Marín, A.M. (2013) “Extree value copulas and marginal effects” ASMDA, Mataró (Spain), June 25-28.
Belles-Sampera, J., Guillén, M. and Santolino, M. (2013) “A generalization of some quantile-based measures commonly used in financial and insurance applications” ASMDA, Mataró (Spain), June 25-28.
Gil-Lafuente, A.M, Ayuso, M., Klimova, A. (2013) “La recuperación de las causas que se olvidan en la gestión del fraude”, VI Congreso Ibérico de Actuarios, Barcelona (Spain), June 19-21.
Ornelas, A.; Guillén, M. (2013) “Male-female compositional balance in the analysis of longevity for an insurance portfolio: the case of Mexican life tables” ASMDA, Mataró (Spain), June 25-28.
Osorio, A., Bolancé, C., Madise, N. and Rathmann, K. (2013) “Social Determinants of Child Health in Colombia: Can Community Education Moderate the Effect of Family Characteristics?” Population Association of America-PAA 2013 Annual Meeting, New Orleans (USA), April 11-13.
Thuring, F.; Nielsen, J.P.; Guillén, M.; Bolancé, C. (2013) “Segmenting and selecting cross-sale prospects using dynamic pricing” International Conference on Operations Research and Enterprise Systems (ICORES), Barcelona (Spain), February 16-18.
2012
Abad, P. and Robles, M.D. (2012) “Credit Rating Agencies and Unsystematic risk. There is a linkage?” European Financial Management Association EFMA 2012 Annual Meeting, Barcelona, (España), June 27-30.
Alastruey, E., Ayuso, M., Lauroba, E. (2012) “Conflicts in the Spanish insurance field: new spaces for the development of mediation pursuant to Royal Decree Law 5/2012, on mediation for civil and corporate matters”, World Mediation Forum 2012, Valencia (Spain), October 18-21.
Alcañiz, M., Guillén, M. and Pérez-Marín, A.M. (2012) “A logistic regression approach to estimating customer profit loss due to lapses in insurance” XXV European Conference on Operational Research, Vilnius (Lithuania), July 8-11.
Alemany, R., Ayuso M., Guillén, M. (2012) “Technical support and home adaptation for the elderly needing care in Barcelona” 2nd International Conference on Evidence-based Policy in Long-term Care, London (United Kingdom), September 5-8.
Ayuso, M., Bermúdez, L. and Santolino, M. (2012) “El coste de la resolución de conflictos relacionados con el seguro del automóvil por vía judicial. Análisis coste-beneficio de la implementación de la Mediación como vía alternativa de resolución” VIII Conference of the World Mediation Forum, Valencia (Spain), October 18-21.
Ayuso, M., Valero, D. (2012) Nuevos desarrollos en pensiones: Contribución definida nocional”, Jornada sobre el Presente y futuro de las pensiones: España y Europa, Col•legi d’Actuaris de Catalunya, October 4.
Belles-Sampere, J., Guillén, M., Santolino, M. and Merigó, J.M. (2012) “The connection between distortion risk measures and ordered weighted averaging operators” European Financial Management Association EFMA 2012 Annual Meeting. Barcelona (Spain), June 27-30.
Belles-Sampera, J., Merigó, J., Guillén, M. and Santolino, M. (2012) “The connection between distortion risk measures and ordered weighted averaging operators” 1st -European Actuarial Journal Conference, Lausanne (Switzerland), September 6-7.
Bermúdez, L. and Karlis, D. (2012) "How to deal with unobserved heterogeneity when modelling bivariate claim counts" Actuarial and Financial Mathematics Conference, Brussels, (Belgium), February 9-10 .
Bermúdez, L. and Ferri, A. (2012) "Bayesian estimation of the correlation matrix between lines of business for non life underwriting module SCR" Actuarial and Financial Mathematics Conference, Brussels, (Belgium), February 9-10.
Bermúdez, L., Ferri, T. and Guillén, M. (2012) “Underestimation of the solvency capital and risk measurements” The European Financial Management Association EFMA 2012 Annual Meeting. Barcelona (Spain), June 27-30.
Bermúdez, L., Ferri, T. and Guillén, M. (2012) “Underestimation of the solvency capital and risk measurements” MS’ 2012 New York, (USA), May 30-June 1.
Cristóbal, A. and Merigó, J.M. (2012) “Gestión y mejora de los costes de la no-calidad en la empresa (II)” Academia Europea de Dirección y Economía de la Empresa (AEDEM), Barcelona (Spain), June 5-7.
Gil-Lafuente, A.M. and Young Kyun, O. (2012) "Impact of elements that contribute to the public administration for tourism development of determined area". IV International Conference Problems of Cybernetics and Informatics, Baku, (Azerbaidjan), September 12-14.
Gil-lafuente, A.M., Klimova, A. and Imanov, K. (2012) "Forgotten effects in the comparative economic analysis for Spain and Russia in cinditions of globalization". IV International Conference Problems of Cybernetics and Informatics, Baku, (Azerbaidjan), September,12-14.
Gil-Lafuente, A.M. and Keropyan, A. (2012) "Decision making of customer loyaltyprograms to maintain consumer constancy". Internacional Conference MS' 2012 New York, (USA), May 30-June 1.
Gil-Lafuente, A.M., Vizuete Luciano, E., Merigó Lindahl, J.M. and Boria Reverté, S. (2012) "OWA operators in the assignment process: the case of the hungarian algorithm". Internacional Conference MS' 2012 New York, (USA), May 30-June 1.
Gil-Lafuente, A.M. and Klimova, A. (2012) "Assignment process for the optimisation of the products distribution in the commercial centers". MS'2012 Minsk, (Belarus), May 2-4.
Gil-Lafuente, A.M. and Klimova, A. (2012) "Mathematical modelling of uncertainty in a process of provisioning at a comercial enterprise". AEDEM 2012, Barcelona (Spain), June 5-7.
Gil Lafuente, A.M. and Alfaro-García, V. (2012) "New methodological structure for the development of creative cities: the case of Morelia-Michoacan, Mexico". AEDEM 2012, Barcelona, (Spain), June 5-7.
Gil-Lafuente, A.M. and Luis Bassa, C. (2012) "The hungarian algorithm for specific customer needs". AEDEM 2012, Barcelona, (Spain), June 5-7.
Gil-Lafuente, A.M., Castillo López, C. And Blanco Mesa, F. (2012) "A paradigm shift in business valuation process using fuzzy logic". AEDEM 2012, Barcelona, (Spain), June 5-7.
Gil-Lafuente, A.M., Castillo López, C. And Blanco Mesa, F. (2012) "The forgotten effects of sport". AEDEM 2012, Barcelona, (Spain), June 5-7.
