{"id":960,"date":"2016-06-06T11:42:47","date_gmt":"2016-06-06T11:42:47","guid":{"rendered":"http:\/\/www.ub.edu\/riskcenter\/?page_id=960"},"modified":"2026-02-19T13:20:43","modified_gmt":"2026-02-19T13:20:43","slug":"phd-theses-2","status":"publish","type":"page","link":"https:\/\/www.ub.edu\/riskcenter\/phd-theses-2\/","title":{"rendered":"PhD Theses"},"content":{"rendered":"<div class=\"fusion-fullwidth fullwidth-box fusion-fullwidth-1  fusion-parallax-none nonhundred-percent-fullwidth\" style=\"border-color:#eaeaea;border-bottom-width: 0px;border-top-width: 0px;border-bottom-style: solid;border-top-style: solid;padding-bottom:40px;padding-top:40px;padding-left:40px;padding-right:40px;background-color:#ffffff;\"><style type=\"text\/css\" scoped=\"scoped\">.fusion-fullwidth-1 {\n                            padding-left: 40px !important;\n                            padding-right: 40px !important;\n                        }<\/style><div class=\"fusion-row\"><h2>2025<\/h2>\n<p>Blanc-Blocquel, A. (2025) \u201cDerivatives and Risks\u201d. PhD in Statistics and Operational Research. Dir: Ortiz-Gracia, L.<\/p>\n<p>Anaya Luque, D. (2025) \u201cAplicaciones de modelos predictivos para valoraciones de seguros de vida\u201d. PhD in Business. Dirs: Berm\u00fadez Morata, L., Belles Sampera, J.<\/p>\n<h2>2024<\/h2>\n<p>Garr\u00f3n, I. (2024) \u00abEssays on Risks Tail in Macroeconomics\u00bb. PhD in Economics, Universitat de Barcelona. Codir: Uribe, Jorge M.<\/p>\n<h2>2023<\/h2>\n<p>Vidal-Llana, J.J. (2023) \u201cEssays on Machine Learning for Risk Analysis in Finance, Insurance and Energy\u201d. PhD in Business. Dir: Guill\u00e9n, M. and Uribe, J. M.<\/p>\n<h2>2022<\/h2>\n<p>Pitarque M\u00e9ndez, A. (2022) \u201cEssays on Estimation, Prediction and Evaluation of Insurance Risk\u201d. PhD in Business. Dir: Guill\u00e9n, M.<\/p>\n<p>Acu\u00f1a Ginz\u00e1lez, C. A. (2022) \u201cEssays on Estimation, Prediction and Evaluation of Insurance Risk\u201d PhD in Business. Dir: Bolanc\u00e9, C. and Torra, S.<\/p>\n<p>Hinojosa Calleja, A. (2022) \u201cHitting probabilities for g-Gaussian random fields\u201d. PhD in Mathematics. Dir: Sanz-Sol\u00e9, M.<\/p>\n<h2>2021<\/h2>\n<p>Hern\u00e1ndez-Herrera, G.N. (2021) \u201cPropuesta metodol\u00f3gica para el an\u00e1lisis de supervivencia con eventos recurrentes en estudios epidemiol\u00f3gicos cuando el n\u00famero de eventos previos es desconocido\u201d. PhD in Mathematics. Dir: Mori\u00f1a, D., Navarro, A.<\/p>\n<p>Merino Fern\u00e1ndez, R. (2021) \u201cOption price decomposition for local and stochastic volatility jump diffusion models\u201d. PhD in Mathematics. Dir: Vives Santa Eulalia, J.<\/p>\n<p>Pesantez-Narvaez, J.E. (2021) \u201cRisk analytics in econometrics\u201d. PhD in Economics. Dir: Guillen, M., Alca\u00f1iz, M.<\/p>\n<h2>2020<\/h2>\n<p>Koser, C. (2020) \u201cEssays on liquidity in financial markets\u201d. PhD in Economics. Dir: Chuli\u00e1 H., Uribe, J.M.<\/p>\n<p>Cohen, L. (2020) \u201cEssays on the ECB Monetary Policy&#8217;s Impact on Non-financial Firms\u201d. PhD in Economics. Dir:G\u00f3mez-Puig, M., Sosvilla-Rivero, S.<\/p>\n<h2>2019<\/h2>\n<p>Padilla-Barreto, A. (2019) \u201cCuantificaci\u00f3n del riesgo global del asegurado para mejorar la tarificaci\u00f3n\u201d. PhD in Statistics. Dir: Bolanc\u00e9, C., Guillen, M.<\/p>\n<p>Khalfallah, M.E.A. (2019) \u201cMesure et gestion des risques en finance\u201d. PhD in Mathematics. Dir: Vives, J., Lakhdar, H.M.<\/p>\n<h2>2018<\/h2>\n<p>Uribe, J.M. (2018) \u201cEssays on Risk and Uncertainty in Economics and Finance\u201d. PhD in Economics. Dir: Chuli\u00e0, H., Guillen, M.<\/p>\n<p>Colldeforns, G. (2018). \u00abWavelet approach in computational finance\u00bb. PhD in Mathematics. Dir: Ortiz-Gracia, L., Oosterlee, C.W., Corral Cano, A.