2
H index
1
i10 index
14
Citations
Universitat de Barcelona | 2 H index 1 i10 index 14 Citations RESEARCH PRODUCTION: 3 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anna Castañer. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Xarxa de Referència en Economia Aplicada (XREAP) | 2 |
Year | Title of citing document |
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2022 | A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (2022). Woo, Jae-Kyung ; Liu, Haibo ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:96-118. Full description at Econpapers || Download paper |
2021 | Splitting models for multivariate count data. (2021). Fernique, Pierre ; Peyhardi, Jean ; Durand, Jean-Baptiste. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x2030258x. Full description at Econpapers || Download paper |
2022 | New characterizations of bivariate discrete Schur-constant models. (2022). Mulinacci, Sabrina ; Kolev, Nikolai. In: Statistics & Probability Letters. RePEc:eee:stapro:v:180:y:2022:i:c:s0167715221001954. Full description at Econpapers || Download paper |
2021 | Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities. (2021). Lefevre, Claude ; Simon, Matthieu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-019-09744-2. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | La probabilidad de supervivencia en un modelo con reaseguro proporcional de umbral In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Survival probabilities in bivariate risk models, with application to reinsurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
2015 | Discrete Schur-constant models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 11 |
2014 | Some optimization and decision problems in proportional reinsurance In: UB School of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Ruin probability and time of ruin with a proportional reinsurance threshold strategy In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 1 |
2013 | An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Optimal stop-loss reinsurance: a dependence analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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