2022
Sarabia, J.M. & Guillen, M. (2022) “Aggregation of Dependent Risks: A Survey”. RISK2022 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Fernández-Fontelo. A., Puig, P., Guillen, M. & Moriña, D. (2022) “Modelling the impact of Covid-19 pandemics on health insurance associated services demand”. RISK2022 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Guillen, M. (2022) “Motor insurance with telematics driving data”. Riskday ETH Zurich. Zurich, Switzerland. September 16.
Guillen, M. (2022) “The pensions of a bon-vivant are called tontines”. Meeting of the Royal Academy of Doctors. Girona, Spain. May 13-15.
Vidal-Llana, X. (2022) “Alternative scoring function specifications for estimating Conditional Tail Expectation regression via Neural Networks”. RISK 2022, 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Vidal-Llana, X. (2022) “Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility”. 25th (2022) International Congress on Insurance: Mathematics and Economics (IME22). Guangzhou, China. July 12-15.
Vidal-Llana, X. (2022) “Cross-sectional quantile regression to estimate conditional value at risk of returns during high volatility periods”. European Financial Management Association Conference 2022 (EFMA22). Rome, Italy. June 29-July 2.
Vidal-Llana, X. (2022) “External Spillover Index and its relation with GDP per capita on European countries”. Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF2022). Salerno, Italy. April 20-22.
Belles-Sampera, J., Santolino, M. (2022) Quantile capital allocation and dependence structure of risks. RISK 2022, 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Alcañiz, M., Estévez, M., Santolino, M. (2022) “La demanda hospitalaria por Covid-19: relación a corto y largo plazo con la incidencia registrada”. RISK 2022, 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Blanc-Blocquel, A., Ortiz-Gracia, L., Oviedo, R. (2022) “Hedging at-the-money digital options near maturity”. II Encuentro RSME-UMA. Málaga, Spain. December 12-16.
Blanc-Blocquel, A., Ortiz-Gracia, L., Oviedo, R. (2022) “Estimation of stochastic volatility models via the likelihood function”. II Encuentro RSME-UMA. Málaga, Spain. December 12-16.
Vega Baquero, J., Santolino, M. (2022) “Capital flows in integrated capital markets: the MILA case”. RISK 2022, 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Vega Baquero, J., Santolino, M. (2022) “Capital flows in integrated capital markets: the MILA case”. COMPSTAT 2022: 24th International Conference on Computational Statistics. Bolonia, Italy. August 23-26.
Vega Baquero, J., Santolino, M. (2022) “Capital flows in integrated capital markets: the MILA case”. CoDaWork 2022: International Workshop on Compositional Data Analysis. Toulouse, France. June 28-July 01.
Chuliá, H. (2022) “Connectedness and spillovers between energy stock markets: Evidence from emerging countries”. 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Chuliá, H., Muñoz, J.A., Uribe, J.M. (2022) “Connectedness and spillovers between energy stock markets: Evidence from emerging countries”.8th International Symposium on Environment and Energy Finance Issues. Paris, France. May 23-24.
Chuliá, H., Muñoz, J.A., Uribe, J.M. (2022) “Connectedness and spillovers between energy stock markets: Evidence from emerging countries”.Global Conference on Business and Finance. San Jose, Costa Rica. May 24-27.
Chuliá, H., Garrón, I., Uribe, J.M. (2022) “Daily Growth at Risk: financial or real drivers? The answer is not always the same”. 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Chuliá, H., Garrón, I., Uribe, J.M. (2022) “Daily Growth at Risk: financial or real drivers? The answer is not always the same”. 29th Finance Forum Annual Meeting. Santiago de Compostela, Spain. July 7-8.
Chuliá, H., Garrón, I., Uribe, J.M. (2022) “Monitoring daily unemployment at risk”.42nd International Symposium on Forecasting. Oxford, UK. July 10-13.
Anaya, D., Belles-Sampera, J., Bermúdez, L. (2022) “Predictive models for paid-ups in life insurance saving products”. 8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Anaya, D., Belles-Sampera, J., Bermúdez, L. (2022) “Predictive models for paid-ups in life insurance saving products”. Tenth International Hybrid Conference on Mathematical And Statistical Methods For Actuarial Sciences And Finance. Salerno, Italy. April 20-22.
Bermúdez, L. (2022) “Ratemaking for insurance policies with multiple guarantees based on finite mixture of regressions”. Statistical Learning in Actuarial Applications Working Party. UK.
Bermúdez, L., Karlis, D. (2022) “Modelling bivariate claim count data using a finite mixture of regressions and a classification rule”.8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Bermúdez, L., Karlis, D. (2022) “Modelling bivariate claim count data using a finite mixture of regressions and a classification rule”.Tenth International Hybrid Conference on Mathematical And Statistical Methods For Actuarial Sciences And Finance. Salerno, Italy. April 20-22.
López-Tamayo, J., Pérez-Marín, A.M. (2022) “Actividades de Evaluación Continuada ¿Estamos cubriendo los objetivos que perseguimos? ¿Qué opinan los estudiantes al respecto?”. XIV Jornadas de Docencia en Economía. Toledo, Spain. June 30-July 01.
Fernández-Pérez, A., Gómez-Puig, M., Sosvilla-Rivero, S. (2022) “Consumer and business sentiments in the euro area: A tale of two crises”.8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Fernández-Pérez, A., Gómez-Puig, M. and Sosvilla-Rivero, S. (2022) “Consumer and business confidence in the euro area: A tale of two crises”. 8thWorkshop on Risk Management and Insurance Research (RISK 2022). Barcelona, Spain. October 20-21.
Gómez-Puig, M., Pieterse-Bloem, M., Sosvilla-Rivero, S. (2022) “Dynamic connectedness between credit risk and liquidity in EMU sovereign debt markets”. XIX Workshop in Economic Integration (INTECO). Castellón de la Plana, Spain. November 24-25.
Gómez-Puig, M., Pieterse-Bloem, M., Sosvilla-Rivero, S. (2022) “Dynamic connectedness between credit risk and liquidity in EMU sovereign debt markets”.8th Workshop on Risk Management and Insurance Research. Barcelona, Spain. October 20-21.
Gómez-Puig, M., Sosvilla-Rivero, S., Martínez-Zarzoso, I. (2022) “On the heterogeneous link between public debt and economic growth”.EFMA Annual Meetings. Rome, Italy. June 29-July 02.
Gómez-Puig, M., Sosvilla-Rivero, S., Martínez-Zarzoso, I. (2022) “On the heterogeneous link between public debt and economic growth”. XIII Conference on International Economics. Málaga, Spain. June 16-17.
Pesantez-Narvaez, J., Guillen, M., Alcañiz, M. (2022) “A hybrid boosting-based machine for rare events in cross-sectional studies”. Congreso de Investigación Aplicada a Ciencia de Datos – II Congreso Nacional de R Users Group. Ecuador. January 24-28.
Ayuso, M., Bravo, J.M. (2022) “Indexing pensions to life expectancy: Keeping the system fair across generations”. Tenth International Hybrid Conference on Mathematical and Statistical methods for Actuarial Sciences and Finance, MAF 2022. Salerno, Italy. April 20-22.
Ayuso, M., Palmer, E., Holzmann, R., Bravo, J. (2022) “Inequality in the length of life: Moving beyond conventional lifespan measures and approaches”. European Congress of Actuaries, ECA 2022. Madrid, Spain. June 2-3.
Vives i Santa Eulàlia, J. (2022) “A Malliavin calculus approach to volatility modelling”. IMSI, Chicago. Workshop on Advances in Optimal Decision Making under Uncertainty. Texas, US. March 28 – April 1.
Vives i Santa Eulàlia, J. (2022) “Malliavin calculus for additive processes: application to pricing cumulative loss derivatives”. Seminari de la Université Mohamed VI Polytechnique. Marroc. February 1.
2021
Vega Baquero, J., Santolino, M. (2021) “Too big to fail? An analysis of the Colombian banking system through compositional data”. 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, CMStatistics. London, UK. December 18-20.
Santolino, M. (2021) “Coherent forecasts with Lee-Carter quantile mortality model” 24th International Congress on Insurance: Mathematics and Economics. Ulm, Germany. July 5-9.
Leitao, A., Ortiz-Gracia, L. (2021). “Model-free computation of risk contributions in credit portfolios”. SIMAI 2021 Conference. Parma, Italy. Agust 30 – September 9.
Leitao, A., Ortiz-Gracia, L. (2021). “Model-free computation of risk contributions in credit portfolios”. Annual Event of Finance Research Letters: Frontiers in Credit Risk. Virtual conference, July 5-6.
Guillen, M., Nielsen, J.P., Pérez-Marin, A.M. (2021) “Number of claims and number of near-misses for telematics pricing in automobile insurance”. American Risk and Insurance Association Annual Meeting. California, US. August 4.
Guillen, M. (2021) “Number of claims and number of near-misses for telematics pricing in automobile insurance” 3rd Insurance Data Science Conference. London/online. June 18.
Guillen, M. (2021) “Will telematics change ratemaking models in automobile insurance?”. Insurance, Mathematics and Economics. Invited session on Insurance Technology: Telematics Data Analysis. Virtual conference. July 8.
Guillen, M. (2021) “Big data en el sector seguros: de materia prima a razón de ser” EHU Universidad del Pais Vasco. October 28.
Guillen, M. (2021) “Big data en el sector seguros: de materia prima a razón de ser” Universitat de Valencia. November 10.
Guillen, M. (2021) “Big data en el sector seguros: de materia prima a razón de ser” CUNEF, Madrid. March 3.
Guillen, M. (2021) “Near-misses for telematics pricing in automobile insurance» Heriot-Watt University. December 1.
Guillen, M. (2021) “Risk analysis of driving data with near-miss ratemaking” University of Connecticut Seminar series. April 5.
Vernic, R., Bolancé, C. (2021) “Frequency and Severity Dependence in the Collective Risk Model: three approaches Based on Sarmanov Distribution”. 24th International Congress on Insurance: Mathematics and Economics, IME 2021. Germany, virtual conference. July 5-9.
Claveria, O., Monte, E., Torra, S. (2021) “Country-specific machine-learning sentiment indicators Nom del congrés: Jornadas”. Jornadas Interdisciplinarias en Sistemas Complejos 2021. Uruguai, virtual conference. September 30.