<\/p>\n<p>Singh, M.K. (2018) \u201cBank and sovereign risk: The case of European Economic and Monetary Union\u201d. PhD in Economics. Dir: G\u00f3mez-Puig, M., Sosvilla-Rivero, S.<\/p>\n<h2>2017<\/h2>\n<p>Alaminos, E. (2017) Heterogeneidad en la mortalidad y su impacto en el Estado de Bienestar: pensiones y dependencia [Heterogeneity in mortality and the impact on the welfare state: pensions and long-term care], PhD in Business, Dir: Mercedes Ayuso.<\/p>\n<p>Piulachs, X. (2017) Joint Modeling of Longitudinal and Time-to-Event Data with Applications in Health Insurance. University of Barcelona, PhD in Statistics. Dir: Montserrat Guillen \/ Ramon Alemany.<\/p>\n<h2>2016<\/h2>\n<p>Ambriz, C.A. (2016) \u201cEssays on the Mexican stock market\u201d PhD in Economics. Dir.: G\u00f3mez-Puig, M. and Patxot, C.<\/p>\n<h2>2015<\/h2>\n<p>Bahraoui, Z. (2015) \u201cQuantifying Risk using Copulae and Kernel Estimators\u201d PhD in Statistics, Dir.; Bolanc\u00e9, C.<\/p>\n<p>Belles-Sampera, J. (2015) \u201cQuantitative Risk Assessment, Aggregation Functions and Capital Allocation Problems\u201d PhD in Business, Dir.: Santolino, M. and Guillen, M.<\/p>\n<p>Blanco, F.R. (2015) \u201cT\u00e9cnicas para la toma de decisiones en contextos inciertos: identificaci\u00f3n de oportunidades socio-econ\u00f3micas en el \u00e1mbito deportivo.\u201d PhD in Business, Dir.: Gil-Lafuente, A.M.<\/p>\n<p>Guelman, L. (2015) \u201cOptimal personalized treatment learning models with insurance applications\u201d PhD in Economics, Dir.; Guillen, M.<\/p>\n<p>L\u00f3pez Guauque, J. (2015) \u201cModelos para la toma de decisions en el marco de la gesti\u00f3n de riesgo del cambio clim\u00e1tico global\u201d PhD in Business, Dir.: Gil-Lafuente, A.M.<\/p>\n<p>Ornelas, A. (2015) \u201cLa Mortalidad y la longevidad en la Cuantificaci\u00f3n del Riesgo Actuarial para la Poblaci\u00f3n de M\u00e9xico\u201d PhD in Statistics, Dir.: Guill\u00e9n, M. and Bolanc\u00e9, C.<\/p>\n<h2>2014<\/h2>\n<p>Crist\u00f3bal Cebolla, A. (2014) \u00abDebilidades de la gesti\u00f3n de la calidad en las empreses occidentales. Importancia de los costes de la calidad\u00bb PhD in Business Studies, Dir.: Gil-Lafuente, A.M.<\/p>\n<p>Hammi, A. (2014) \u00abControl financiero interno bajo incertidumbre: control de gesti\u00f3n de la liquidez\u00bb PhD in finance, Dir.: Gil-Lafuente, A.M.<\/p>\n<p>Patau Brunet, J. (2014) \u00abEfecto domin\u00f3 en el \u00e1mbito financiero. Especial referencia a las situaciones concursales en Catalu\u00f1a en el bienio 2004-05 \u00bb PhD in Business Science, Dir.: Salvador Torra.<\/p>\n<p>Valls, N. (2014) \u00abVolatility in financial Markets: the impact of the Global financial crisis\u00bb PhD in Management, Dir.: Helena Chuli\u00e1 Soler.<\/p>\n<p>Vizuete Luciano, E. (2014) \u00abAlgoritmos para el tratamiento y selecci\u00f3n de productos financieros en la incertidumbre\u00bb PhD in Business Studies, Dir.: Gil-Lafuente, A.M.<\/p>\n<h2>2013<\/h2>\n<p>Osorio, A.M. (2013) \u201cSocioeconomic determinants of early childhood health in Colombia: Exploring the role of context\u201d PhD in Economics, Dir.: Catalina Bolanc\u00e9 Losilla.<\/p>\n<p>Young-Kyun, O. (2013) \u201cEstudio de la Gesti\u00f3n del Proceso Tur\u00edstico ante un entorno Multicultural mediante L\u00f3gica Borrosa (Fuzzy Logic)\u201d. PhD in Management, Dir.: Gil-Lafuente A. M. and Gil-Lafuente J.<\/p>\n<h2>2012<\/h2>\n<p>Ferri, A. (2012) \u201cEstructura de Dependencia Aplicadas a la Gesti\u00f3n de Riesgos en Solvencia II\u201d PhD in Management, Dir.: Llu\u00eds Berm\u00fadez Morata, Montserrat Guill\u00e9n Estany.<\/p>\n<p>Keropyan, A. (2012). \u201cDecision making in strategic business management\u201d. Dir. Gil-Lafuente A. M.