Beatriz Balbás

Available identifiers

zbMath Open balbas.beatrizMaRDI QIDQ313595

List of research outcomes

Publication	Date of Publication	Type
Actuarial pricing with financial methods	2023-06-09	Paper
Pareto efficient buy and hold investment strategies under order book linked constraints	2022-06-30	Paper
Risk transference constraints in optimal reinsurance	2022-03-10	Paper
Omega ratio optimization with actuarial and financial applications	2021-06-07	Paper
Golden options in financial mathematics	2019-08-30	Paper
Differential equations connecting VaR and CVaR	2017-08-01	Paper
Good deals and benchmarks in robust portfolio selection	2016-10-07	Paper
VaR as the CVaR sensitivity: applications in risk optimization	2016-09-12	Paper
Optimal reinsurance under risk and uncertainty	2015-03-13	Paper
Good deals in markets with friction	2014-02-20	Paper
Conditional Tail Expectation and Premium Calculation	2013-12-12	Paper
Stable solutions for optimal reinsurance problems involving risk measures	2011-08-19	Paper
Minimizing measures of risk by saddle point conditions	2010-07-20	Paper
Deterministic regression model and visual basic code for optimal forecasting of financial time series	2009-07-17	Paper
Optimal reinsurance with general risk measures	2009-06-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Beatriz Balbás