Chuliá, H., Garrón, I., Uribe, J.M. (2021) “Vulnerable Funding in the Global Economy”. European Economic Association 2021. Virtual conference. August 24-28.
Chuliá, H., Garrón, I., Uribe, J.M. (2021) “Vulnerable Funding in the Global Economy”. 27th Annual Meeting of the German Finance Association. Innsbruck, Germany. September 30 – October 2.
Merino, R., Pospíšil, J., Sobotka, T., Sottinen, T., Vives, J. (2021) “Decomposition formula for rough Volterra stochastic volatility models”. Modelling roughness and long-range dependence with fractional processes, MS-ID 18. Portoroz , Slovenia, virtual conference. June 23.
Merino, R., Pospíšil, J., Sobotka, T., Sottinen, T., Vives, J. (2021) “Decomposition formula for rough Volterra stochastic volatility models”. First Florence Paris workshop on Mathematical Finance. Florence, Italy, virtual conference. October 27-29.
Merino, R., Pospíšil, J., Sobotka, T., Sottinen, T., Vives, J. (2021) “Decomposition and Higher Order Approximation of Option Prices. Application to Heston Model”. Zoom Online Seminar Stochastics and Risk (STAR) of University of Oslo (UiO). January 29.
Bermúdez, L., Karlis, D., Kekempanos, A. (2021) “Ratemaking based on finite mixture of regressions and a classification rule”. 24th International Congress on Insurance: Mathematics and Economics. Virtual conference. July 5-9.
Bermúdez, L., Karlis, D. (2021) “Ratemaking for insurance policies with multiple guarantees based on finite mixture of regressions”. International Workshop of the Greek Statistical Institute. Greece. September 23-26.
Bravo, J. M., Ayuso, M. (2021) “Forecasting the retirement age: A Bayesian Model Ensemble Approach”. WorldCist’21 – 9th World Conference on Information Systems and Technologies. Terceira Island, Azores, Portugal. March 30-31, April 1-2.
Bravo, J. M., Ayuso, M., Holzmann, R., Palmer, E. (2021) “Intergenerational actuarial fairness when longevity increases: Amending the retirement age”. Sixteenth International Longevity Risk and Capital Markets Solutions Conference. Copenhagen, Denmark. August 13-14.
Ayuso, M., Palmer, E., Holzmann, R., Bravo, J. (2021) “Inequality in the length of life: Moving beyond conventional lifespan measures and approaches”. Sixteenth International Longevity Risk and Capital Markets Solutions Conference. Copenhagen, Denmark. August 13-14.
Ashofteh, A., Bravo, J. M., Ayuso, M. (2021) “A novel Layered Learning Approach for forecasting respiratory disease excess mortality during the COVID-19 pandemic”. CAPSI2021, 21th Portuguese Association for Information Systems Conference. Portugal, virtual conference. October 13-16.
Gómez-Puig, M., Martínez-Zarzoso, I., Sosvilla-Rivero, S. (2021) “Re-examining the debt-growth nexus: A grouped fixed-effect approach”. XXIII Applied Economics Meeting. Virtual conference. June 3-4.
Gil-Lafuente, A.M. (2021) “¿Acaso es la concentración de la riqueza lo que provoca la reducción de los tipos de interés?”. XVI congreso internacional de gestión, calidad, derecho y competitividad empresarial. Morelia, Michoacán, Mexico. October.
Gil-Lafuente, A.M. (2021) “Emerging technologies and stock volatility: a mini-review”. V International Congress on Innovation and Sustainability ICONIS. Sydney, Australia. December 29.
Gil-Lafuente, A.M. (2021) “Objetivos de desarrollo sostenible 2030: avances de México al 2021”. V International Congress on Innovation and Sustainability ICONIS. Sydney, Australia. December 29.
Gil-Lafuente, A.M., Boria-Reverter, S., Losilla-Ramirez, M. (2021) “Buscando la causa de la deflación: ¿demografía o concentración de la riqueza?”. I Congreso Internacional de Investigación en Contabilidad. Barcelona, Spain. December 9-10.
Alcañiz, M., Bermúdez, Ll., Garcia, S. (2021) “Factors socioacadèmics associats al temps fins a la graduació: detecció i seguiment dels estudiants en risc d’abandonament”. XI Congreso Internacional de Docencia Universitaria e Innovación (CIDUI). Virtual conference. June 29-30, July 1-2.
Abio, G., Alcañiz, M., Gómez-Puig, M., Ortiz-Gracia, L., Royuela, V., Rubert, G., Serrano, M., Stoyanova, A. (2021) “Analysing student perceptions on the use of a flipped classroom approach in Economics”. XVIII Foro Internacional sobre la Evaluación de la Calidad de la Investigación y de la Educación Superior (FECIES). Virtual conference. September 28-30.
Abio, G., Alcañiz, M., Rubert, G., Stoyanova, A. (2021) “Impacto del aprendizaje inverso en el rendimiento académico en Economía: una revisión de la literatura”. XVIII Foro Internacional sobre la Evaluación de la Calidad de la Investigación y de la Educación Superior (FECIES). Virtual conference. September 28-30.
Serrano, M., Abio, G., Alcañiz, M., Gómez-Puig, M., Royuela, V., Rubert, G., Stoyanova, A. (2021) “Perception and interaction of students in Team Based Learning: the role played by gender”. XI European Conference on Gender Equality in Higher Education. Virtual conference. September 15-17.
Abio, G., Alcañiz, M., Belloni, C., Gómez-Puig, M., Ortiz-Gracia, L., Royuela, V., Rubert, G., Serrano, M., Stoyanova, A. (2021) “Impact of peers in educational outcomes in economics”. 2nd International Conference in Experiences in Active Learning in Higher Education. Barcelona, Spain. November 5.
López-Tamayo, J., Pérez-Marín, A.M., Alcañiz, M. (2021) “Adaptación del aula inversa al formato online: efectos positivos de la pandemia Covid-19 en el aprendizaje” 2nd International Conference in Experiences in Active Learning in Higher Education. Barcelona, Spain. November 5.
Pérez-Marín, A.M., Alcañiz, M., López-Tamayo, J. (2021) “El aula inversa en la enseñanza de la Estadística: reflexiones tras tres años de aplicación”. XI Congreso Internacional de Docencia Universitaria e Innovación, CIDUI. Virtual conference. July 29-30, July 1-2.
Abio, G., Alcañiz, M., Gómez-Puig, M., Ortiz-Gracia, L., Royuela, V., Rubert, G., Serrano, M., Stoyanova, A. (2021) “Si vols arribar lluny, ves acompanyat: un estudi de les interaccions entre iguals a l’aula universitària”. VI Jornada de Recerca en Docència Universitària. Virtual conference. June 22-23.
Moriña, D., Fernández-Fontelo, A., Cabaña A., Arratia, A., Puig, P. (2021) “Bayesian Synthetic Likelihood Estimation for Underreported Time Series: Covid-19 Incidence in Spain”. International Conference on Time Series and Forecasting. Gran Canaria, Spain. July 19-21.
Cabaña, A., Arratia, A., Fernández-Fontelo, A., Moriña, D., Puig, P. (2021) “Count time series and estimation of under-reported cases of CoVID-19”. International Conference on Time Series and Forecasting. Gran Canaria, Spain. July 19-21.
Tur, J., Fernández-Fontelo, A., Cabaña, A., Arratia, A., Puig, P., Moriña, D. (2021) “tsIntegerAR package: an R package for integer-valued time series analysis”. International Conference on Time Series and Forecasting. Spain. Gran Canaria, Spain. July 19-21.
2020
Santolino, M. (2020) “Quantile Lee-Carter mortality model”. Actuarial Seminar Series-University of Melbourne, Australia. July 1.
Santolino, M. (2020) “The Lee-Carter quantile mortality model”. 6th Stochastic Modeling Techniques and Data Analysis International Conference. Barcelona, Spain. June 2-5.
Santolino, M. (2020) “Quantile Lee-Carter mortality model”. XIII Seminari anual IREA-UB. Barcelona, Spain. February 7.
Pesantez-Narvaez, J., Arroyo-Cañada, F.J., Argila-Irurita, A.M., Solé-Moro, M.L., Guillen, M. (2020) “Monitoring web-based evaluation of online reputation in Barcelona”. Congress on Intelligent Systems. India. September 5-6.
Pesantez-Narvaez, J., Guillen, M., & Alcañiz, M. (2020) “Modelling Subjective Happiness with a Survey Poisson Model and XGBoost using an Economic Security Approach”. Congress on Intelligent Systems. India. September 5-6.
Pesantez-Narvaez, J., Guillen, M., & Alcañiz, A. (2020) “Modelling Subjective Happiness with a Survey Poisson Model and XGBoost using an Economic Security Approach”. 4th International Scientific Conference on IT, Tourism, Economics, Management and Agriculture (ITEMA). Belgrade. October 8.
Pesantez-Narvaez, J., Guillen, M., Alcañiz, M. (2020) “A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data”. The Third International Conference on Data Science & Social Research. Bari, Italy, virtual conference. December 10-11.
Pitarque, A. Guillen, M. (2020) «An algorithm to fit conditional tail expectation regression models for vehicle excess speed in driving data». 3rd International Conference on Advanced Research Methods and Analytics, CARMA 2020. Valencia, Spain. July 8-9.
Pitarque, A., Guillen, M. (2020) «Joint Generalized Quantile and Conditional Tail Expectation Regression for Insurance Risk Analysis». 55th Actuarial Research Conference, ARC 2020. Nebraksa, US. August 10-12.
Sun, S., Bi, J., Guillen, M., Pérez-Marín, AM. (2020) «Regression scores to identify risky drivers from braking pulses». CARMA 2020 – 3rd International Conference on Advanced Research Methods and Analytics. Valencia, Spain. July 8-9.
Bermúdez, L., Guillén, M., Pitarque, A. (2020) “Joint Generalized Quantile and Conditional Tail Expectation Regression for Insurance Risk Analysis”. 55th Actuarial Research Conference, ARC 2020. US. August 10-12.