<\/p>\n<h2>2011<\/h2>\n<p>Valero, C. (2011) \u201cAn\u00e1lisis econ\u00f3mico actuarial del desarrollo de planes de pensiones complemenentarios en las empresas latinoamericanas y de pa\u00edses emergentes\u201d PhD in Management, Dir.: Mercedes Ayuso Gutierrez.<\/p>\n<h2>2009<\/h2>\n<p>Blay, D. (2009) \u201cSistemas de cuidados de larga duraci\u00f3n para la cobertura y la financiaci\u00f3n de las situaciones de dependencia: seguro privado e hipoteca inversa\u201d PhD in Management, Dir.: Montserrat Guillen Estany.<\/p>\n<p>Sol\u00e9-Aur\u00f3, A. (2009) \u201cThe impact of immigration on health, longevity and dependency of the elderly in the Spanish and European population\u201d PhD in Management, Dirs.: Montserrat Guillen-Estany and Eileen M. Crimmins.<\/p>\n<h2>2007<\/h2>\n<p>Carrillo, M. (2007) \u201cUna metodolog\u00eda alternativa para la tarificaci\u00f3n en el seguro de autom\u00f3vil en Espa\u00f1a\u201d PhD in Management, Dir.: Montserrat Guillen-Estany.<\/p>\n<p>Santolino, M. (2007) \u201cM\u00e9todos econom\u00e9tricos para la valoraci\u00f3n cualitativa y cuantitativa del da\u00f1o corporal en el seguro del autom\u00f3vil\u201d PhD in Management, Dir.: Mercedes Ayuso-Guti\u00e9rrez.<\/p>\n<h2>2006<\/h2>\n<p>P\u00e9rez-Mar\u00edn, Ana M\u00aa (2006) \u201cSurvival methods for the analysis of customer lifetime duration in insurance\u201d PhD in Management, Dirs.: Dr. Jens Perch Nielsen and Dra. Montserrat Guillen-Estany.<\/p>\n<h2>2005<\/h2>\n<p>Ruiz Dotras, Elisabet (2005) \u201cComparativa de curvas de tipos de inter\u00e9s. Efectos de la integraci\u00f3n financiera\u201d PhD in Management, Dirs.: Catalina Bolanc\u00e9 Losilla and Hort\u00e8nsia Fontanals-Albiol.<\/p>\n<h2>2004<\/h2>\n<p>Contreras, A. (2004) \u201cEl coste del abandono de los estudios en el centro universitario de ciencias econ\u00f3mico administrativas de la Universidad de Guadalajara\u201d PhD in Management, Dir.: Catalina Bolanc\u00e9-Losilla.<\/p>\n<p>Monteverde, M. (2004) \u201cDiscapacidades de las personas mayores en Espa\u00f1a: prevalencia, duraciones e impacto sobre los costes de cuidados de larga duraci\u00f3n\u201d, PhD in Economics, Dirs.: Mercedes Ayuso-Guti\u00e9rrez and Montserrat Guillen-Estany.<\/p>\n<p>Pujol Jover, M. (2004) \u201cEl valor y la fidelidad de los asegurados en el ramo del autom\u00f3vil\u201d PhD in Management, Dir.: Montserrat Guillen-Estany<\/p>\n<h2>2001<\/h2>\n<p>Lacayo, R. (2001) \u201cArbitrage-free valuation of financial instruments: analytic and computational problems\u201d PhD in Ci\u00e8ncies Econ\u00f2miques i Empresarials, Dir.: Hortensia Fontanals-Albiol.<\/p>\n<p>Z\u00fa\u00f1iga, S. (2001) \u201cLa estructura temporal de las tasas de inter\u00e9s en Chile\u201d PhD in Ci\u00e8ncies Econ\u00f2miques i Empresarials, Dir.: Hortensia Fontanals-Albiol.<\/p>\n<h2>External\/Third party PhD advisoring tasks<\/h2>\n<p>Thuring, F. (in progress) [Industrial PhD programme Denmark] Profitable customer retention in insurance companies. Cass Business School, City University, London. Advisor: Montserrat Guillen<\/p>\n<p>Buch-Kromann, T. (2009) [Industrial PhD programme Denmark] Large loss models for general insurance. University of Copenhagen. Advisor: Montserrat Guillen.<\/p>\n<\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0,"footnotes":""},"_links":{"self":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/960"}],"collection":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/comments?post=960"}],"version-history":[{"count":20,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/960\/revisions"}],"predecessor-version":[{"id":3567,"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/pages\/960\/revisions\/3567"}],"wp:attachment":[{"href":"https:\/\/www.ub.edu\/riskcenter\/wp-json\/wp\/v2\/media?parent=960"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}