Gil-Lafuente, A.M., Martorell, O. Socias Salva, A. And Mulet Forteza, C. (2012) "Non-equity agreements in the hospitality industry: analysis from the perspective of the forgotten effects". AEDEM 2012, Barcelona, (Spain), June 5-7.
Gil-Lafuente, A.M. and Cristobal Cebolla, A. (2012) "Gestión y mejora de los costes de la no-calidaden la empresa(II)". AEDEM 2012, Barcelona (Spain), June 5-7.
Gil-Lafuente, A.M. and López Guauque, J.A. (2012) "Relación de causalidad del cambio climático sobre los ramos de seguos de mayor sensibilidad: efectos olvidados". AEDEM 2012, Barcelona, (Spain), June 5-7.
Gil-Lafuente, A.M. and López Guauque, J.A. (2012) "Riesgos potenciadores de los efectos severos del cambio climático sobre las pérdidas por daños". VII Congreso Internacional de normatividad legal, gestión, calidad y competitividad organitzacional, Morelia, (Mexico), October 25-26.
Gil-Lafuente, A.M. and Abdelhamid H. (2012) "Generación de la liquidez mediante la integración de la teoría del balanced scorcard y el modelo de los efectos olvidados". VII Congreso Internacional de normatividad legal, gestión, calidad y competitividad organitzacional, Morelia, (Mexico), October 25-26.
Gil-Lafuente, A.M. and Abdelhamid H. (2012) "La decisión de inversión en bolsa para un pequeño inversor: aplicación del método fuzzy-delphi". VII Congreso Internacional de normatividad legal, gestión, calidad y competitividad organitzacional, Morelia, (Mexico), October 25-26.
Gil-Lafuente, A.M. and Young Kyun, O. (2012) "Toma de decisiones para la gestión de recursos humanos: selección de personal en la empresa turística (agencia de viajes) aplicado con el modelo de Hamming". VII Congreso Internacional de normatividad legal, gestión, calidad y competitividad organitzacional, Morelia, (Mexico), October 25-26.
Gil-Lafuente, A.M., Alfaro García, V. and Alfaro Calderón, G. (2012) "Methodological structure for the aggrupation of enterprises tosustainable value creation". VII Congreso Internacional de normatividad legal, gestión, calidad y competitividad organitzacional, Morelia, (Mexico), October 25-26.
Gil Lafuente, A.M. and Barcellos de Paula, L. (2012) "Approaches to managing sustainability among enterprises". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M., Balvey Gil, A., Merigó, J. and Garriga, X. (2012) "Application of the forgotten effects model to the early diagnosis of hereditary hemochromatosis". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M.,González Santoyo, F., Flores Romero, B. and Flores, J.J. (2012) "Optimal investment in portfolio selection using the knapsack model". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M., Linares Mustarós, S., Ferrer Comalat, J.C. and Merigó, J. (2012) "A model for the generalization of the forgotten effects". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M., Keropyan, A. And Ferrer Grau, V. (2012) "The standard cost estimations by fuzzy logic elements: methodology, organization and interpretation of the information". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M., Alfaro García, V. and Alfaro Calderón, G.(2012) "Methodological structure for the aggregation of municipalities under uncertainty conditions: the case of Michoacán, México". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M., Klimova, A. and Merigó, J.(2012) "Hungarian algorithm as an effective mathematical support in human resource management under conditions of uncertainty". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil Lafuente, A.M., Vizuete Luciano, E. and Boria Reverté, S. (2012) "Strategic analysis under uncertainty: finding the external factors over business". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December 10-13.
Gil-Lafuente, A.M., Ortigosa Hernández, M. and Solé Moro, M. (2012) "Customer retention in non-contractual relationships: the fuzzy-delphi method and the counter-expertise through uncertain values". International Conference on Modelling and Simulation for Sustainable Development MS'12, Rio de Janeiro, (Brazil), December, 10-13.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2012) "Causality in Peripheral EMU Public Debt Markets: A Dynamich Approach". 27th Annual Congress of the European Economic Association, Málaga, (Spain), August 27-31.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2012) "Causality in Peripheral EMU Public Debt Markets: A Dynamich Approach" European Financial Management Association EFMA 2012 Annual Meeting. Barcelona (Spain), June 27-30.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2012) "Causality in Peripheral EMU Public Debt Markets: A Dynamich Approach". 10th INFINITI Conference on International Finance, Dublín, (Ireland), June 11-12.
Guelman, L., Guillén, M. and Pérez-Marín, A.M. (2012) “Random forests for uplift modeling: an insurance customer retention case” MS’ 2012 New York, (USA), May 30-June 1.
Guillén, M. (2012) Curso de GLM con aplicaciones al Pricing, a la fidelización y a la detección del fraude. Instituto de Actuarios Españoles. Madrid, (Spain), June 1-2.
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” EGRIE Meeting european Group of riskand Insurance Economists, Palma de Mallorca (Spain), September 17-19.
Linares-Mustarós, S., Merigó, J.M. and Ferrer-Comalat, J.C. (2012) “A method for uncertain sales forecast by using triangular fuzzy numbers” MS' 2012 New York (USA), May 30-June 1.
Linares-Mustarós, S., Gil-Lafuente, A.M., Ferrer-Comalat, J.C. and Merigó, J.M. (2012) “The model for the investigation of forgotten effects: A paper of literature review for its generalization” Workshop of the Euro-Mediterranean Group on Decision Making, Chania (Greece), April 23-24.
Merigó, J.M. (2012) “Decision making in complex environments with generalized aggregation operators” Computational Intelligence for Financial Engineering and Economics (CIFEr), New York (USA), March 29-30.
Merigó, J.M. (2012) “Decision making under subjective and objective risk and complex uncertainty” EURO Working Group Multicriteria Decision Aiding (EWG-MCDA), Tarragona (Spain), April 12-14.
Merigó, J.M. (2012) “Measuring errors with the OWA operator” MS' 2012 New York (USA), May 30-June 1.
Merigó, J.M. (2012) “Bibliometric analysis of business & economics in the Web of Science” Academia Europea de Dirección y Economía de la Empresa (AEDEM), Barcelona (Spain), June, 5-7.
Merigó, J.M. (2012) “Fuzzy generalized aggregation operators in complex environments” International Association for Fuzzy-Set Management and Economy Congress (SIGEF), Reus (Spain), June 6-8.
Merigó, J.M. (2012) “Fuzzy generalized aggregation operators in complex environments” 54th Operational research Society Conference (OR), Edinburgh (Great Britain), September 4-6.
Merigó, J.M. (2012) “Decision making in complex environments with uncertain generalized unified aggregation operators” FLINS 2012, Istanbul (Turkey), August 26-29.