Bermúdez, L., Karlis, D. (2020) “Modelling Bivariate Count Data With Copula-Based Finite Mixture Models”. 55th Actuarial Research Conference, ARC 2020. US. August 10-12.
Bravo, J.M., Ayuso, M., Holzmann, R., Palmer, E. (2020) “Coping with the Life Expectancy Gap: Amending the retirement age to restore actuarial neutrality across generations”. STMDA 2020. Barcelona, Spain. June 2-5.
Bravo, J.M., Ayuso, M., Holzmann, R., Palmer, E. (2020) “Addressing the Life Expectancy Gap in Pension Policy”. Workshop on Longevity Heterogeneity and Pension Design. Louvain-la-Neuve, Belgium. January 28.
Boria-Reverter, S., Vizuete-Luciano, E., Gil-Lafuente, A.M., Torres-Martinez, A. (2020) “Nuda Propiedad. Un mecanismo de seguridad económica”. International Congress: Getting Older: Challenges and opportunities of an unusual demography. Barcelona, Spain. November 19-20.
Gil-Lafuente, A.M. (2020) “Aging in Latin America: challenges and opportunities for unusual demographics”. IV International Congress on Innovation and Sustainability ICONIS. Virtual conference. October 22-23.
García, D., Alfaro, V., Espitia, I., Gil-Lafuente, A.M. (2020) “Productos alimenticios sustentables en México, un análisis del consumidor desde la teoría de efectos olvidados”. IV International Congress on Innovation and Sustainability ICONIS. Virtual conference. October 22-23.
Guillen, M. (2020) “Using Telematics in Motor Insuranc. Can telematics data identify risky drivers?” ARGenesis/LSE/online London School of Economics. October 19.
Guillen, M. (2020) “Conditional tail expectation regression models for vehicle excess speed in driving data” OICA, Lyon-online https://oica.univ-lyon1.fr/program/ April 28.
Guillen, M. (2020) “Can telematics Data Identify Risky Drivers?” Data Science Seminar XEurope. https://www.youtube.com/watch?v=DmBEdsoT7Go September 16.
Guillen, M. (2020) “Modelos predictivos del riesgo y aplicaciones a los seguros” Funcas, Madrid, on-line. https://www.youtube.com/watch?v=PwbkUPe3hfo October 8.
Barcellos, L., Gil-Lafuente, A.M., Rezende, A. (2020) “Los efectos olvidados de la pandemia del COVID 19 sobre en el envejecimiento de la población: desafíos y soluciones a partir de la Lógica Borrosa.”. Congreso Internacional ENVEJECER: RETOS Y OPORTUNIDADES DE UNA DEMOGRAFÍA INSÓLITA. Barcelona, Spain. November 19-20.
Souto, L., Gil-Lafuente, A.M., Oramas, O. (2020) “Una mirada crítica al Sistema de Seguridad Social en Cuba”. Congreso Internacional ENVEJECER: RETOS Y OPORTUNIDADES DE UNA DEMOGRAFÍA INSÓLITA. Barcelona, Spain. November 19-20.
Barcellos, L., Gil-Lafuente, A.M., Rezende, A. (2020) “Una contribución de la lógica difUS a la resiliencia urbana y al desarrollo sostenible”. Congreso Internacional ENVEJECER: RETOS Y OPORTUNIDADES DE UNA DEMOGRAFÍA INSÓLITA. Barcelona, Spain. November 19-20.
Abio, G., Alcañiz, M., Gómez-Puig, M., Ortiz-Gracia, L., Royuela, V., Rubert, G., Serrano, M., Stoyanova, A. (2020) “Perception of students in team based learning: evidence in economics”. XVII Foro Internacional sobre la Evaluación de la Calidad de la Investigación y de la Educación Superior, FECIES. Sevilla, Spain. November 25-27.
Alcañiz, M. (2020) “Aportacions a les conclusions del XI Simposi Internacional CIDUI ‘L’educació superior en la societat del coneixement: reptes dels models híbrids”. XI Simposi Internacional CIDUI. Virtual conference. July 1-2.
Alcañiz, M., Bermúdez, L., Garcia, S., Pérez-Marín, A. M. (2020) “Socio-academic factors associated to time until graduation: detection of students at risk of dropping out”. XVII Foro Internacional sobre la Evaluación de la Calidad de la Investigación y de la Educación Superior, FECIES. Sevilla, Spain. November 25-27.
Moriña, D., Fernández-Fontelo, A., Cabaña, A., Puig, P. (2020) “New statistical model for misreported data”. International Workshop on Statistical Modeling. Statistical Modelling Society. Bilbao, Spain. July 19-24.
2019
Andrada-Félix, J., Fernández-Pérez, A., Fernández-Rodríguez, F. y Sosvilla-Rivero, S. (2019)»Time connectedness of fear», 28th European Financial Management Association Conference, 26 a 29 de Junio de 2019, Universidad de Azores, Isla de San Miguel, Portugal.
Ayuso, M., Bravo, J., Holzmann, R. (2019) “Addressing Life Expectancy Gap in Pension Policy”. Fifteenth International Longevity Risk and Capital Markets Solutions Conference, Washington DC, USA, September 12-13.
Alcañiz, M., Pérez-Marín, A. M., Pujol-Jover, M., Riera-Prunera, M.C. (2019) “La brecha de habilidades de los recién graduados. Un análisis desde la perspectiva de la edad, el género y las características de las empresas.” Congreso Internacional sobre Aprendizaje, Innovación y Competitividad, Madrid, Spain. October 9-11.
Alcañiz, M., Guillén, M., Santolino, M. (2019) “Alcohol y conducción: cuantificación de un binomio de alto riesgo” International Conference on Regional Science, Castellón de la Plana, Spain. November 20-22.
Alcañiz, M., Riera-Prunera, M.C., Solé-Auró, A. (2019) “Desigualdades socioeconómicas, ruralidad del entorno y bienestar emocional. Evidencias para la población catalana de mayor edad.” International Conference on Regional Science, Castellón de la Plana, Spain. November 20-22.
Abio, G., Alcañiz, M., Gómez-Puig, M., Royuela, V., Rubert, G., Serrano, M., Stoyanova, A. (2019) “Assessing active learning methodologies in higher education from a cost-benefit perspective” 12th International Conference of Education, Research and Innovation (ICERI), Sevilla, Spain. November 11-13.
Bermúdez, L. and Karlis, D. (2019) “Modelling panel count data with bivariate random effects models” 23st International Congress on Insurance: Mathematics and Economics, Munich (Alemania), 10-12 July.
Morillo, I., Bermúdez, L. and Karlis, D. (2019) “Cluster analysis of claim frequency in automobile insurance” XXXVIII Congreso Nacional SEIO. XII Jornada de Estadística Pública, Alcoy (Alicante) (September, 4).
Bolancé, C. and Vernic, R. (2019) “Sarmanov distribution for modeling dependence between the frequency and the severity of insurance claims”, 23rd International Congress on Insurance: Mathematics and Economics (IME), Munich, July 10-12.
Bolancé, C., Vernic, R. and Alemany (2019) “Sarmanov distribution for modeling dependence between the frequency and the severity of insurance claims”, XXXVIII Spanish Conference on Statistics and Operational Research, and the XII Conference on Public Statistics, Alcoy (Alicante), September 3-6.
Boonen, T, Guillen, M, Santolino, M. (2019) Compositional methods in capital risk allocation problems in finance, the 8th international Workshop on Compositional Data analysis, Terrassa (Spain), June 3-6.
Chuliá, H., and Uribe, J.M. (2019) “Expected, Unexpected, Good and Bad Uncertainty”. XXVII Finance Forum, Madrid, July 11-12.
Chuliá, H., and Uribe, J.M. (2019) “International Consumption Risk Sharing: The Role of Good and Bad Volatility”. European Financial Management Association 2019 Annual Meeting, Azores (Ponta Delgada) Juny 26-29.
Chuliá, H., and Uribe, J.M. (2019) “Together forever? Good and bad market volatility shocks and international consumption risk-sharing: A tale of a sign”. European Financial Management Association Conference (University of Azores), Ponta Delgada, June 26-29.
Chuliá, H., and Uribe, J.M. (2019) “Expected, Unexpected, Good and Bad Uncertainty”. European Financial Management Association Conference (University Carlos III), Madrid, July 11-12.
Cohen, L., Gómez-Puig, M. and Sosvilla-Rivero, S. “Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?” (2019). 2nd Catalan Economic Society Conference, Barcelona, May 24-25.
Cohen, L., Gómez-Puig, M. and Sosvilla-Rivero, S. “Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?” (2019). XXII Applied Economics Meeting, Cartagena (Murcia), June 6-7.
Cohen, L., Gómez-Puig, M. and Sosvilla-Rivero, S. “Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?” (2019). XX Conference on International Economics, Granada, June 27-28.
Denuit, M., Guillen, M, Truffin, J (2019) “Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data” 23rd International Congress on Insurance: Mathematics and Economics (IME), Munich, July 10-12.
Gómez-Puig, M., Singh, M., Sosvilla-Rivero, S. (2019) «Measuring sovereign risk in peripheral euro area countries with contingent claim models: A comparison with traditional indicators», 27th Financial Forum, 11 y 12 de Julio de 2019, Universidad Carlos III de Madrid, Madrid.
Gómez-Puig, M., Singh, M., Sosvilla-Rivero, S. (2019) «Measuring sovereign risk in peripheral euro area countries with contingent claim models: A comparison with traditional indicators», 28th European Financial Management Association Conference, 26 a 29 de Junio de 2019, Universidad de Azores, Isla de San Miguel, Portugal.
Guillen, M. (2019) “Driving data for automobile insurance: will telematics change ratemaking?” SAA Annual Meeting 2019. Lucerne (Switzerland) (August 30).
Guillen, M. (2019) “Driving data for automobile insurance: will telematics change ratemaking?” EM-Lyon. Lyon (France) (March 7).
Guillen, M. (2019) “Driving Data: telematics to improve insurance rates” SFRA 2019 Colloquium and International Workshop on Machine Learning for Risk and Insurance, Scottish Financial Risk Academy, International Centre for Mathematical Sciences, Edinburgh (United Kingdom) (February 4).
