Departamentos

  1. Portada
  2. Investigación
  3. Publicaciones
  4. Artículos en revistas

Artículos en revistas

  • Heras, A.; Moreno, I. & Vilar, J.L. (2018) An Application of Two-Stage Quantile Regression to Insurance Ratemaking, Scandinavian Actuarial

  • Vela-Pérez, M.; García-Cuesta, E.; Gómez-Vergel, D.; Gracia-Expósito, L; López-López, J. M. (2018). Rediction of User Interest by Predicting Product Text Reviews. Lecture Notes in Computer Science, 1, 147-161.

  • Dylewska, E.; Gil Fana, J.A.; Heras, A. & Vilar, J.L. (2017) Modelización estocástica de los requisitos de capital de Solvencia II por el riesgo de caídas de cartera para un seguro de vida de larga duración, Anales del Instituto de Actuarios Españoles 23, 71-101

  • Vilar, J.L.; Vilar, E. & Heras, A. (2017) Online Product Returns Risk Assessment and Management, TOP 25 (3), 445-466.

  • Heras, A. (2017) Los valores éticos del negocio asegurador. Una aproximación histórica, Revista Torre de los Lujanes 71, 81-90.

  • Bodnar, M.; Okińczy, N.; Vela-Pérez, M. (2017). Mathematical model for path selection by ants between nest and food source. Mathematical biosciences, 285, 14-24.

  • Batsidis, A., Martín, N., Pardo, L., Zografos, K. (2016). ϕ-Divergence Based Procedure for Parametric Change-Point Problems. Methodology and Computing in Applied Probability, 18(1), 21-35.

  • Basu, A., Mandal, A., Martin, N., Pardo, L. (2016). Generalized Wald-type tests based on minimum density power divergence estimators. Statistics, 50(1), 1-26.

  • Ghosh, A., Mandal, A., Martín, N., Pardo, L. (2016). Influence analysis of robust Wald-type tests. Journal of Multivariate Analysis, 147, 102-126.

  • Martin, N., Mata, R., Pardo, L. (2016). Wald type and phi-divergence based test-statistics for isotonic binomial proportions. Mathematics and computers in simulation, 120, 31-49.

  • Mateos-Aparicio Morales, G.; Hernández Estrada, A; Martínez Rodríguez, E. (2016). A Tool to Translate Scores Across Different Systems. Procedia-Social and behavioral Sciences. 228, pp. 362-368.

  • Pérez Martín, M.; Dorado Sánchez, J.F. (2016). Impacto de las nuevas tecnologías advanced analytics y visualización de datos en el manejo y detección temprana de fraude en el sector asegurador. Revista Actuarios Ilustre Colegio Actuarios de España, 39 (otoño 2016), 20-2.

  • Heras, A.; Balbás, A.; Balbás, B. & Balbás, R. (2015) The Multiobjective Nature of Bonus-Malus Systems in Insurance Companies, en Al-Shammari & Masri (eds) Multiple Criteria Decision Making in Finance, Insurance and Investment, Springer, pp 159-169..         

  • Alonso-Revenga, J. M., Martín, N., Pardo, L. (2015). New improved estimators for overdispersion in models with clustered multinomial data and unequal cluster sizes. Statistics and Computing, 1-25.

  • Balbás, A.; Balbás, B.; Balbás, R. & Heras, A. (2015) Optimal Reinsurance under Risk and Uncertainty, Insurance: Mathematics and Economics 60, 61-74.

  • Heras, A. & Teira, D. (2015) ¿Cómo mide el riesgo el Observador Imparcial? Crítica. Revista Hispanoamericana de Filosofía Vol. 47, nº 139, 47-65

  • del Campo, C.; Cancer, A.; Pascual-Ezama, D.; Urquía-Grande, E. (2015) “EMI vs. Non-EMI: Preliminary Analysis of the Academic Output within the INTE-R-LICA Project”, Procedia - Social and Behavioral Sciences, 212(2), 74- 79.doi:10.1016/j.sbspro.2015.11.301.

  • Lorenzo, J.M., Noriega, I.H., Prieto-Rumeau, T. (2015). Approximation of two-person zero-sum continuous-time Markov games with average payoff criterion. Operations Research Letters 43 pp. 110–116.

  • Prieto-Rumeau, T. Lorenzo, J.M. (2015). Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion. Top. In press.

  • Zubelzu, S., Álvarez, R., Hernández, A. (2015). Methodology to calculate the carbon footprint of household land use in the urban planning stage. Land Use Policy, 48, 223-235.

  • Delicado, P., Hernández, A., Lugosi, G. (2014). Data-based decision rules about the convexity of the support of a distribution. Electronic Journal of Statistics, 8(1), 96-129.

