Browsing by Author Belles Sampera, Jaume
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) |
|---|---|---|
| 5-Aug-2021 | An examination of the tail contribution to distortion risk measures | Santolino, Miguel; Belles Sampera, Jaume; Sarabia Alegría, José María; Guillén, Montserrat |
| 2013 | Beyond Value-at-Risk : GlueVaR Distortion Risk Measures | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 1-Nov-2023 | Explainable AI for paid-up risk management in life insurance products | Bermúdez, Lluís; Anaya, David; Belles Sampera, Jaume |
| 12-Sep-2023 | Haircut Capital Allocation as Solution of a Quadratic Optimization Problem | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2013 | Indicators for the characterization of discrete Choquet integrals | Belles Sampera, Jaume; Guillén, Montserrat; Merigó Lindahl, José M.; Santolino, Miguel |
| 30-Jul-2015 | Quantitative risk assessment, aggregation functions and capital allocation problems | Belles Sampera, Jaume |
| 2012 | The connection between distortion risk measures and ordered weighted averaging operators [WP] | Belles Sampera, Jaume; Merigó Lindahl, José M.; Guillén, Montserrat; Santolino, Miguel |
| 2013 | The use of flexible quantile-based measures in risk assessment [WP] | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |