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Mayoral, Silvia
8
Gzyl, Henryk
4
Morales, Manuel
2
Balbás, Aleiandro
1
Balbás, Alejandro
1
Balbás, Raquel
1
Biffis, Enrico
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
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OLC EcoSci
ECONIS (ZBW)
78
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On the expected discounted penalty function for a perturbed risk process driven by a subordinator
Morales, Manuel
- In:
Insurance / Mathematics & economics
40
(
2007
)
2
,
pp. 293-301
Persistent link: https://www.econbiz.de/10007397162
Saved in:
2
An insurance risk model with stochastic volatility
Biffis, Enrico
;
Morales, Manuel
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 52-67
Persistent link: https://www.econbiz.de/10008378695
Saved in:
3
Vector Optimization Approach for Pricing and Hedging in Imperfect Markets
Balbás, Aleiandro
;
Mayoral, Silvia
- In:
INFOR : information systems and operational research
42
(
2004
)
3
,
pp. 217
Persistent link: https://www.econbiz.de/10006244630
Saved in:
4
A method for determining risk aversion functions from uncertain market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 84-90
Persistent link: https://www.econbiz.de/10008422775
Saved in:
5
Corporation as a Crucial Ally Against Corruption
Calderón, Reyes
;
Álvarez-Arce, José Luis
;
Mayoral, Silvia
- In:
Journal of business ethics : JOBE
87
(
2009
)
1
,
pp. 319-332
Persistent link: https://www.econbiz.de/10008240890
Saved in:
6
Determination of risk pricing measures from market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 437-443
Persistent link: https://www.econbiz.de/10008149204
Saved in:
7
Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
Balbás, Alejandro
;
Balbás, Raquel
;
Mayoral, Silvia
- In:
European journal of operational research : EJOR
192
(
2009
)
2
,
pp. 603-620
Persistent link: https://www.econbiz.de/10008161344
Saved in:
8
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10009925157
Saved in:
9
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
4
,
pp. 299-313
Persistent link: https://www.econbiz.de/10009998599
Saved in:
10
Determination of risk pricing measures from market prices of risk
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 437-444
Persistent link: https://www.econbiz.de/10008893150
Saved in:
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