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Jaume Belles Sampera
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Year
Beyond value‐at‐risk: GlueVaR distortion risk measures
J Belles‐Sampera, M Guillén, M Santolino
Risk Analysis 34 (1), 121-134, 2014
1152014
The connection between distortion risk measures and ordered weighted averaging operators
J Belles-Sampera, JM Merigó, M Guillén, M Santolino
Insurance: Mathematics and Economics 52 (2), 411-420, 2013
542013
GlueVaR risk measures in capital allocation applications
J Belles-Sampera, M Guillén, M Santolino
Insurance: Mathematics and Economics 58, 132-137, 2014
422014
Compositional methods applied to capital allocation problems
J Belles-Sampera, M Guillen, M Santolino
Journal of Risk, Forthcoming, 2016
312016
Indicators for the characterization of discrete Choquet integrals
J Belles-Sampera, JM Merigó, M Guillén, M Santolino
Information Sciences 267, 201-216, 2014
302014
What attitudes to risk underlie distortion risk measure choices?
J Belles-Sampera, M Guillen, M Santolino
Insurance: Mathematics and Economics 68, 101-109, 2016
262016
The use of flexible quantile-based measures in risk assessment
J Belles-Sampera, M Guillén, M Santolino
Communications in Statistics-Theory and Methods 45 (6), 1670-1681, 2016
162016
Rutas de recogida de muestras y error en el proceso analítico
JB Sampera, SV Pedret, MG Castellvi, JMM Amengual
Revista del Laboratorio Clínico 5 (1), 10-17, 2012
82012
Distortion risk measures for nonnegative multivariate risks
J Belles-Sampera, M Guillén, JM Sarabia
Journal of Operational Risk, 2018
52018
Risk Quantification and Allocation Methods for Practitioners
J Belles-Sampera, M Guillén, M Santolino
Amsterdam University Press, 2017
52017
Some new definitions of indicators for the Choquet Integral
J Belles-Sampera, JM Merigó, M Santolino
Aggregation Functions in Theory and in Practise: Proceedings of the 7th …, 2013
32013
Distortion risk measures for nonnegative multivariate risks
GI Estany, JM Sarabia, J Belles-Sampera, F Prieto
Journal of Operational Risk 13 (2), 2018
22018
Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: una aplicación de las medidas de riesgo distorsionadas
J Belles-Sampera, M Santolino
Revista de Métodos Cuantitativos para la Economía y la Empresa 15, 65-86, 2013
22013
Laboratorio clínico 2.0
O Jimenez, MJ Alsina
Rev. lab. clín, 1-2, 2012
22012
An examination of the tail contribution to distortion risk measures
M Santolino, J Belles-Sampera, GI Estany, JM Sarabia
Journal of Risk 23 (6), 2019
12019
Generalizing some usual risk measures in financial and insurance applications
J Belles-Sampera, M Guillén, M Santolino
Modeling and Simulation in Engineering, Economics, and Management …, 2013
12013
Explainable AI for paid-up risk management in life insurance products
L Bermúdez, D Anaya, J Belles-Sampera
Finance Research Letters 57, 104242, 2023
2023
Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem
J Belles-Sampera, M Guillen, M Santolino
Mathematics 11 (18), 3846, 2023
2023
Estructura de dependencia entre el riesgo de longevidad y de mortalidad y su impacto en el capital requerido de solvencia (SCR)
J Belles Sampera, M Santolino, A Rubio-Pallarés
Anales del Instituto de Actuarios Españoles, 2017, vol. 4, num. 23, p. 1-21, 2017
2017
IMPACT OF THE DEPENDENCE STRUCTURE BETWEEN LONGEVITY AND MORTALITY RISKS IN SOLVENCY CAPITAL REQUIREMENTS (SCR)
J Belles-Sampera, M Santolino, A Rubio-Pallares
ANALES DEL INSTITUTO DE ACTUARIOS ESPANOLES, 21-47, 2017
2017
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