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Adding prior knowledge to quantitative operational risk models

Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; … - In: The journal of operational risk 8 (2013) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10010256991

Quantifying the risk using copulae with nonparametric marginals

Bolancé, Catalina; Bahroui, Zuhair; Artís Ortuño, Manuel - In: Insurance / Mathematics & economics 58 (2014), pp. 46-56

Persistent link: https://www.econbiz.de/10010437637

Time-varying credibility for frequency risk models : estimation and tests for autoregressive specifications on the random effects

Bolancé, Catalina (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724077

Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims

Vernic, Raluca; Bolancé, Catalina; Alemany, Ramon - In: Insurance / Mathematics & economics 102 (2022), pp. 111-125

Persistent link: https://www.econbiz.de/10013271963

Price and profit optimization for financial services

Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens … - In: Risks : open access journal 6 (2018) 1, pp. 1-12

Prospective customers of financial and insurance products can be targeted based on the profit the provider expects to earn from them. We present a model for individual expected profit and two alternatives for calculating optimal personalized prices that maximize the expected profit. For one of...

Persistent link: https://www.econbiz.de/10011811546

A nonparametric approach to calculating value-at-risk

Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 255-262

Persistent link: https://www.econbiz.de/10009736109