Guillen, M. (2019) “How will telematics and driving data change ratemaking in automobile insurance?” Ulm University. Mathematics and Actuarial science Seminar. December 5.
Pesántez-Narváez, J., Alcañiz, M. and Guillén, M. (2019) “Is XGBoost better than logistic regression to predict claiming in motor insurance with telematics data?” XXVIII Congreso Nacional de Estadística e Investigación Operativa SEIO) y XII Jornadas de Estadística Pública. Alcoy, September 3-6.
Pesantez-Narvaez, J. and Guillen, M. (2019) “Penalized logistic regression to improve predictive capacity in survey” V Conferencia de Matemáticos Ecuatorianos en Paris V-Conmate-P. Paris, April 18-19.
Pesantez-Narvaez, J., Guillen., M. (2019) “Migration vs Cooperatives: Two paths towards economic security in Ecuador?” 34th National Conference for Labour Economics. Novara, September 12-13.
Ortiz-Gracia, L. (2019) Challenging problems in computational finance. Seminar organized by the Department of Mathematics, University of Parma, Italy, 17/09/2019.
Sarabia, J.M., Guillen, M., Gómez-Deniz, E., Prieto, F., Jordá, V. (2019) “On three background risk models with semiheavy tailed marginals” 23rd International Congress on Insurance: Mathematics and Economics (IME), Munich, July 10-12.
Vives i Santa Eulàlia, J. (2019) “Option price decomposition formulas: Applications to pricing and calibration”. Congreso Bienal de la RSME 2019, Santander. February, 4-8.
Vives i Santa Eulàlia, J. (2019) “Option price decomposition formulas: Applications to pricing and calibration”. Workshop Stochastic and Computational Finance SCF-19. Al Ain, UAE. February 20-21.
Vives i Santa Eulàlia, J. (2019) “High order approximation of call opton prices under stochastic volatility models”. International Conference on Computational Finance, ICCF-2019, La Coruña. July 8-12.
Soto, E., Valenzuela, V., Gil-Lafuente, A.M. (2019) “Between the market and the state: The forgotten effects in the fishing cooperatives of the bahia de altata”. ICONIS, Biobío, Chile. October 24-25.
Boria-Reverter, S., Gil-Lafuente, A.M., Vizuete-Luciano, E., Garcia-Gonzalez, A. (2019) “Los ODS y la innovación ligera”. International workshop innovation complexity and uncertainty in economics and business, Barcelona, Spain. November 14-15.
Gil-Lafuente, A.M., Barcellos, L., Fantoni, D. (2019) “A contribution of fuzzy logic to sustainable tourism development through a case analysis in Brazil” International Workshop Innovation, Complexity and Uncertainty in Economics and Business, Barcelona, Spain. November 14-15.
Gil-Lafuente, A.M., Arenas, L. (2019) “Impact of emerging technologies in banking and finance in Europe. A time series approach for volatility clustering and spillover effects” International Workshop Innovation, Complexity and Uncertainty in Economics and Business, Barcelona, Spain. November 14-15.
Gil-Lafuente, A.M., Kydland, F., Modak, N., Merigo, J., Amiguet, L. (2019) “Sixty years of the journal of law & economics: a bibliometric overview” XX SIGEF Conference, Naples, Italy. July 4-5.
Gil-Lafuente, A.M., Barcellos, L., Vega, I. (2019) “Bibliometric review of research on decision models in uncertainty, 1990-2018” International Workshop Innovation, Complexity and Uncertainty in Economics and Business, Barcelona, Spain. November 14-15.
Gil-Lafuente, A.M., Pinto, I., Montaudon, C. (2019) “Mexico and the challenges of achieving the 2030 sustainable development goals” International Workshop Innovation, Complexity and Uncertainty in Economics and Business, Barcelona, Spain. November 14-15.
Torres Martinez, A., Gil-Lafuente, A.M., Boria-Reverter, S. (2019) “BOXPLOT GRAPH ANALYSIS WITH TRIANGULAR AND TRAPEZOIDAL FUZZY NUMBERS” III International Congress of Innovation and Sustainability-ICONIS, Biobío, Chile. October 24-25.
Leon, E., Blanco, F., Velazquez, M., Gil-Lafuente, A.M. (2019) “Innovation capabilities measurement using fuzzy methodologies: a SME’s Colombia case” ICONIS, Biobío, Chile. October 24-25.
Chavez, G., Valenzo, M., Alfaro, V., Gil-Lafuente, A.M. (2019) “The application of the forgotten effects in the factors that affect the utilization of reverse logistics in companies of retail in Mexico” ICONIS, Biobío, Chile. October 24-25.
Pinto, I., Montaudon, C., Gil-Lafuente, A.M. (2019) “The fintech as generators of wellbeing and economic growth” ICONIS, Biobío, Chile. October 24-25.
Salvans, M., Sole, L., Gil-Lafuente, A.M., Boria-Reverter, S. (2019) “El emprendimiento corporativo y la innovación en el desempeño organizacional mediado por la dirección estratégica de los recursos humanos” International Workshop Innovation, Complexity and Uncertainty in Economics and Business, Barcelona, Spain. November 14-15.
Moriña, D. (2019) “Improving public health policies through improved mathematical modeling.” BMS-BGSMath Junior Meeting, Berlin, Germany. June 26-28.
Moriña, D., Feijoo, M., Leyva, J., Puig, P. (2019) “Intervention analysis for low count time series with applications in public health.” International Workshop on StatisticalModeling, Guimarães, Portugal. July 7-12.
2018
Acuña, C., Bolancé, C.and Torra, S. (2018) «Measurement of international Stock Markets: Local Moran’s I as a tool to detect the dependence between stock markets» XLIV International Conference on Regional Science. Approaching to an economic model more social and sustainable.Valencia, November 21-23, 2018
Alcañiz, M.; Riera, C.and Solé-Auró, A.(2018) “Emotional wellbeing at older ages: does the rurality matters?” International Conference on Regional Science. Valencia, November 21-23.
Alcañiz, M.; Guillén, M.; Santolino, M. and Llatje, O. (2018) “Prevalencia de las drogas en las carreteras catalanas: estimación a partir de una muestra aleatoria de conductores” International Conference on Regional Science. Valencia, November 21-23.
Alcañiz, M. (2018) «Traffic intensity and estimation of the prevalence of alcohol-impaired drivers in random roadside surveys». 7th Workshop on Risk Management and Insurance. Santander, April 25-27.
Bermúdez, Ll., and Karlis, D. (2018) “Modelling of claim counts using finite mixture models” 7th Workshop on Risk Management and Insurance, Santander.
Bermúdez, Ll., Karlis, D. and Santolino, M. (2018) “Modelling motor temporary disability data with periodic peaks” 7th Workshop on Risk Management and Insurance, Santander.
Bolancé, C., Guillen, M., Frees, E. and Valdez, E. (2018) “Modelización conjunta basada en cópula gaussiana para calcular el precio de varios ramos de seguros” Congreso Internacional de la SEIO, Oviedo, May 29-June 1.
Bolancé, C. and Alemany, R. (2018) “Biased transformed kernel estimator of extreme quantiles” RISK 2018, 7th Workshop on Risk Management and Insurance, Santander, April 25-27, 2018.
Bolancé, C., Cabaña, A., Pitarque, A. and Serra, I. (2018) “Scale-free and location-free risk measures” RISK 2018, 7th Workshop on Risk Management and Insurance, Santander, April 25-27, 2018
Bolancé, C, Cao, R. and Guillen, M. (2018) “Estimación maximo-verosímil condicionada del modelo lineal generalizado con función de ligadura no paramétrica” RISK 2018, 7th Workshop on Risk Management and Insurance, Santander, April 25-27,
Boonen, T, Guillen, M and Santolino, M. (2018) Forecasting compositional risk allocations, European Actuarial Journal Conference 2018, Leuven (The Netherlands), September 9-11.
Chuliá, H., and Uribe, J.M. (2018) “International Consumption Risk Sharing: The Role of Good and Bad Volatility”. XXVI Finance Forum, Santander, July 5-6.
Chuliá, H., and Uribe, J.M. (2018) “International Consumption Risk Sharing: The Role of Good and Bad Volatility”. IFABS 2018 Conference, Porto, (Portugal) June 30-July 2.
Chuliá, H., and Uribe, J.M. (2018) “International Consumption Risk Sharing: The Role of Good and Bad Volatility”. Multinational Finance Society, Budapest, (Hungary), June 23-26.
Golldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2018). “Quantifying credit portfolio losses under multi-factor models”. The 18th International Conference on Computational and Mathematical Methods in Science and Engineering, Cádiz, July 9-14.
Golldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2018). “Quantifying credit portfolio losses under multi-factor models”. 7th Workshop on Risk Management and Insurance, Cantabria, April 25-27.
Golldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2018). “Quantifying credit portfolio losses under multi-factor models”. MathFinance Conference, Frankfurt (Germany), April 16-17.
Gómez-Puig, M., Singh, M. and Sosvilla-Rivero, S. (2018) «Incorporating creditors’ seniority in contingent claim models: Application to peripheral euro-area countries”, 25th Annual Conference of the Multinational Finance Society, Multinational Finance Society en Budapest, (Hungary), June 24-27.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) «Nonfinancial Debt and Economic Growth in Euro-Area Countries”, 25th Annual Conference of the Multinational Finance Society, Multinational Finance Society en Budapest, (Hungary) , June 24-27.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) «Nonfinancial Debt and Economic Growth in Euro-Area Countries”, 85th International Atlantic Economic Conference, International Atlantic Economic Society, London, UK, March 14-17
Gómez-Puig, M., Singh, M. and Sosvilla-Rivero, S. (2018) «Incorporating creditors’ seniority in contingent claim models: Application to peripheral euro-area countries”, XXI Applied Economic Meeting, Universidad de Alcalá de Henares, June 7-8.
Guillen, M. (2018) “Data Science in Insurance”, Graduate School of Global Insurance and Pension’s, SKKU, Seoul (Korea) (October, 13).
Guillen, M. (2018) “Driving data: from Poisson to risk regression models” Workshop Data Science, Instituto de Matenáticas de la Universidad de Sevilla, Sevilla (September 13-14).