Merigó, J.M. (2012) “Linguistic decision making with probabilities, weighted averages and OWA operators” EURO Working Group Multicriteria Decision Aiding (EWG-MCDA), Portsmouth (UK), September 13-15.
Merigó, J.M. and Casanovas, M. (2012) “Linguistic decision making with probabilistic information and induced aggregation operators” Computational Intelligence for Financial Engineering and Economics (CIFEr), New York (USA), March 29-30.
Merigó, J.M. and Gil-Lafuente, A.M. (2012) “Complex group decision making under risk and uncertainty” Academia Europea de Dirección y Economía de la Empresa (AEDEM), Barcelona (Spain), June 5-7.
Merigó, J.M. and Xu, Y.J. (2012) “Induced and heavy aggregation operators” FLINS 2012, Istanbul (Turkey), August 26-29.
Osorio, A. and Bolancé, C. (2012) "Social determinants of child health in Colombia: how structural determinants influence intermediary determinants" European Conference on Health Economics- ECHE, Zurich (Switzerland), July 18-21.
Osorio, A., Bolancé, C. and Madise, N. (2012) “How structural determinants influence intermediary determinants of early childhood health in Colombia: exploring the role of communities” 2012 British Society for Population Studies Conference, Nottingham (United Kingdom), September 10-12.
Ornelas, A. and Guillén, M. (2012) “Mortality risk in Mexico: a comparison of the general population mortality and life tables for insured lives” International Actuarial Association Life Section (IAALS), Mexico city (Mexico), October 1-4.
Palacios-Marqués, D., Peris-Ortíz, M. and Merigó, J.M. (2012) “The effect of knowledge transfer on innovation performance: An empirical study in two knowledge-intensive industries” Global Innovation and Knowledge Academy (GIKA), Valencia (Spain), July 10-11.
Solé-Auró, A. (2012) “Mini-Medical School for Social Scientists & Demography, Economics, Psychology, and Epidemiology of Aging” RAND Summer Institute, Santa Monica (USA) July 9-12.
Solé-Auró, A., Beltrán-Sánchez, H., and Eileen M. Crimmins (2012) “Are differences in Healthy Life Expectancy by gender, race and education wider at older ages? 1986-2006” Population Association of America (PAA), San Francisco (USA) May 1-3.
Solé-Auró, A., Michaud, P.C., Eileen M. Crimmins and Hurd, M. (2012) “Disease Incidence and Mortality in Older Americans and Europeans” Population Association of America (PAA), San Francisco (USA) May 1-3.
Solé-Auró, A. and Crimmins, E. (2011) “Who cares? A comparison of Informal and Formal Care provision in Spain, England and the U.S.” International Health Economics Association Congress, Toronto (Canada), July 10-13.
Vizuete-Luciano, E., Merigó, J.M., Gil-Lafuente, A.M. and Boria, S. (2012) “OWA operators in the assignment process: The case of the Hungarian algorithm” MS' 2012 New York (USA), May 30-June 1.
2011
Abad, P., Chuliá, H. and Gómez-Puig, M. (2011) "Time-varying integration in European government bond markets" XIX Foro de Finanzas, Granada, (Spain), 17-18 November.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2011) "Causality and Contagion in Peripheral EMU Public Debt Markets: a Dynamic Approach". XXIV Symposium
Moneda y Crédito. Madrid, (Spain) 3-4 November.
Ayuso, M. (2011) Participació comitè organitzador. Dependencia: presente y futuro del estado de bienestar, Fundación Mapfre, Universitat de Barcelona and Col•legi d'Actuaris de Catalunya, Barcelona, (Spain), October, 25.
Ayuso, M., Pérez-Marín, A.M. and Guillén, M. (2011) "Calculation of scenarios for portfolio lapse, when considering contagion between cancelations in non-life insurance" 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Alcañiz, M. and Planas, D. (2011) “Víctimas sobre dos ruedas: ¿afectó en Barcelona la relajación de los requisitos para conducir motocicletas ligeras” 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Ferri, A. (2011) “Sensibilidad del SCR del riesgo de suscripción no-vida del mercado Español. Aproximación Estándar versus Modelo Interno” 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Alemany, R. and Bolancé, C. (2011) “Esperanza de vida y coste de los cuidados de larga duración en la población española” 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Santolino, M. (2011) “Análisis de endogeneidad en el cálculo de las indemnizaciones por lesiones derivadas de accidentes de tráfico” 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Bermúdez, L. and Karlis, D. (2011) “Actuarial implications when modelling bivariate claim counts” 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Ornelas, A. (2011) “Análisis y tarificación en seguros de salud grupo” 4th Workshop on Risk Management and Insurance, Seville, (Spain), October, 20-21.
Osorio, A., Bolancé, C. and Alcañiz, M. (2011) “Measuring early childhood health: a composite index comparing Colombian departments” 12th Portuguese Health Economics Conference. Associação Portuguesa de Economia da Saúde (APES), Lisbon, (Portugal), 3-5 October.
Pelegrín, A. and Bolancé, C. (2011) “Offshoring and company characteristics: ‘the best’ firms deciede to move offshore”, ETSG 2911 Copenhagen. Thirteenth Annual Conference Copenhagen, (Dinmark), 8-10 September.
Gómez-Puig, M., Abad, P. and Chuliá, H. (2011) “Time-varying integration in European government bond markets” in 26th Annual Congress of the European Economic Association, Oslo, (Norway), August 25-29.
Alcañiz, M., Riera, C., Santolino, M. and Planas, D. (2011) “Formando profesionales competentes: ¿qué pide el mercado laboral a los graduados?” II Congreso de Docencia Universitaria: Retos y perspectivas de la docencia en la universidad, Vigo, (Spain), June 30 and July 1-2.
Gómez-Puig, M., Abad, P. and Chuliá, H. (2011) “Time-varying integration in European government bond markets” in EFMA Annual Meetings, Braga, (Portugal), June 22-25.
Bolancé, C., Ayuso, M. and Guillén M. (2011) “Non parametric approach to analyzing operational risk losses” 40th ASTIN Colloquium. International Actuarial Association, Madrid, (Spain), June 19-22.
Bermúdez, L., Ferri, A. and Guillén, M. (2011) “A correlation analysis for non life underwriting module SCR” 40th ASTIN Colloquium. International Actuarial Association, Madrid, (Spain), June 19-22.
Ayuso, M, Guillén. M. and Pérez-Marín, A.M. (2011) “Metodología para el cálculo de escenarios de caída de cartera en Solvencia II en presencia de contagio entre cancelaciones” III Congreso Ibérico de Actuarios, Madrid (Spain), June 16-18.
