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Capital requirements : are they the best solution?
Balbás de la Corte, Alejandro - 2008
Persistent link: https://www.econbiz.de/10003972526
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Compatibility between pricing rules and risk measures : the CCVaR
Balbás de la Corte, Alejandro; Balbás, Raquel - 2009
Persistent link: https://www.econbiz.de/10003972528
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Stability of the optimal reinsurance with respect to the risk measure
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - 2010
Persistent link: https://www.econbiz.de/10003972666
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Extending pricing rules with general risk functions
Balbás de la Corte, Alejandro; Balbás, Raquel; … - In: European journal of operational research : EJOR 201 (2010) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10003973521
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CAPM and APT-like models with risk measures
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Journal of banking & finance 34 (2010) 6, pp. 1166-1174
Persistent link: https://www.econbiz.de/10003977941
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On the future contract quality option : a new look
Balbás de la Corte, Alejandro; Reichardt, Susana - In: Applied financial economics 20 (2010) 13/15, pp. 1217-1229
Persistent link: https://www.econbiz.de/10009010290
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Good deals and compatible modification of risk and pricing rule : a regulatory treatment
Assa, Hirbod; Balbás de la Corte, Alejandro - In: Mathematics and financial economics 4 (2011) 4, pp. 253-268
Persistent link: https://www.econbiz.de/10009152815
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Maxim portfolios in models where immunization is not feasible
Balbás de la Corte, Alejandro; Ibáñez, Alfredo - In: Computational methods in decision-making, economics and …, (pp. 139-165). 2010
Persistent link: https://www.econbiz.de/10009153090
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The multiobjective nature of Bonus-Malus systems in insurance companies
Heras, Antonio; Balbás de la Corte, Alejandro; … - In: Multiple criteria decision making in finance, insurance …, (pp. 159-169). 2015
Persistent link: https://www.econbiz.de/10011374138
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Optimal reinsurance : a risk sharing approach
Balbás de la Corte, Alejandro; Balbas, Beatriz; … - In: Risks : open access journal 1 (2013) 2, pp. 45-56
This paper proposes risk sharing strategies, which allow insurers to cooperate and diversify non-systemic risk. We deal with both deviation measures and coherent risk measures and provide general mathematical methods applying to optimize them all. Numerical examples are given in order to...
Persistent link: https://www.econbiz.de/10010199029