2010

Abad, P. and Benito, S. (2010) “A parametric model to estimate risk in a fixed income portfolio. An application to calculate value at risk” SORT - Statistics and Operations Research Transactions, 34, 21-44.

Abad, P., Chuliá, H. and Gómez Puig, M. (2010) “EMU and European Government bond market integration” Journal of Banking and Finance, 34, 2851-2860.

Ayuso, M, Guillén, M. and Alcañiz, M. (2010) “The impact of traffic violations on the estimated cost of traffic accidents with victims” Accident Analysis and Prevention, 42(2), 709-717.

Ayuso, M., Bermúdez, L. and Santolino, M. (2010) “Una metodología alternativa para el cálculo de los perjuicios económicos futuros ante la reforma del sistema de valoración del daño corporal” Revista Española de Seguros, 141, 91-108.

Ayuso, M., Bermúdez, L. and Santolino, M. (2010) “Valoración actuarial del perjuicio económico futuro derivado de los accidentes de tráfico” Anales del Instituto de Actuarios Españoles, 16, 141-160.

Ayuso, M., del Pozo, R. and Escribano, F. (2010) “Factores sociodemográficos y de salud asociados a la institucionalización de personas dependientes” Revista Española de Salud Pública, 84(6), 789-798.

Barcellos, L., Gil-Lafuente and A.M., Merigó, J.M. (2010) “Uncertain induced generalized aggregation operators and its application in the theory of expertons” Fuzzy Economic Review, 15(2), 25-42.

Bermúdez, L., Ayuso, M. and Santolino, M. (2010) “Reflexiones y perspectivas sobre la futura reforma del baremo de indemnizaciones” Gerencia de Riesgos y Seguros, 108, 24-40.

Bolancé, C. (2010) “Optimal inverse Beta (3,3) Transformation in kernel density estimation” SORT - Statistics and Operations Research Transactions, 34(2), 223-238.

Bolancé, C., Ferri, A. and Santolino, M. (2010) “Posicionamiento de las entidades aseguradoras del ramo de vida ante la puesta en marcha de programas de enterprise risk management” Anales del Instituto de Actuarios Españoles, 187-214.

Bolancé, C., Guillén M. and Nielsen, J.P. (2010) “Transformation kernel estimation of insurance claim cost distributions” in Corazza, M. and Pizzi, C (Eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, 43-51.

Boucher, J.P. and Santolino, M. (2010) “Discrete distributions when modelling the disability severity score of motor victims” Accident Analysis and Prevention, 42(6), 2041-2049.

Chuliá, H., Martens, M. and van Dijk, D. (2010) “Assymmetric effects of federals funds target rates changes on S&P100 stock returns, volatilities and correlations” Journal of Banking and Finance, 34(4), 834-839.

Gil-Lafuente, A.M. and Merigó, J.M. (2010) “New decision-making techniques and their application in the selection of financial products” Information Sciences, 180(11), 2085-2094.

Gil-Lafuente, A.M. and Merigó, J.M. (2010) “Decision making techniques in a unified model between the weighted average and the OWA operator” Lectures on Modelling and Simulation, 11(1), 156-165.

Porta, M., Gasull, M., Puigdomènech, E., Garí, M., de Basea, M.B., Guillén, M., López, T., Bigas, E., Pumarega, J., Llebaria, X., Grimalt, J.O. and Tresserras, R. (2010) “Distribution of blood concentrations of persistent organic pollutants in a representative sample of the population of Catalonia” Environment International, 36, 655-664.

Ruiz, E., Bolancé, C. and Fontanals, H. (2010) “Testing the shape of international term structure of interest rate” International Journal of Financial Markets and Derivatives, 1, 422-437.

Santolino, M. (2010) “Determinants of the decision to appeal against motor bodily injury judgements made by Spanish trial courts” International Review of Law and Economics, 30, 37-54.

Santolino, M. and Boucher, J.P. (2011) “Modelling the disability severity score in motor insurance claims: an application to the Spanish case” Journal of Financial Decision Making, 6(2), 81-93.

Solé-Auró, A., Mompart Penina, A., Brugulat Guiterras, P. and Guillén, M. (2010) “Inmigración y uso de servicios sanitarios en tres zonas sanitarias de Cataluña [Immigration and use of medical services in three Catalan health zones]” Revista Española de Economía de la Salud, 9(2), 81-91.

Valls, N. and Chuliá H. (2010) “Análisis de volatilidad y correlación entre EE.UU y Asia” Cuadernos de Economía, 33, 33-56.