Guillen, M. (2018) “Is motor insurance ratemaking going to change with telematics and semi-autonomous vehicles?” Consortium for Data Analytics in Risk, Center for Risk Management Research, University of California, Berkeley (USA) (August 28)
Guillen, M. (2018) “Uncertainty advantage: Insurers should face technological innovations” Modern applied statistics: A seminar in the honour of Erik Bølviken at his 70’th birthday. University of Oslo, Oslo (Norway) (June 8).
Guillen, M. (2018) “The transition towards semi-autonomous vehicle insurance: the contribution of usage-based data” International Congress of Actuaries, Berlin (Germany), June 4-8, 2018. (co-author A.M. Pérez-Marín) Best paper award in Non-Life Section.
Guillen, M. (2018) “Uncertainty advantage: the insurance industry faces technological innovation” University of Tel-Aviv (Israel) in the meeting of the Spanish Real Academia de Ciencias Económicas y Financieras, under the chair of Prof. Dr. Jean Askenasyj, Tel-Aviv (Israel) (May 16).
Guillen, M and Pérez-Marín, A.M. (2018) “The Contribution of Usage-based Data Analytics to benchmark Semi-autonomous Vehicle Insurance” MAF, eighth international conference on mathematical and statistical methods for actuarial sciences and finance. Madrid, April 4-6, 2018.
Jacobo, A. and Sosvilla-Rivero, S. (2018) «An Empirical Examination of Absolute Purchasing Power Parity: Argentina 1810-2016”, XIX Jornadas de Economía Internacional y el VII Meeting on International Economics, Asociación Española de Economía Internacional y Finanzas, Vila-real (Castellón),June 28-29.
Koser, C., Chuliá, H., and Uribe, J.M. (2018) “Uncovering the time-varying causality between volatility and commonality in liquidity”. IFABS 2018 Conference, Porto, (Portugal) June 30-July 2.
Koser, C., Chuliá, H., and Uribe, J.M. (2018) “Uncovering the time-varying causality between volatility and commonality in liquidity”. Research in International Economics and Finance – RIEF 2018 Conference, Munich, (Germany) June 30-July 2.
Koser, C., Chuliá, H., and Uribe, J.M. (2018) “Uncovering the time-varying causality between volatility and commonality in liquidity”. 16th Infiniti Conference, Poland, June 11-12.
Koser, C., Chuliá, H., and Uribe, J.M. (2018) “Uncovering the time-varying causality between volatility and commonality in liquidity”. 16th Belgian Financial Research Forum, Brussels, (The Netherlands), June 1.
Ladrón de Guevara, R., Torra, S. and Monte, E. (2018) «Generative multi-factor structure of returns and underlying systematic risk factors estimated by statistical and computational techniques: A continuation of a comparative empirical study». XVIII International Finance Conference. Universida de Federal do Rio Grande do Sul (UFRGS). Porto Alegre, Brasil. Septembrer 12-15, 2018
Oscar C., Monte, E. and Torra, S. (2018) «A geometric proxy of economic uncertainty based on the disagreement in survey expectations» ITISE 2018 International Conference on Time Series and Forecasting. Granada September 19-21
Pérez-Marín, A. M. (2018) “Incorporating telematics information in motor Insurance ratemaking: the role of mileage and driving habits” RISK 2018, 7th Workshop on Risk Management and Insurance, Santander, April 25-27, 2018.
Pesantez, J. and Guillen, M. (2018) “Weighted logistic regression to improve predictive performance in insurance” MS’18 AMSE Girona, June 28-29, 2018
Sarabia J.M., Guillen, M., Prieto, F. and Jorda, V. (2018) “Modelling dependent risks with heavy-tail marginals” RISK 2018, 7th Workshop on Risk Management and Insurance, Santander, April 25-27, 2018
2017
Abío, G.; Alcañiz, M.; Gómez-Puig, M.; Rubert, G.; Serrano, M.; Stoyanova, A. and Vilalta-Bufí, M. (2017) «Retaking a course in economics: innovative methodologies to develop learning habits in large groups of low-performing students». INTED 2017: 11th annual International Technology, Education and Development Conference, March 6-8.
Abío, G., Alcañiz, M., Gómez-Puig, M., Serrano, M., Stoyanova, A., Rubert, R. and Vilalta-Bufí, M. (2017) “Flipped classroom and Team Based Learning: stimulating learning in students that retake the course”. Jornadas de Docencia en Economía, Málaga, June 1-2.
Acuña C., Bolancé C. and Chulia, H. (2017) “ Measurement of international stock markets linkages: the role of hourly measures”, CONFERENCE ON: Finance and Economic Growth in the Aftermath of the Crisis, Milan, (Italy), September 11-13
Alaminos, E. and Ayuso, M. (2017) “Marital status, mortality and pensions: the special case of being an unmarried elderly woman in Spain”. IREA-UB 10th Annual Seminar. Barcelona, February 7.
Alaminos, E. and Ayuso, M. (2017) “Marital status, mortality and pensions: the special case of being an unmarried elderly woman in Spain”. International Actuarial Association Life Colloquium. Barcelona, October 23-24.
Alcañiz, M. and Suriñach, J. (2017) «Prediction of the occupation level of the Urban Freight Distribution Area in the city of Barcelona». I. International Conference on Regional Science. Sevilla, November 15-17.
Alcañiz, M., Guillén, M., Santolino, M. and Llatje, O. (2017) «Prevalence of alcohol in Catalonia from a random sample of drivers». International Conference on Regional Science. Sevilla, November 15-17.
Alemany, R.; Ayuso, M. and Guillen, M. (2017) “Impact of road traffic injuries on disability rates and long-term care costs in Spain”. IV Workshop on the evaluation of public policies for sustainability long-term care in Spain. Albacete, June 29-30.
Andrada-Félix, J., Fernandez-Pérez, A. and Sosvilla-Rivero, S. (2017) «Fear connectedness among asset classes», 15th INFINITI Conference on International Finance, Universitat de Valencia, June 12-13.
Andrada-Félix, J., Fernandez-Pérez, A. and Sosvilla-Rivero, S. (2017) «Fear connectedness among asset classes», XX Encuentro de Economía Aplicada, Universidad Católica de Valencia, Valencia, June 8-9.
Arroyo-Cañada, F.J., Pesantez, J., Argila A.M., Solé, M. and Guillen, M. (2017) “Visualizing web-based evaluation of hotel reputation in Barcelona” 2nd On/Off International Conference in Marketing Decision Making. Barcelona, Octubre 5, 2017.
Ayuso, M.; Guillen, M.; Valero, D. (2017) “What can determine the decisions in the management of savings after retirement?”. VI Congreso Internacional Dependencia y Calidad de Vida. Madrid, May 23-24.
Ayuso, M. and Alaminos, E. (2017) “Does gender guide two ways of ageing?”. Universidad Internacional Menéndez Pelayo. Santander, July 13-14.
Ayuso, M. (2017) “The Social Security un the future”. Universidad Internacional Menéndez Pelayo. Santander, July 24-27.
Ayuso, M.; Bravo, J. and Holzmann, R. (2017) “Addressing Longevity Heterogeneity in Pension Scheme Design and Reform”. International Actuarial Association Life Colloquium. Barcelona, October 23-24.
Belles-Sampera, J., Santolino, M. and Rubio-Pallarés, A. (2017) «Reviewing Dependencies Among Longevity and Mortality Risks in Standard Solvency Capital Requirements». IAALS Colloquium, Barcelona, October 23-24.
Bermúdez, Ll., Guillen, M. and Karlis, D. (2017) “A bivariate INAR(1) regression model for insurance claim counts” Recent Developments in Dependence Modelling with Applications in Finance and Insurance – Fourth Edition, Aegina (Greece), 22-23 May.
Bermúdez, Ll., Guillen, M. and Karlis, D. (2017) “A bivariate INAR(1) regression model for insurance claim counts” 21st International Congress on Insurance: Mathematics and Economics – IME 2017 Vienna (Austria), July 3–5, 2017.
Bermúdez, Ll., Karlis, D. and Santolino, M. (2017), «Modelling motor temporary disability with periodic peaks», 7th Workshop on Risk Management and Insurance, Santander, April 25-27.
Bermúdez, Ll., Karlis, D. and Santolino, M. (2017), «Modelling work disability days data for workers compensation insurance», 21st international Congress on Insurance: Mathematics and Economics, Vienna (Austria), July 3-5
Bolancé, C.; Vernic, R. (2017) “Multivariate count data generalized linear models: two approaches based on Sarmanov’s distribution”, 21st international Congress on Insurance: Mathematics and Economics, Vienna (Austria), July 3-5.
Chuliá, H., Fernández, J. and Uribe, J.M. (2017) “Currency downside risk, liquidity, and financial stability”. XXV Finance Forum, Barcelona, July 6-7.
Chuliá, H., Furió, M. and Uribe, J.M. (2017) “Return and volatility spillovers in energy markets”. 1st International Conference on Energy, Finance and the Macroeconomy, Montpellier (France), November 22-24.
Echevarria-Icaza, V. and Sosvilla-Rivero, S. (2017). «Systemic banks, capital composition and CoCo issuance: The effects on bank risk», 15th INFINITI Conference on International Finance, Universitat de Valencia, June 12-13.
Echevarria-Icaza, V. and Sosvilla-Rivero, S. (2017) «Systemic banks, capital composition and CoCo issuance: The effects on bank risk», II Workshop en “Macroeconomía, Economía Monetaria y Financiera”, February 13-15.
Frees, E.W., Valdez, E., Bolancé, C. and Guillen, M. (2017) “Joint Modeling of Customer Loyalty and Risk in Personal Insurance” 21st International Congress on Insurance: Mathematics and Economics – IME 2017 Vienna (Austria), July 3–5, 2017.