Gómez-Puig, M., Abad, P. and Chuliá, H. (2011) “Time-varying integration in European government bond markets” in XII Jornadas de Economía Internacional, Castellón de la Plana, (Spain), June 16-18.
Valero, D., Artís, M., Ayuso, M., and García, J. (2011) “Una propuesta de reforma del sistema de pensiones español basada en un modelo de contribución definida nocional”, III Congreso Ibérico de Actuarios, Madrid (Spain), June 16-18.
Alcañiz, M., Bolancé, C., Guillén, M., Pérez-Marín, A.M. and Planas, D. (2011) “Una experiencia fuera del aula: reflexiones del estudiante sobre su aprendizaje” III Congreso Internacional UNIVEST 2011, La autogestión del aprendizaje, Girona, (Spain), June, 16-17.
Chulià, H., Santolino, M. and Alcañiz, M. (2011) “La evaluación formativa como instrumento para ayudar a aprender” in III Congreso Internacional UNIVEST 2011, La autogestión del aprendizaje, Girona, (Spain), June, 16-17.
Ayuso, M., Bermúdez, L. and Santolino, M. (2011) “Evidences of victims' risk aversion in motor compensation settlements” 15th International Congress on Insurance: Mathematics adn Economics, Trieste (Italy), 14-16 June.
Santolino, M., Bermúdez, L. and Ayuso, M. (2011) “Risk-confrontation aversion evidences of claimants in motor injury compensations” Memorable Actuarial Research Conference, Leuven (Belgium), June 13.
Alcañiz, M., Ayuso, M., Ferri, A. and Planas, D. (2011) “La doble corrección como estrategia de evaluación formativa in III Jornadas de Docencia en Economia, Cartagena, (Spain), June 2-3.
Gómez-Puig, M., Abad, P. and Chuliá, H. (2011) “Time-varying integration in European government bond markets” in XIV Encuentros de Economía Aplicada, Huelva, (Spain), June 2-3.
Bermúdez, L. and Karlis, D. (2011) “Mixture of bivariate Poisson regressions with an application to insurance”, IV Conferencia anual UB-IREA Barcelona, (Spain), March 14.
Ayuso, M. (2011) El Sector Asegurador en España 2010: Los aspectos cualitativos de Solvencia II. Congreso Bolsa de Barcelona- Instituto español de analistas financieros. Delegació per a Catalunya, Barcelona (Spain), February 22.
2010
Bermúdez, L. and Karlis, D. (2010) “Mixture of bivariate Poisson regressions with an application to insurance”, 3rd. International Conference of the ERCIM WG on COMPUTING & STATISTICS (ERCIM’10), Senate House, University of London (United Kingdom), December 10-12.
Fontanals, H., Ruiz, E. and Bolancé (2010) “Convergence of the term structure of interest rate and the distortions associated with the financial crisis”, XVIII Foro de Finanzas, Alicante (Spain), November 18-19.
Bolancé, C., Guillén, M. and Pérez-Marín, A.M. (2010) “Estimación núcleo transformada para aproximaciones no-paramétricas de las medidas de riesgo”, XXXII Congreso Nacional de Estadística e Investigación Operativa y VI Jornadas de Estadística Pública, La Coruña (Spain), September 14-17.
Pelegrín, A. and Bolancé, C. (2010) “International industry migration and firm characteristics: some evidence from the analysis of firm data”, European Trade Study Group ETSG 2010, Twelfh Annual Conference, Lausanne (Switzerland), September 9-11.
Bolancé, C., Alemany, R and Guillén, M. (2010) “Prediction of the economic cost of long-term care from an individual perspective in the Spanish general population”, International Conference on Evidence-Based Policy in Long-Term Care London School of Economics, London (United Kingdom), September 8-11.
Solé-Auró, A., Tubeuf, S. and Hulme, C. (2010) “Who cares? A comparison of informal and formal care provision in England and Spain”, International Conference on Evidence-based Policy in Long-Term Care, London (United Kingdom), September 8-11.
Solé-i-Auró, A., Guillén, M. and Crimmins, E. (2010) “How does health care usage differ among immigrants and native-born elderly populations in eleven European countries? Results from the SHARE Study”, International Conference on Evidence-Based Policy in Long-Term Care London School of Economics, London (United Kingdom), September 8-11.
Guillén, M. (2010) “The Spanish reform 3 years on”, International Conference on Evidence-Based Policy in Long-Term Care London School of Economics, London (United Kingdom), September 8-11.
Ayuso, M. (2010) “El coste de los cuidados de larga duración en España bajo criterios actuariales: ¿es sostenible su financiación? El estado del bienestar en la encrucijada: nuevos retos ante la crisis global”, Cursos de Verano de la Universidad del País Vasco, San Sebastián (Spain), September 8.
Pinquet, J., Guillén, M. and Ayuso, M. (2010) “Commitment and lapse behavior in long-term insurance: a case study”, World Risk and Insurance Economics Congress, Singapore, x July 26-25.
Alcañiz, M. (2010) “Políticas de movilidad y accidentes de vehículos de dos ruedas. El caso del Ámbito Metropolitano de Barcelona”, Whorshop on Métodos Cuantitativos en Economía del Seguro del Automóvil, Barcelona, (Spain) July 12.
Ayuso, M., Bolancé, C. and Alemany, R. (2010) “Riesgo de pérdida por fraude en el seguro de automóviles”, Whorshop on Métodos Cuantitativos en Economía del Seguro del Automóvil, Barcelona, July 12.
Bécue, M., Guillén, M. and Pagès, J. (2010) “Clasificación de las regiones españolas según sus patrones de mortalidad”, Whorshop on Métodos Cuantitativos en Economía del Seguro del Automóvil, Barcelona, July 12.
Santolino, M. (2010) “Valoración del perjuicio económico por la pérdida de ingresos futuros en diferentes países europeos”, Whorshop on Métodos Cuantitativos en Economía del Seguro del Automóvil, Barcelona, July 12.
Ayuso, M. (2010) “Modelling individual cost of long term care”, Barcelona Insurance and Risk Management Summer School, Barcelona (Spain), July 12-14.
Pelegrín, A. and Bolancé, C. (2010) “Offshoring and firm characteristics: some evidence from the analysis of Spanish firm data”, Asia Pacific Trade Seminars APTS2010, Osaka (Japan), Juny 26-25.
Abad, P., Chuliá, H., Cuñado, J. and M. Gómez-Puig (2010) “EMU, integration and risk diversification opportunities in EU-15 sovereign bond market”, EFMA Annual Meetings, Aarhus (Denmark), June 23-26.
Ayuso, M., del Pozo, R. and Escribano, F. (2010) “Incidencia de factores demográficos y sociosanitarios en la institucionalización de personas dependientes”, XXX Jornadas de Economía de la Salud, Valencia, June 22-25.
