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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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Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 214 (2011) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444