Golldeforns-Papiol, G. and Ortiz-Gracia, L. (2017). “Stochastic liquidity horizon in market risk”. The 17th International Conference on Computational and Mathematical Methods in Science and Engineering, Cádiz, July 4-8.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». 1st Catalan Economic Society Conference, Barcelona, May 26-27.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». XX Encuentros de Economía Aplicada, Universidad Católica de Valencia, June 8-9.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». 15th INFINITI Conference on International Economics, Universitat de Valencia, June 12-13.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». XVIIIConference on International Economics, La Rábida, Huelva, June 15-16.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». World Finance Conference, Università di Cagliari (Italy), July 26-28.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». 23rd Eurasia Business and Economic Society (EBES) Conference, Madrid, September 27-29.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017) “Nonfinancial debt and economic growth in euro-area countries”, VII Workshop “Economía Internacional: Comercio y Finanzas”, Universidad de La Laguna, Tenerife, November 10-11.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Heterogeneity in the debt-growth nexus: Evidence from EMU countries». 42nd Simposio de Análisis Económico, Barcelona, December 14-16.
Guillen, M. (2017) “Aggregating and desaggregating risks and the role of the tail” Recent Developments in Dependence Modelling with Applications in Finance and Insurance. (May, 21-23) [Plenary session] (joint paper with C. Bolancé and M. Santolino).
Guillen, M. (2017) “Why do large corporations need a Chief Data & Analytics Officer?” Estadística i Data Science: l’evolució o l’extinció dels estadístics. Societat Catalana d’Estadística, Barcelona, (June 1).
Guillen, M. (2017) “Big mistakes of data analytics when applied to risk and insurance” Actuarial Science Seminar, National Bank of Belgium, Brussels(The Netherlands), [Plenary session] (Sept. 14)
Guillen, M. (2017) “Telematics and the natural evolution of pricing in motor insurance” Workshop on « Data science in Finance and Insurance » Louvain-la-Neuve (The Netherlands), September 15, 2017.
Guillen, M. (2017) “Data Science and the Natural Evolution of Automobile Insurance” Big Data in Applied Economics, UAB, Bellaterra (Barcelona), October, 20, 2017.
Guillen, M. (2017) “Solvency Requirement in a Unisex Stochastic Mortality Model” (joint with Elena Vigna and An Chen) International Actuarial Association Life Section Colloquium “Long-Term Saving in an Ageing World”, Barcelona, October 22-24, 2017.
Guillen, M. (2017) “A Non-Homogeneous Semi-Markov Approach for the Calculation of the Balance Sheet of a Health Fund” (joint with Guglielmo D’Amico, Fulvio Gismondi, Jacques Janssen, Raimondo Manca and Ernesto Volpe di Prignano) International Actuarial Association Life Section Colloquium “Long-Term Saving in an Ageing World”, Barcelona, October 22-24, 2017.
Jalón, B., Herce, J. A. and Sosvila-Rivero, S. (2017) “Countercyclical Labor Productivity: The Spanish Anomaly”, XX Encuentro de Economía Aplicada, Universidad Católica de Valencia, Valencia, June 8-9.
Karlis, D., Bermúdez, Ll., and Santolino, M. (2017) “Multiple discrete distributions for modelling heaped count data in health insurance” 9th EMR-IBS and Italian Region conference, Thessaloniki (Greece), 8-12 May.
Ortiz-Gracia, L. and Wagner, E.I. (2017). «SWIFT valuation of Asian options». 2nd International Conference on Computational Finance, Lisbon (Portugal), September 4-8
Padilla-Barreto, A., Bolancé, M. and Guillen, M. (2017) “Joint modelling for customer lapses in the insurance sector” 21st Annual APRIA conference, Poznan (Poland), July 31, August 2, 2017.
Piulachs, X., Rizopoulos, D., Andrinopoulou, E.R. and Guillen M. (2017) “Simultaneous modeling of counts with excess zeroes and left-trincated survival data with time-varying effects ” XVI Spanish Biometrics Conference – CEB2017, Sevilla, Septeber 14-16, 2017.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2017) «Inflation and exchange-rate expectations: An empirical analysis», 83rd International Atlantic Economic Conference, Berlin, (Germany) March 22-25.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2017) «Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters», XX Encuentro de economía Aplicada, Universidad Católica de Valencia, Valencia, June 8-9.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2017) «Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters», XVIII Conference on International Economics, La Rábida (Huelva), June 15 – 16.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2017) «Real Economic Growth and Unemployment Expectations: An Empirical Analysis based on the ECB Survey of Professional Forecasters”, 23rd EBES Conference, Eurasia Business and Economics Society, Universidad Complutense de Madrid, September 27-29.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2017) «Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters”, 42º Simposio de la Asociación Española de Economía, Barcelona, December 14-16.
Uribe, J.M. (2017) “Momentum pricing and trading, and economic uncertainty regimes”. 26th European Financial Management Association, Athens (Greece), June 28- July 1.
Uribe, J.M. (2017) “Momentum pricing and trading, and economic uncertainty regimes”. 25th Finance Forum, Barcelona, July 6-7.
Uribe, J.M. (2017) “Momentum pricing and trading, and economic uncertainty regimes”. 34th International Conference of the French Finance Association, Valence (France), May 31 June 2.
2016
Abad, P. and Chuliá, H. (2015) “European Government Markets integration in turbulent times”. International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Abío, G., Alcañiz, M., Gómez-Puig, M., Serrano, M., Stoyanova, A., Rubert, R. and Vilalta-Bufí, M. (2015) “Flipped classroom and Team Based Learning: stimulating learning in students that retake the course”. VII Jornadas de Docencia en Economía, Palma de Mallorca, June 11-12.
Abío, G., Pujol, M., Riera, C., Alcañiz, M., Duque, L., López-Tamayo, J. and di Paolo, A. (2014) “Do University studies fit society needs?” 7th International Conference of Education, Research and Innovation, ICERI 2014, Sevilla, November 17-19.
Abío, G., Alcañiz, M., Gómez-Puig, M., Serrano, M., Stoyanova, A., Rubert, R. and Vilalta-Bufí, M. (2014) “Flipped classroom and Team Based Learning: stimulating learning in students that retake the course”. 7th International Conference of Education, Research and Innovation, ICERI 2014, Sevilla, November 17-19.
Abío, G., Alcañiz, M., Gómez-Puig, M., Serrano, M., Stoyanova, A., Rubert, G. and Vilalta, M. (2014) “Los Grupos de Intensificación del Estudio: una estrategia organizativa dirigida a estudiantes de bajo rendimiento”. XI Foro Internacional sobre Evaluación de la Calidad de la Investigación y la Educación Superior (FECIES), Bilbao, July 8-10.
Acuña, C., Bolancé, C. and Chuliá, H. (2016) “Measurement of International Stock Markets Linkages: The role of hourly measures” INFER 18th Annual Conference, Tarragona June 8-10.
Alaminos, E., Alemany, R., Ayuso, M. and Guillen, M. (2016) “Cost-benefit analysis of functional adaptation at home for reducing assistance needs and preventing falls: the case of Barcelona”, 4th International Conference on Evidence-based Policy in Long-term Care, London (U K), September 4-7.
Alaminos, E.; Alemany, R., Ayuso, M. and Guillen, M. (2016) “Gender inequalities in the elderly Spanish population budgets: special incidence on pensions and long term care». II Workshop on Pensions and Insurance, Barcelona, July 14-15.
Alaminos, E.; Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs». The International Conference on Modeling and Simulation in Engineering, Economics, Management and Health (MS’16TE). Teruel, July 4-5.
Alaminos, E.; Ayuso, M. and Guillen, M. (2016) “El impacto económico de las necesidades de cuidados de larga duración en el riesgo de iliquidez de la población mayor en España: pensiones y dependencia». XIX Encuentro de Economía Aplicada 2016. Sevilla, June 9-10.
Alcañiz, M., Chuliá, H., Riera, C. and Rius, A. (2016) “Aprendizaje universitario para el mercado laboral: actitudes y competencias profesionales”. 6º Congreso Nacional sobre Mercado de Trabajo y Relaciones Laborales, Palencia, April 14-15.
Alcañiz, M., Chuliá, H., Riera, C., Rius, A. and Santolino, M. (2016) “Actitudes y rendimiento académico: querer es poder. Análisis de la influencia de los aspectos actitudinales en los resultados académicos universitarios”. CIDUI 2016 – Impactos de la innovación en la docencia y el aprendizaje, Barcelona, July 5-7.
Alcañiz, M., Alemany, R., Bolancé, C., Ibáñez, D., Riera, C. and Santolino, M. (2015) “Competencias y actitudes: ¿están presentes en la evaluación del estudiante?” V Congreso Internacional UNIVEST 2015, Los retos de mejorar la evaluación, Girona, July 9-10.
Ayuso, M. (2016) El riesgo del relevo generacional en la empresa ante el aumento de la esperanza de vida (panel), XXVII Congreso AGERS, Madrid, june 2.
Belles-Sampera, J., Santolino, M. and Guillen, M. (2016) Basics of Capital Allocation Principles as Compositional Data, Astin Colloquium, Lisbon (Portugal), 31 May-3 June.
Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “Capital allocation principles and compositional data” AFMath, Brussels (Belgium), February 5-6 [Poster session].
Bermúdez, Ll. and Karlis, D. (2016) “Copula-based bivariate finite mixture models for claim count data” AFMath, Brussels (Belgium), February 5-6.
Bermúdez, Ll. and Karlis, D. (2016) “Modelling bivariate claim count data using copula-based finite mixture models” II Workshop on Pensions and Insurance, Barcelona, July 14-15.
Bermúdez, Ll. and Karlis, D. (2016) “On mixtures of multiple discrete distributions with application” International Conference on Statistical Distributions and Applications, ICOSDA 2016, Niagara Falls (Canada), October 14-16
Bolancé, C., Guillen, M. and Padilla-Barreto, A. E. (2016) “Predicting probability of customer churn in insurance” International Conference, MS 2016, Teruel, July 4-5, 2016.
Bolancé, C., Guillen, M. and Padilla-Barreto, A. E. (2016) “Predicting probability of customer churn in insurance” II Workshop on Pensions and Insurance, Barcelona, July 14-15, 2016.
Bolancé, C., Guillen, M. and Padilla-Barreto, A. E. (2016) “Predicting probability of customer churn in insurance” 1st BGSMath Data Science Workshop. Barcelona, February 22, 2017[Poster session].
Claveria, O; Monte, E. and Torra, S. (2016) “Short-term forecasting of GDP via evolutionary algorithms using survey-based expectations”, 36th International symposium on Forecasting, June 19-22.