  • Maroto, J.M., Moran, M., (2014). Detecting the presence of depensation in collapsed fisheries: The case of the Northern cod stock. Ecological Economics 97, 101-109. (Abstract)

  • Pérez Martín, M. (2014). El mercado de microseguros en España: posibilidades para su implantación. Revista gerencia de Riesgos y Seguros, Fundación Mapfre, 120, 24-32.

  • Heras, A.; Bousoño, C. & Tolmos, P. (2013) Prediction of Claims and Selection of Risk Factors in Automobile Insurance using Support Vector Machines, Genetic Algorithms and Classification Trees, en Salcedo, Claramunt, Heras & Vilar (eds) Statistical and Soft Computing Approaches to Insurance Problems, Nova Science Publishers, New York, pp. 69-86.

  • Vilar, J.L.; Lozano, C. & Hernández, M. (2013) Implicit Loadings in Life Insurance Ratemaking and Coherent Risk Measures, Anales del Instituto de Actuarios Españoles 19, 85-100.

  • Rivas, V.; Heras, A. & de la Peña, V. (2013) Key Contributions of Own Risk Solvency Assessment (ORSA) to the Improvement of the ERM of Insurance Companies: a Practical and International Vision, Anales del Instituto de Actuarios Españoles 19, 1-30.

  • Heras, A.; Vilar, J.L. & Balbás, B. (2013) Las modernas medidas del riesgo y sus aplicaciones actuariales, Cuadernos Actuariales nº 15, ADC21, Col.legi d’actuaris de Catalunya.

  • Hernández, M; Lozano, C. & Vilar, J.L. (2013) La prima de riesgo recargada en un seguro de rentas: tarificación mediante el uso de una medida de riesgo coherente, Revista de Métodos Cuantitativos para la Economía y la Empresa 15, 151 – 167

  • Hernández, M; Lozano, C. & Vilar, J.L. (2013) El cálculo de la prima única de riesgo mediante la medida de riesgo transformada proporcional del tanto instantáneo, Atlantic Review of Economics 1.

  • Maroto, J.M., Moran, M., Sandal, L.K., Steinshamn, S.I., (2012). PotentialCollapse in Fisheries with Increasing Returns and Stock-dependent Costs. Marine Resource Economics 27, 43-63. (Abstract)

  • Heras, A.; Balbás, B. & Vilar, J.L. (2012) Conditional Tail Expectation and Premium Calculation, ASTIN Bulletin 42 (1), 325-342.

  • Mateos-Aparicio, G. (2011). Partial Least Squares (PLS) Methods: Origins, Evolution and Application to Social Sciences. Communications in Statistics – Theory and Methods.

  • Maydeu-Olivares, A.; Cai, L.; Hernández, A. (2011). Comparing the fit of Item Response Theory and Factor Analysis Models. Structural Equation Modeling, 18, 333-356.

  • Balbás, A.; Balbás, B. & Heras, A. (2011) Stable Solutions for Optimal Reinsurance Problems Involving Risk Measures, European Journal of Operational Research 214, 796-804.

  • Vilar, J.L. & Sánchez, J.R. (2011) Bayesian and Credibility Estimation for the Chain Ladder Reserving Method, Anales del Instituto de Actuarios Españoles, pp. 51 - 74.


Publicaciones anteriores

  • Prieto-Rumeau, T., Lorenzo, J.M. (2010). Approximating ergodic average reward continuous-time controlled Markov chains. IEEE Trans. Automat. Control 55, pp. 201–207. 

  • Maroto, J.M. (2009). Comment on the paper “The Evaluation of Fisheries Management: A Dynamic Stochastic Approach”, Moneda y Crédito 228, 139-144. (Abstract) (Resumen extendido)

  • Casado, C. M. M. (2008). A brief history of the mathematical equivalence between the two quantum mechanics. Latin-American Journal of Physics Education, 2(2), 9.

  • Mahat, N. I.; Krzanowski, W. J.; Hernandez, A. (2008). Strategies for non-parametric smoothing of the location model in mixed-variable discriminant analysis. Modern Applied Science, 3(1), 151.

  • Maroto, J.M., Moran, M. (2008). Increasing marginal returns and the danger of collapse of commercially valuable fish stocks. Ecological Economics 68, 422-428. (Abstract) (Resumen extendido)

  • Maroto, J.M., Moran, M., (2007). Lipschitz continuous dynamic programming with discount II. Nonlinear Analysis 67, 1999-2011. (Abstract) (Resumen extendido)

  • Maydeu-Olivares, A., Hernández, A. (2007). Identification and small sample estimation of Thurstone's unrestricted model for paired comparisons data. Multivariate Behavioral Research, 42(2), 323-347.

  • Maroto, J.M., Moran, M. (2005). Lipschitz continuous dynamic programming with discount. Nonlinear Analysis 62, 877-894. (Abstract) (Resumen extendido)