Ruiz, E., Bolancé, C. and Fontanals, H. (2010) “Convergence of the term structure of interest rate and the distortions associated with the financial crisis”, INFINITI Conference on International Finance, Dublin (Ireland), June 14-15.
Abad, P., Chuliá, H., Cuñado, J. and M. Gómez-Puig (2010) “EMU, integration and risk diversification opportunities in EU-15 sovereign bond market”, XIII Encuentros de Economía Aplicada, Sevilla (Spain), June 10-11.
Solé-Auró, A., Guillén, M. and Crimmins, E.M. (2010) “Health care utilization among immigrants and native-born populations in 11 European countries. Results from SHARE”, XXIII Applied Economics Meeting, Sevilla (Spain), June 10-11.
Boucher, J.P. and Guillén, M. (2010) “A Survey on models for panel count data with applications to insurance”, 6th. Conference in Actuarial Science & Finance on Samos, Samos (Greece), June 3-6.
Ruiz, E., Bolancé, C. and Fontanals, H. (2010) “Testing the shape of international term structure of interest rate”, 6th. Conference in Actuarial Science & Finance on Samos, Samos (Greece), June 3-6.
Guillén, M. (2010) “Relator”, Jornada de la dependencia, Fundación Caser, Madrid (Spain), May 26.
Osorio, A. M., Bolancé, C. and Castillo, M. (2010) “University student drop-out and graduation: a case study”, 12th. Annual International Conference on Education, Athens (Greece), May 24-27.
Ayuso, M. and Guillén, M. (2010) “La mediación dentro de la pirámide de litigiosidad en Cataluña: análisis de costes”, Reunión General Presentación Libro Blanco de la Mediación en Catalunya, Barcelona, May 3-4.
Ayuso, M. (2010) “Métodos cuantitativos en la lucha contra el fraude en automóviles”, Jornada sobre el Fraude en Seguros de automóviles, Colegio de Actuarios de Catalunya, Barcelona, April 29.
Ayuso, M. (2010) “Análisis de costes de la dependencia”, XVII Congreso Nacional SEEGG, Guadalajara (Spain), April 16.
D’Amico, G., Manca, R. and Guillén, M. (2010) “Initial and final backward non-homogeneous semi-Markov processes for disability insurance models”, International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO’10), Beer Sheva (Israel), February 8-11.
2009
Ayuso, M. (2009) “Principales conclusiones sobre Justicia y Economía: propuestas de mejora”, Jornada sobre Justicia y Economía, Consejo General del Poder Judicial, Madrid, November 19-20.
Alcañiz, M. and Pérez-Marín, A.M. (2009) “Integración de la teoría con la práctica profesional en asignaturas de diseño de encuestas”, 2º congreso internacional UNIVEST 2009, Claves para la implicación de los estudiantes en la universidad, Girona (Spain), November 12-13.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, Foro de Finanzas, Madrid (Spain), 4-5 November.
Solé-Auró, A., Guillén, M. and Crimmins, E.M. (2009) “Health care utilization among immigrants and native-born populations in 11 European countries. Results from the survey of health, ageing and retirement in Europe”, International SHARE User conference, Mainz (Germany), October 12-13.
Artís, M., Ayuso, M., Valero, D. andGarcía, J. (2009) “Posibles reformas del sistema de Seguridad Social español”, Comparecencia ante la Comisión no permanente de seguimiento y evaluación del Pacto de Toledo del Congreso de los Diputados, Congreso de los Diputados (Gobierno de España), September 29.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, 24th. Annual Congress of the European Economic Association, Barcelona (Spain), August 23-27.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, Far East and South Asia Meeting of the Econometric Society, Tokio (Japan), 3-5 August.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, 3ª Reunión de Investigación en Seguros y Gestión de Riesgos, RIESGO 2009, Madrid (Spain) July 18-19.Solé-Auró, A. (2009) “Health and health care consumption of migrants”, International Health Economics Association Congress, Beijing (China), discussant, July 12-15.
D’Amico, G., Manca, R. and Guillén, M. (2009) “A non-homogeneous semi-Markov disability insurance model”, ASMDA – 2009, XIII International Conference, Vilnius (Lithuania), June 30-July 3.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, XI Spanish-Italian Congress of Financial and Actuarial Mathematics, Badajoz (Spain), July 2-4.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, XI Conference on International Economics, Barcelona (Spain), June 25-26.
Ayuso, M. and Valero, D. (2009) “Can complementary pension plans take on the role of improving retirement pensions in developing nations? Case study – The Dominican Republic”, XI Conference on International Economics, Barcelona (Spain), June 25-26.
Ayuso, M., Bermúdez, L. and Santolino, M. (2009) “Factores influyentes en el coste de liquidación de los daños personales derivados de accidentes de circulación ante la futura reforma del baremo”, RIESGO, Tercera Reunión de Investigación en Seguros y Gestión de Riesgos, Madrid (Spain), June 18-19.
Ayuso, M. and Guillén, M. (2009) “Diseño de una pirámide de litigiosidad para Catalunya: el coste económico de la mediación”, Symposium on Courts and Mediation-New Paths for Justice, Barcelona (Spain), June, 18-19.
Bolancé, C. and Guillén, M. (2009) “Estimación núcleo transformada para aproximar el riesgo de pérdida”, RIESGO, Tercera Reunión de Investigación en Seguros y Gestión de Riesgos, Madrid (Spain), June 18-19.
Bermúdez, L., Prieto, F. and Sarabia, J.M. (2009) “Valoración de derivados de crédito mediante distribuciones multivariantes tipo Marshall-Olkin”, RIESGO, Tercera Reunión de Investigación en Seguros y Gestión de Riesgos, Madrid (Spain), June 18-19.
Guillén, M. and Pérez-Marín, A.M. (2009) “Riesgo de negocio en asegurados con múltiples contratos”, RIESGO, Tercera Reunión de Investigación en Seguros y Gestión de Riesgos, Madrid (Spain), June 18-19.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, 7th. INFINITI Conference on International Finance, Dublin (Ireland), June 8-9.
Abad, P., Chuliá, H. and Gómez-Puig, M. (2009) “EMU and European government bond market integration”, XII Encuentros de Economía Aplicada, Madrid (Spain), June 4-6.
Ayuso, M., Guillén, M. and Alcañiz, M. (2009) “The impact of traffic violations on the cost of traffic accidents with victims”, XII Encuentro de Economía Aplicada, Madrid (Spain), June 4-6.
Boucher, J.P. and Guillén, M. (2009) “Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data”, Astin Colloquium, Helsinki (Finland), June 1-4.