Chuliá, H.; Guillen, M.; Uribe. J.M. (2016) “Stock market uncertainty and macroeconomic effects”. Finance Forum, Madrid, July 7-8.
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”. European Financial Management Association Annual Conference, Basel, (Switzerland) June 28-July 1.
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Measuring uncertainty in the Stock Market”. European Financial Management Association Annual Conference, Amsterdam, (Holland) June 24-27.
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”. 14th Infiniti Conference on International Finance, Dublin, (Ireland) June 13- 16
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Measuring uncertainty in the Stock Market”. 32nd International Conference of the French Finance Association, Cergy, (France) June 1-3.
Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Uncertainty, systemic shocks and the global banking sector: has the crisis modified their relationship?”. International Finance and Banking Society Annual Meeting, Barcelona, June 1-3
Echevarria-Icaza, V. and Sosvilla-Rivero, S. (2016). «Connectedness of stress in EMU bank and sovereign CDS», 14th INFINITI Conference on International Finance, Trinity College Dublin, (Ireland), June 13-14.
Fairén, M., Baixeries, J., Pasarella, E., Gabarro, J. and Alcañiz, M. (2016) “De menos a distinto: estudio de la implantación de R en las asignaturas del Grado de Estadística UB-UPC”. XXII Jornadas sobre la Enseñanza Universitaria de la Informática (JENUI 2016), Almería, July 6-8.
Fernández-Fernández, F, Gómez-Puig, M., Singh, M. and Sosvilla-Rivero, S. (2016) «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility», Workshop en “Macroeconomía, Economía Monetaria y Financiera”, Instituto Complutense de Análisis Económico (ICAE), Madrid, May 23.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016) «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility», 14th INFINITI Conference on International Finance, Trinity College Dublin, (Ireland), June 13-14..
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016) «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility», XVII Conference on International Economics, Asociación Española de Economía Internacional y Finanzas (AEEFI) and Departamento de Economía de la Universidad de A Coruña, A Coruña, June 16-17.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016) «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility», 23rd Annual Conference of the Multinational Finance Society, Stockholm University Business School, (Sweden) June 26-29.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016) «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility», XXIV Foro de Finanzas, Asociación Española de Finanzas (AEFIN) and Centro Universitario de Estudios Financieros (CUNEF), Madrid, July 7-8.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016): «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility», World Finance Conference, 29 al 31 de Julio de 2016, New York (USA), July 29-31.
Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016). «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond markets volatility». World Finance Conference, New York (USA), July 29-31.
Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016). «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond markets volatility». XIV Finance Forum, Madrid, July 7-8.
Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016). «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond markets volatility». XVII Conference on International Economics, A Coruña, June 16-17.
Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016). «Using connectedness analysis to assess financial stress transmission in EMU sovereign bond markets volatility». 14th INFINITI Conference on International Finance, Dublin (Ireland), June 13-14.
Gómez-Puig, M., Abío, G., Alcañiz, M., Serrano, M., Stoyanova, A., Rubert, R. and Vilalta-Bufí, M. (2015) “Estrategias para mejorar el aprendizaje de los estudiantes GIE en las asignaturas del Departamento de Teoría Económica”. I Jornada de Investigación en Metodología Docente en Economía, Barcelona, April 22.
Guillen, M. (2016) “How much risk is too much?” Science and Society Lecture Series. University of Liverpool, (U K) March 15.
Guillen, M. (2016) “Fundamentals of risk measurement and aggregation for insurance applications” University of Andorra. 13th International Conference on Modeling Decisions for Artificial Intelligence. (September, 19-21)- [Plenary session] (joint paper with C. Bolancé and M. Santolino).
Guillen, M., Nielsen, J.P. and Perez-Marin, A.M. (2016) “A methodological overview for quantifying the risk of an accident in usage-based insurance” CFE CFStatistics Conference, Seville, December 9-11.
Karlis, D., Bermúdez, Ll. and Santolino, M. (2016) On mixtures of multiple discrete distributions with application, ICOSDA 2016, Niagara Falls (Canada), October 14-16.
Ortiz-Gracia, L. (2016) “A Dimension Reduction Method for Option Pricing”. Czech, Slovenian, Austrian, Slovak and Catalan Mathematical Societies joint meeting, Barcelona, September 20-23.
Ortiz-Gracia, L. (2016) “A Fourier-Wavelet Based Dimension Reduction Method for Option Pricing”. The 19th European Conference on Mathematics for Industry (ECMI 2016), Santiago de Compostela, June 13-17.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2016) «Growth dynamic and public debt: An international overview», 81st International Atlantic Economic Conference, Lisbon (Portugal), March 16-19.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2016) «Public debt and economic growth: An empirical evaluation», XV Reunión de Economía Mundial, Alcalá de Henares, June 1-3.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2016) «Public debt and economic growth: An empirical evaluation», XIX Encuentro de Economía Aplicada. Sevilla, June 9-10.
Santolino, M., Bolance, C. and Guillen, M. (2016) “Aggregating and disaggregating risks” CFE CFStatistics Conference, Seville, December 9-11.
Solé-Auró, A. and Alcañiz, M. (2016) “Health and functioning in the exceptionally long-lived in Catalonia (Spain)”. Population Association of America Annual Meeting. Washington D.C. (USA), March 31 – April 2.
Solé-Auró, A. and Alcañiz, M. (2016) “Health and functioning in the exceptionally long-lived in Catalonia (Spain)”. European Population Conference 2016. Mainz (Germany), August 31 – September 3.
Triadó, X.M., Aparicio, P., Elasri, A., López-Jurado, P., Pérez-Marín, A.M. and Solé, M.L. (2016) “Herramientas utilizadas por los agentes implicados en el Trabajo Final de Máster: la experiencia del Máster Universitario en Dirección de Empresas del Deporte” CIDUI 2016, Barcelona, 5-7 july 2016.
2015
Abad, P. and Chuliá, H. (2015) “European Government Markets integration in turbulent times”. International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Abío, G., Alcañiz, M., Gómez-Puig, M., Serrano, M., Stoyanova, A., Rubert, R. and Vilalta-Bufí, M. (2015) “Flipped classroom and Team Based Learning: stimulating learning in students that retake the course”. VII Jornadas de Docencia en Economía, Palma de Mallorca, June 11-12.
Adame-García, V., Fernández-Rodríguez, F. and Sosvilla-Rivero, S. (2015) «Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre and postcrisis», 40 Simposio de la Asociación Española de Economía, Girona, Desember 10-12.
Alaminos, E. and Ayuso, M. (2015) “Una estimación actuarial del coste individual de las pensiones de jubilación y viudedad: concurrencia de pensiones en el Sistema de la Seguridad Social Español” XXIX Congreso Internacional de Economía Aplicada. ASEPELT 2015: “Sostenibilidad y Suficiencia de los Sistemas de Pensiones”, Cuenca, June 24-27.
Alaminos, E. and Ayuso, M. (2015) “An actuarial estimation of the individual cost of retirement and widowhood pension: an application to the Spanish case” International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Alaminos, E.; Ayuso, M. and Guillen, M. (2015) \Illiquidity risk behaviour for the Spanish retired people along the rest of their life: pensions and LTC». Barcelona Risk & Analytics BRA Young Research Workshop, Barcelona, November 25
Alcañiz, M., Alemany, R., Bolancé, C., Ibáñez, D., Riera, C. and Santolino, M. (2015) “Competencias y actitudes: ¿están presentes en la evaluación del estudiante?” V Congreso Internacional UNIVEST 2015, Los retos de mejorar la evaluación, Girona, July 9-10.
Alcañiz, M., Santolino, M. and Ramon, Ll. (2015) “El perfil del conductor en estado de alcoholemia: diferencias entre carretera y zona urbana” International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Alemany, R., Guillén, M. and Piulachs, X. (2015), “Joint modelling approach for analyzing the effect of background health status on elderly insureds’ mortality risk” Workshop on Flexible Models for Longitudinal and Survival Data with Applications in Biostatistics. Warwick (UK), July 27–29 [Poster session].
Ayuso, M. and Perez-Marin, A. M. (2015) “Gender Differences in the Effect of Driving Paterns on the Risk of Accident in PAYD Insurnce” International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Ayuso, M., Bermúdez, L. and Santolino, M. (2015) “¿Podemos predecir las secuelas que padecerá la víctima en función de los días de baja?” Summer School Riskcenter UB, Workshop en Valoración Económica de los daños corporales en siniestros de automóviles, July 16.
Badía, C., Fontanals, H., Galisteo, M., Pons, M.A., Preixens, T. and Sarrasí, F.J. (2015) “Relajación aplicada a la docencia universitaria” XII Foro Internacional sobre Evaluación de la Calidad de la Investigación y la Educación Superior (FECIES). Sevilla, July 9-11.
Badía, C., Fontanals, H., Galisteo, M., Pons, M.A., Preixens, T. and Sarrasí, F.J. (2015) “Meditación en la docencia universitaria” V Jornada de Intercambio de Experiencias de Innovación Educativa en Finanzas. Valencia, June 5.
Belles-Sampera, J. (2015) “Risk behavior behind distortion risk measures” International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 28.
Bermúdez, Ll, Guillén, M. and Karlis, D. (2015) “A bivariate INAR(1) model for insurance claim counts” International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Bermúdez, Ll., Karlis, D. and Santolino, M. (2015) “A finite mixture of multiple Poisson distributions for modelling days of absence from work due to motor accident” International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Blanco, F.; Gil-Lafuente, A.M. and Merigo, J. (2015) “New aggregation methods for decision making in the selection of business opportunities”, XVIII SIGEF Congress, Girona, July 6-8.
Chuliá, H., Guillén, M. and Uribe, J.M (2015) “Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulas”. International Conference on Risk Analysis, ICRA 6 & RISK 2015, Barcelona, May 26-29.
Chuliá, H.; Guillen, M. and Uribe. J.M. (2015) “Asymmetric Uncertainty of Mortality and longevity in the Spanish Population”. XVIII SIGEF Congress, Girona, July 6-8.
Echevarria-Icaza, V. and Sosvilla-Rivero, S. (2015) “Bank risk behavior and connectedness in EMU countries”, XVIII Encuentro de Economia Aplicada, Universidad de Alicante, June 4-5.
