The following pages link to Beatriz Balbás (Q313595):
Displayed 15 items.
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- Deterministic regression model and visual basic code for optimal forecasting of financial time series (Q2389523) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Conditional Tail Expectation and Premium Calculation (Q2866015) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Actuarial pricing with financial methods (Q6156013) (← links)