Bermúdez, L. and Karlis, D. (2009) “Modelling dependence in a ratemaking procedure using Bayesian multivariate Poisson regression models”, XIII International Congress on Insurance: Mathematics and Economics, Istanbul (Turkey), May 27-29.
Guillén, M. (2009) “Previsión del gasto individual en cuidados de larga duración”, II Congreso Internacional Dependencia y Calidad de Vida, Pamplona (Spain), May 11-13.
Santolino, M. and Boucher, J.-P. (2009) “Modelling the disability score in motor insurance claims: an application to the Spanish case”, 3rd. International Workshop on Multi-attribute Methods in Finance and Insurance, Madrid (Spain), April 22-24.
Bermúdez, L., Santolino, M. and Ayuso, M. (2009) “The assessment of motor bodily injury claims in EU: a new perspective”, Actuarial and Financial Mathematics Conference, Brussels (Belgium), February 5-6.
2008
Gómez-Puig, M. (2008) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union”, XXXIII Simposio Análisis Económico, Zaragoza (Spain), December 11-13.
Gómez-Puig, M. (2008) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union”, V Jornadas Integración Económica (INTECO), Castellón (Spain), November 27-28.
Gómez-Puig, M. (2008) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union”, ASSET annual Meeting, Florence (Italy), November 7-9.
Bolancé, C. and Guillén, M. (2008) “Transformation kernel estimation of insurance risk”, International Seminar of Nonaparametric Inference, Vigo (Spain), November 5-7.
Alcañiz, M., Guillén, M. and Suriñach, J. (2008) “Construcción de índices de estacionamiento ilegal en Barcelona “CIMO, Congreso Internacional: Los ciudadanos y la gestión de la movilidad, Madrid (Spain), September 29-October 1.
Alcañiz, M., Guillén, M and Suriñach, J. (2008) “Construcción de índices de estacionamiento ilegal en Barcelona”, 2do. Congreso Internacional "Los Ciudadanos y la Gestión de la Movilidad", Madrid (Spain), September 29-30.
Guillén, M. and Pinquet, J. (2008) “Long-term care: risk description of a Spanish portfolio and economic analysis of the timing of insurance purchase”, Longevity Conference, Naarden, Amsterdam (The Netherlands), September, 25.
Guillén, M. and Pinquet, J. (2008) “Long-term care: risk description of a Spanish portfolio and economic analysis of the timing of insurance purchase”, The 35th. Seminar of the European Group of Risk and Insurance Economists (EGRIE), Toulouse (France), September, 15-17.
Chuliá, H., Martens, M. and van Dijk, D. (2008) “The effect of fed funds target rate changes on the S&P100 index”, 40th. Money, Macro and Finance Annual Conference, Birbeck University, London (United Kingdom), September 10-12.
Bermúdez, L. (2008) "A priori ratemaking using bivariate Poisson regression models", 12th. International Congress on Insurance: Mathematics and Economics, Dalian (China), July 16-18.
Solé-Auró, A. and Crimmins, E.M. (2008) "Health of immigrants in European countries", European Population Conference, Barcelona (Spain), July 9-12.
Gómez-Puig, M. (2008) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union”, EFMA Annual Meeting, Athens (Greece), June 25-28.
Abad, P. and Robles, M.D. (2008) "A two-factor model for valuation of interest rate swaps: case study of pre-EMU swaps in pesetas", International Business & Economics Research Confernce, Los Angeles (USA), June 2008.
Albarrán, I., Alonso, P. and Bolancé, C. (2008) “La relatividad del concepto de dependencia: efecto de la elección de distintos baremos de valoración europeos sobre la población española”, XI Encuentro de Economía Aplicada, Salamanca (Spain), June 5-7.
Abad, P., Díaz, A. and Robles, M.D. (2008) "Influence of rating announcements and their characteristics on abnormal liquidity in corporate debt market", XI Encuentro de Economía Aplicada, Salamanca (Spain), June 5-7.
Ayuso, M. and Santolino, M. (2008) “Cost estimation of traffic bodily injury damages according to different stages of the victim recovery period”, XI Encuentro de Economía Aplicada, Salamanca (Spain), June, 5-7.
Guillén, M. and Pinquet, J. (2008) “Long-term care: risk description of a Spanish portfolio and economic analysis of the timing of insurance purchase”, XI Encuentro de Economía Aplicada, Salamanca (Spain), June, 5-7.
Pérez-Marín, A.M., Torrelles, E. and Alcañiz, M. (2008) "El aprendizaje autónomo del software estadístico", UNIVEST'08, Girona (Spain), June, 2-3.
Pérez-Marín, A.M. and Alcañiz, M. (2008) "Las competencias transversales en una titulación de corte cuantitativo", UNIVEST'08, Girona (Spain), June, 2-3.
Ayuso, M. and Santolino, M. (2008) “Compensation cost estimation of bodily injury claims under current regulations”, Primer Congreso Ibérico de Actuarios, Lisbon (Portugal), May 29-31.
Albarrán, I., Alonso, P. and Ayuso, M. (2008) “La heterogeneidad en los perfiels de riesgo como razón para la particularización del modelo general en solvencia II: análisis de las aseguradoras españolas”, Primer Congreso Ibérico de Actuarios, Lisbon (Portugal), May 29-31.
Guillén, M. and Pérez-Marín, A.M. (2008) "Longevidad e instrumentos de ahorro en el mercado español desde la perspectiva del inversor", Primer Congreso Ibérico de Actuarios, Lisbon (Portugal), May 29-31.
Gómez-Puig, M. (2008) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union”, 65th. International Atlantic Economic Conference, Warsaw (Poland), April 9-12.
Guillén, M. (2008) “Transformation kernel density estimation of actuarial loss functions”, International conference MAF2008, Mathematical and Statistical Methods for Actuarial Science and Finance, Venice (Italy), March, 26-28. Plenary session.
Gómez-Puig, M. (2008) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union”, 7th. INFER Workshop on International Economics, Murcia (Spain), March 28-29.
2007
Guillén, M. (2007) “¿Cuánto gastamos, pública y privadamente, y cuánto gastaremos en dependencia? Proyecciones demográficas y de gasto estimado”, Jornada “Oportunidades de financiación para las personas mayores ante la nueva Ley de Dependencia: sostenibilidad del sistema”, Fundación Edad & Vida, Madrid (Spain), November, 29.
Gómez-Puig, M. (2007) “EU-15 sovereign governments’ cost of borrowing seven years after monetary union”, XV Foro de Finanzas, Palma de Mallorca (Spain), November 15-16.
Chuliá, H., Martens, M. and van Dijk, D. (2007) “The effect of fed funds target rate changes on the S&P100 index”, XV Foro de Finanzas, Mallorca (Spain), November, 15-16.
