2009

Abad, P. and Benito, S. (2009) “Accuracy of VaR calculated using empirical models of the term structure” International Journal of Theoretical & Applied Finance, 12(6), 811-832.

Albarrán, I., Alonso, P. and Bolancé, C. (2009) “Comparación de los baremos español, francés y alemán para medir la dependencia de las personas con discapacidad y sus prestaciones” Revista Española de Salud Pública, 83, 379-372.

Bermúdez, L. (2009) “A priori ratemaking using bivariate Poisson regression models” Insurance: Mathematics and Economics, 44(1), 135-141.

Bermúdez, L. (2009) “Métodos estocásticos para el cálculo de la provisión técnica de prestaciones pendientes en solvencia II” Revista Cuadernos Actuariales, 13, 1-12.

Bermúdez, L., Guillén, M. and Solé-Auró, A. (2009) “Escenarios del impacto de la inmigración en la longevidad y dependencia de los mayores en la población española” Revista Española de Geriatría y Gerontología, 44(1), 19–24.

Boucher, J.P. and Guillén, M. (2009) “A survey on models for panel count data with applications to insurance” RACSAM, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Serie A, Matemáticas, 103(2), 277-294.

Boucher, J.P., Denuit, M. and Guillén, M. (2009) “Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data” Journal of Risk and Insurance, 76(4), 821-846.

Chuliá, H., Climent, F.J., Soriano, P. and Torró, H. (2009) “Volatility transmission patterns and terrorist attacks” Quantitative Finance, 9(5), 607-619.

D’Amico, G., Guillén, M. and Manca, R. (2009) “Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application” Insurance: Mathematics and Economics, 45(2), 173-179.

Gil-Lafuente and A.M., Merigó, J.M. (2009) “The induced generalized OWA operator” Information Sciences, 179(6), 729-741.

Gil-Lafuente and A.M., Merigó, J.M. (2009) “OWA operators in generalized distances” International Journal of Mathematical and Computer Sciences, 5(1), 11-18.

Gil-Lafuente and A.M., Merigó, J.M. (2009) “On the use of the OWA operator in the adequacy coefficient” Modelling, Measurement and Control D, 30(1), 1-15.

Gómez-Puig, M. (2009) “Systemic and idiosyncratic risk in EU-15 sovereign yield spreads after seven years of monetary union” European Financial Management, 15(5), 971-1000.

Gómez-Puig, M. (2009) “The immediate effect of monetary union over EU-15’s sovereign debt yield spreads” Applied Economics, 41(7), 929-939.

Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2009) “Cross-buying behaviour and customer loyalty in the insurance sector” ESIC Market, 132, 77-136.