Abad, P., Díaz, A. and Robles, M.D. (2007) "Factores determinantes de la liquidez anormal en el mercado de deuda corporativa alrededor de los anuncios de cambio de rating”, XV Foro de Finanzas, Palma de Mallorca (Spain), November 15-16, 2007.
Ayuso, M., Guillén, M. and Santolino, M. (2007) “Individual prediction of automobile bodily injury claims liabilities”, 34th. European Meeting of Risk and Insurance Economists, Cologne (Germany), September 17-19.
Guillén, M. and Ayuso, M. (2007) “The use of statistics to detect fraud in insurance”, World meeting of the ISI, Lisbon (Portugal) , August 22-30.
Contreras, A., Bolancé, C. and Cuevas, E. (2007) “Aplicación de los modelos probabilísticos para analizar la eficiencia en las universidades”, XVI Jornadas de la Asociación de Economía de la Educación, Gran Canaria (Spain), July 12-13.
Bermúdez, L. (2007) “Bivariate Poisson regression models for automobile insurance pricing”, 11th. International Congress on Insurance: Mathematics and Economics, Piraeus (Greece), July 10-12.
Bolancé, C., Guillén, M., Pelican, E. and Vernic, R. (2007) “Skewed bivariate models and nonparametric estimation for capital allocation”, 11th. International Congress on Insurance: Mathematics and Economics, Piraeus (Greece), July 10-12.
Chuliá, H., Martens, M. and van Dijk, D. (2007) “The effect of fed funds target rate changes on the S&P100 index”, Summer Workshop on Economic Analysis of High-Frequency Data and the Impact of News, Stanford University, California (USA), June 28-29.
Abad, P. and Benito, S. (2007) “A parametric model to estimate risk in a fixed income portfolio”, 16th. Annual Meeting of the European Financial Management Association -EFMA, University of Economics and Business Administration of Viena, Viena (Austria), June 27-30.
Gómez-Puig, M. (2007) “EU-15 sovereign governments’ cost of borrowing seven years after monetary union”, X Jornadas Economía Internacional, Madrid (Spain), June 20-22.
Gómez-Puig, M. (2007) “EU-15 sovereign governments’ cost of borrowing seven years after monetary union”, X Encuentro de Economía Aplicada, La Rioja (Spain), June 14-16.
Abad, P., and Benito, S. (2007) “Value at risk in fixed income Portfolios. A comparison between empirical models of the term structure”, The Global Management Research Conference, New York (USA), May 23-26.
Bermúdez, L. and Solé-Auró, A. (2007) “El impacto del desconocimiento de la tasa de prevalencia de las discapacidades en la población inmigrante sobre la esperanza de vida en salud en España”, 2a. Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
Abad, P., and Benito, S. (2007) “Valor en riesgo en carteras de renta fija. Una comparación entre modelos empíricos de la estructura temporal”, 2da. Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
Ayuso, M. and Santolino, M. (2007) “Predicción del límite máximo de negociación en los siniestros por daños corporales en el seguro del automóvil”, 2ª Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
Bermúdez, L. (2007) “Modelos de regresión Poisson bivariante: aplicación a una cartera de seguros de automóviles” 2a. Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2007) "A comparison of
different pension saving schemes", 2da. Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2007) “Automatic and efficient pension saving schemes”, Workshop on Integrated Risk Management, Tilburg, Holland (The Netherlands), April 11-13.
Gómez-Puig, M. (2007) “EU-15 sovereign governments’ cost of borrowing seven years after monetary union”, 2da. Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
Pinquet, J., Bolancé, C. and Guillén, M. (2007) “On link between credibility and frequency premium”, 2da. Reunión de Investigación en Seguros y Gestión de riesgos, RIESGO 2007, Castro Urdiales, Cantabria (Spain), April 18-19.
2006
Chuliá, H. and Torró, H. (2006) “The economic value of volatility transmission between stocks and bonds”, Simposio de Anàlisis Económico, Oviedo (Spain), December 14-16.
Contreras, A. and Bolancé, C. (2006) “Aplicación de los modelos lineales para estudiar la eficiencia en las universidades”, LVI Convención Anual de AsoVAC, Cumaná (Venezuela), November 19-24.
Ayuso, M. and Guillén, M. (2006) “El uso de modelos estadísticos para la detección del fraude en seguros”, IV Congreso Internacional de lucha contra el fraude en seguros, Bogotá (Colombia), November 17.
Abad, P., Díaz, A. and Robles, M.D. (2006) “The impact of credit rating announcements on Spanish corporate fixed income performance: returns, yields and liquidity”, XIV Foro de Finanzas, Universidad Jaume I, Castellón de la Plana (Spain), November 16-17.
Abad, P. and Benito, S. (2006) “Valor en riesgo en carteras de renta fija. Una comparación entre modelos empíricos de la estructura temporal”, XIV Foro de Finanzas, Universidad Jaume I, Castellón de la Plana (Spain), November 16-17.
Bolancé, C., Fontanals, H. and Ruiz, E. (2006) “Term structure of interest rates. European financial integration”, XIV Foro de Finanzas, Castellón (Spain), November 16-17.
Chuliá, H. and Torró, H. (2006) “The economic value of volatility transmission between stocks and bonds”, XIV Foro de Finanzas, Castellón (Spain), November 16-17.
Gómez-Puig, M. (2006) “The Impact of monetary union on EU-15 sovereign debt yield spreads”, ASSET Annual Meeting, Lisbon, November 2-4.
Abad, P. and Benito, S. (2006) “A parametric model to estimate risk in a fixed income Portfolio: an application to calculate value at risk”, 1st. International Symposium on Economic Theory Policy and Applications, Athens Institute for Education and Research, Athens (Greece), August 21-23.
Bermúdez, L., Ayuso, M., Gómez-Deniz, E., Pérez-Sánchez, J. M. and Vázquez-Polo, F. J. (2006) “Detecting automobile insurance fraud using a skewed link model”, 10th. International Congress on Insurance: Mathematics and Economics, Leuven (Belgium), July 18-20.
Guillén, M., Nielsen, J.P., Scheike, T. and Pérez-Marín, A.M. (2006) “Time-varying effects when analysing customer lifetime duration in non-life insurance”, 10th. International Congress on Insurance: Mathematics and Economics, Leuven (Belgium), July 18-20.
Pinquet, J., Ayuso, M. and Guillén, M. (2006) “Selection bias and auditing policies on insurance claims”, 10th. International Congress on Insurance: Mathematics and Economics, Leuven (Belgium), July 18-20.
Santolino, M. and Ayuso, M. (2006) “Predicting the personal injury compensation awarded by courts”, 10th. International Congress on Insurance: Mathematics and Economics, Leuven (Belgium), July 18-20.
Sarabia, J.M. and Guillén, M. (2006) “Joint modelling of the total amount and the number of claims by conditionals”, 10th. International Congress on Insurance: Mathematics and Economics, Leuven (Belgium), July 18-20.
Alcañiz, M. and Pons, E. (2006) “Una experiencia de adaptación al sistema de créditos ECTS: las prácticas como nexo entre la teoría y la realidad”, IV Congreso Internacional de Docencia Universitaria e Innovación, Barcelona (Spain), July 5-7.
Boucher, J.P., Denuit, M. and Guillén, M. (2006) “Hurdle and zero-inflated models for panel data”, International Conference on Mathematical and Statistical Modeling in Honor of Enrique Castillo, ICMSM 2006, Ciudad Real (Spain), June 28-30.
Abad, P. and Benito, S. (2006) “A parametric model to estimate risk in a fixed income Portfolio: an application to calculate value at risk”, 13th. Annual Conference of the Multinational Finance Society, University of Edinburgh, Edinburgh (United Kingdom), June 26-27.
Bolancé, C. and Contreras, A. (2006) “Un modelo para medir la eficiencia terminal en las universidades”, V Congrés Internacional de Docència Universitària i Innovació, Barcelona (Spain), June 5-7.
Bolancé, C. and Guillén, M. (2006) “Influencia de las asignaturas de estadística en las probabilidades de abandono de los estudiantes en las titulaciones en administración y dirección de empresas y en economía”, V Congrés Internacional de Docència Universitària i Innovació, Barcelona (Spain), June 5-7.
2005
Sans, M., Ayuso, M. and Guillén, M. (2005) “Necesidades de formación cointinua para los miembros de la SCMFiC”, XXV Congreso de la Sociedad Española de Medicina Familiar y Comunitaria, Santiago de Compostela (Spain), November 23-26.
Rodríguez, E., Álvarez, B. and Abad, P. (2005) “Preferencias sociales en las decisiones públicas: priorización de pacientes en listas de espera quiúrgicas”, Jornadas de Política Económica, Universidad de Vigo, Pontevedra (Spain), November 24-25.
Pinquet, J., Guillén, M., Denuit, M. and Brouhns, N. (2005) “ARIA bonus malus”, Anual Meeting of the Casualty Actuarial Society, Baltimore (USA), November 13,-16.
Abad, P. and Benito, S. (2005) “Un modelo paramétrico para la estimación del riesgo. Aplicación al cálculo del VaR”, 1a. Reunión de Investigación y Gestión de Riesgos, RIESGO 2005, Barcelona (Spain), October 6-7.
Bermúdez, L., Ayuso, M., Gómez-Deniz, E., Pérez-Sánchez, J. M. and Vázquez-Polo, F. J. (2005) “Detection of automobile insurance fraud: Bayesian analysis of a dichotomous model”, 1a. Reunión de Investigación y Gestión de Riesgos, RIESGO 2005, Barcelona (Spain), October 6-7.
Pérez-Marín, A., Guillén, M. and Nielsen, J. (2005) “Una alternativa al estimador de Nelson-Aalen para el análisis de la retención de clientes en el sector asegurador”, 1a. Reunión de Investigación y Gestión de Riesgos, RIESGO 2005, Barcelona (Spain), October 6-7.
Santolino, M. and Ayuso, M. (2005) “Estimación de la gravedad de las víctimas en accidentes de circulación mediante el uso de modelos lineales generalizados”, 1a. Reunión de Investigación y Gestión de Riesgos, RIESGO 2005, Barcelona (Spain), October 6-7.
Ruiz, E., Fontanals, H. and Bolancé, C. (2005) “Comparación de curvas de tipos de interés. Efectos de la globalización”, 1a. Reunión de Investigación y Gestión de Riesgos, RIESGO 2005, Barcelona (Spain), October 6-7.
Santolino, M. and Ayuso, M. (2005) “Forecasting the severity level of motor vehicle accident injuries: an application of ordered logit model”, Risk Management in Insurance and Finance, Ljubljana (Slovenia), September 28-30.
Pinquet, J., Ayuso, M. and Guillén, M. (2005) “Selection bias and auditing policies on insurance claims”, 36th. International ASTIN Colloquium, Zurich (Switzerland), September 5-7.
Pelegrín, A. and Bolancé, C. (2005) “Foreign direct investment in manufacturing: do agglomeration economies matter?”, 45th. Congress of the European Regional Science Association, Vrije Universiteit Amsterdam, Amsterdam (The Netherlands), Agust 23-27.
Abad, P. and Robles, M.D. (2005) “Risk and returns around bond rating changes: new evidence from the Spanish stock market”, International Conference on Finance, Copenhage (Denmark), September 2-4.
Monteverde, M., Guillén, M. and Ayuso, M. (2005) "El envejecimiento de la población y los costes de cuidados de larga duración en España", XXV International Population Conference of the IUSSP, Tours (France), July 18-23.
Palloni, A., Guillén, M., Monteverde, M. and Ayuso, M. (2005) "The returns of longitudinal information on the elderly: a microsimulation model to estimate errors in cross-sectional estimates of disability-adjusted life expectancy", XXV International Population Conference of the IUSSP, Tours (France), July 18-23.
Bolancé, C., Guillén, M., Burch-Larsen, T. and Nielsen J.P. (2005) “Kernel density estimation for heavy-tailed distributions using the Champernowne transformation”, International Seminar on Nonparametric Inference, A Coruña (Spain), July 13-15.
Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2005) "The naive local constant modified Nelson-Aalen estimator to the analysis of customer retention", International Seminar on Nonparametric Inference, A Coruña (Spain), July 13-15.
Pérez, J.M., Ayuso, M., Bermúdez, L., Gómez, E. and Vázquez-Polo, F.J. (2005) “A Bayesian analysis of a dichotomous model: an application to Spanish insurance market”, 9th. International Congress on Insurance: Mathematics and Economics, Québec (Canada), July 6-8.
Gómez-Puig, M. (2005) “Monetary integration and the cost of borrowing”, IX Jornadas de Economía Internacional, Tenerife (Spain), June 23-25.
Pelegrín, A. and Bolancé, C. (2005) “Foreign direct investment in manufacturing: do agglomeration economies matter?”, VIII Encuentro de Economía Aplicada, Murcia (Spain), June 6-8.
Palloni, A., Guillén, M., Monteverde, M., Ayuso, M. and White, R. (2005) “A microsimulation model to estimate errors in cross sectional estimates of disability-adjusted life expectancy”, Population Association of America Meeting, Philadelphia (USA), March 31-April 2.