Fernández-Fernández, F., and Sosvilla-Rivero, S. (2015) «Volatility transmission between stock prices and exchange rates: A connectedness analysis», VI Workshop “Economía Internacional: Comercio y Finanzas”, Cátedra «Fundación CajaCanarias» de Economía y Finanzas, Universidad de La Laguna, La Laguna, November 9.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2015) “Financial Stress Transmission in EMU Sovereign Bond Market Volatility: A Connectedness Analysis”, XVI Conference on International Economics, Universidad de Deusto, San Sebastián, June 25-26.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016) «Financial stress transmission in EMU sovereign bond markets’ volatility: A connectedness analysis», 9th International Conference on Macroeconomic Analysis and International Finance, University of Crete, Rethimno, (Greece), Mai 28-30.
Fernández-Fernández, F, Gómez-Puig, M., and Sosvilla-Rivero, S. (2016) «Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis», JSPS EU-Japan Joint Workshop on Regional Integration Processes through Trade and Investment Flows, Kwansei Gakuin University and Universidad Complutense de Madrid, Madrid, February 20.
Fernández-Rodríguez, F., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015) “Financial stress transmission in EMU sovereign bond markets’ volatility: a connectedness analysis” Workshop de Economía Internacional: Comercio y Finanzas, La Laguna, November 9-10.
Fernández-Rodríguez, F., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015) “Financial stress transmission in EMU sovereign bond markets’ volatility: a connectedness analysis” 18th International Conference on Macroeconomic Analysis and International Finance (ICMAIF), Crete,(Greece), May 28-30.
Fontanals, H., Badía, C., Galisteo, M., Pons, M.A., Preixens, T. and Sarrasí, F.J. (2015) “Meditació per la Docència Universitària” Jornada de Recerca sobre Metodologia Docent en Economia. Barcelona, April 22.
Gil-Aluja, J., Terceño, A., Ferrer, J.C., Gil-Lafuente, Huertas, M.A. and Hidalgo, J. (2015) “Medio siglo de ideas fuzzy. Exposición del cosmocaixa” XVIII SIGEF Congress, Girona, July 6-8.
Gil-Lafuente, A.M. (2015) “La matemática no numérica en el futuro de las ciencias económicas” I encuentro entre la RACEF, la Universidad de Matanzas y la Asociación de Economistas y Contadores de Matanzas, Matanzas (Cuba), June 25.
Gil-Lafuente, A.M. (2015) “Incidencia de la actividad económica en la calidad de vida de los habitantes. Cuantificación de los efectos para un reequilibrio territorial” X Congreso internacional de gestión, calidad y competitividad empresarial, Morelia (Mexico), October 8-9.
Gil-Lafuente, A.M., Alfaro, V., Alfaro, G. and Gomez, R. (2015) “Análisis de innovación en la pequeña y mediana empresa del sector productivo aplicando data envelopment analysis (DEA). El caso de Morelia, México” X Congreso internacional de gestión, calidad y competitividad empresarial, Morelia (Mexico), October 8-9.
Gil-Lafuente, A.M., Alfaro, V. and Klimova, A. (2015) “A fuzzy approach to competitive clusters using Moore families”. 14th International Conference on Artificial Intelligence and Soft Computing ICAISC 2015, Zakopane (Poland), June 14-18.
Gil-Lafuente, A.M., Balvey, J., Alfaro, V. and Alfaro, G. (2015) “Forgotten effects analysis between the regional economic activity of michoacan a welfare of its inhabitants”, XVIII SIGEF Congress, Girona, July 6-8.
Gil-Lafuente, A.M.; Balvey, A. and Flores, B. (2015) “Situación del sistema público de salud en España. Consecuencias en el bienestar de la población” X Congreso internacional de gestión, calidad y competitividad empresarial, Morelia (Mexico), October 8-9.
Gil-Lafuente, A.M., Vizuete, E., Crespi, M. and Boria, S. (2015) “Incorporación de identidades múltiples en el proceso de selección”, XVIII SIGEF Congress, Girona, July 6-8.
Gómez-Puig, M., Abío, G., Alcañiz, M., Serrano, M., Stoyanova, A., Rubert, R. and Vilalta-Bufí, M. (2015) “Estrategias para mejorar el aprendizaje de los estudiantes GIE en las asignaturas del Departamento de Teoría Económica”. I Jornada de Investigación en Metodología Docente en Economía, Barcelona, April 22.
Gómez-Puig, M., Singh, M. and Sosvilla-Rivero, S. (2015): «A Tale of Two Crises in the Euro Area: Banks and Sovereigns”, XVI Conference on International Economics, Universidad de Deusto, San Sebastián, June 25-26.
Gómez-Puig, M., Sosvilla-Rivero, S. and Singh, M.K. (2015) “Sovereigns and banks in the euro area: a tale of two crises” 40 Simposio de Análisis Económico, Girona, December 10-12.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2015): “Growth dynamics and public debt”, VI Workshop “Economía Internacional: Comercio y Finanzas”, Cátedra «Fundación CajaCanarias» de Economía y Finanzas, Universidad de La Laguna, La Laguna, November 9.
Gómez-Puig, M. and Sosvilla-Rivero, S. (2015) «Short-run and long-run effects of public debt on economic performance: Evidence from EMU countries» IV Meeting on International Economics, Universitat Jaume I Villarreal (Castellón), September 24-25.
Gómez-Puig, M., Sosvilla-Rivero, S. and Singh, M.K. (2015) “Sovereigns and banks in the euro area: a tale of two crises” EFMA Annual Meetings, Amsterdam, (The Netherlands), June 24-27.
González, F.; Flores, B.; Gil-Lafuente, A.M.and Flores, J. (2015) “Fuzzy EOQ inventory model with and without production as an enterprise improvement strategy”, XVIII SIGEF Congress, Girona, July 6-8.
Guillen, M. (2015) “Pricing and marketing insurance in the digital era” Plenary session“The 19th International Congress on Insurance: Mathematics and Economics – IME 2015”. University of Liverpool, (U K), June 24-26. [Plenary session].
Guillen, M., Chuliá, H. and Uribe, J.M. (2015) “Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulas” ICRA & Risk- Barcelona, May 26-29.
Guillen, M., Chuliá, H. and Uribe, J.M. (2015) “Measuring uncertainty in the stock market” AFFI-Cergy-Paris (France), June 1-3.
Guillen, M., Chuliá, H. and Uribe, J.M. (2015) “Measuring Uncertainty in the stock market” EFMA- Breukelen-Amsterdam (The Netherlands) (June 24-27).
Guillen, M., Chuliá, H. and Uribe, J.M. (2015) “Asymmetric Uncertainty in Longevity and Mortality of the Spanish Population” SIGEF- Girona (Spain) (July 6-8).
Guillen, M., Guelman, L., and Pérez-Marín, A.M. (2015) “Uplift predictive modeling in pricing, retention and cross selling of insurance policies” Actuarial and Financial Mathematics Conferences. Brussels, (The Netherlands) February, 5-6.[Plenary session].
Guillen, M., Guelman, L. and Pérez-Marín, A.M. (2015) “Decision Support Models for Optimal Personalized Marketing Interventions in Insurance” World Risk and Insurance Economics Congress, Munich, (Germany)August 3-6.
Jaile-Benítez, J.M., Ferrer-Comalat, J.C. and Linares-Mustarós, S. (2015) “Determining the influence variables in the pork price, based on systems”. XVIII SIGEF Congress. Girona, July 6-8.
Linares-Mustarós, S., Merigó, J.M, and Gil-Lafuente, A.M. (2015) “Nueva propuesta de ordenación de compañías aseguradoras” International Conference on Risk Analysis ICRA6 & RISK2015, Barcelona, May 26-29.
López, J. and Gil-Lafuente, A.M. (2015) “Investigación en lógica fuzzy: medio siglo de evolución y cambios”. XVIII SIGEF Congress. Girona, July 6-8.
Ornelas, A. and Bolancé, C. (2015) “Alternative methods of estimating longevity risk” International Conference on Risk Analysis ICRA6 & RISK2015, Barcelona, May 26-29.
Ortiz-Gracia, L. (2015) “A Highly Efficient Pricing Method for European-Style Options Based on Shannon Wavelets”. Interdisciplinary Workshop on Quantitative Finance, Barcelona, Juny 25-26.
Ortiz-Gracia, L. (2015) “A Highly Efficient Shannon Wavelet Inverse Fourier Technique for Pricing European Options”. Workshop Models and Numerics in Financial Mathematics, Leiden, (The Netherlands), May 26-29.
Piulachs, X. and Alemany, R., (2015), “Joint modeling scheme by weighting cumulative effects over time. Research on mortality for insured elderly” 6th Workshop on Risk Management and Insurance, Barcelona, May 26-29.
Piulachs, X., Alemany, R., Guillen, M. and Serrat, C., (2015), “Joint modelling of health care usage and longevity uncertainty for an insurance portfolio” XVIII SIGEF CONGRESS – Scientific methods for the treatment of uncertainty in social sciences, Girona, July 6-8.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2015): “Detection of implicit fluctuation bands in the European Union countries”, XII Workshop on Economic Integration, Universitat de Valencia, Valencia, November 26-27.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2015) «De Facto Exchange-rate Regimes in Central and Eastern European Countries”, XVI Conference on International Economics, Universidad de Deusto, San Sebastián, June 25-26.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2015) “Detection of implicit fluctuation bands in the European Union countries”, XVIII Encuentro de Economia Aplicada, Universidad de Alicante, June 4-5.
Ramos-Herrera, M. C. and Sosvilla-Rivero, S. (2015) «Detection of fluctuations bands and their credibility in the EU countries», 79th International Atlantic Economic Conference, Milán (Italia), March 11-14.
Rodríguez, R. J. and Sosvilla-Rivero, S. (2015) «Hedonical Office Rents with Spatial Econometrics: The Madrid case», 40 Simposio de la Asociación Española de Economía, Girona, Desember 10-12.
Rodríguez, R. J. Sosvilla-Rivero, S. (2016) «Modelling residential prices with cointegration techniques and automatic selection algorithms», 31st Annual Meeting de la American Real Estate Society, Fort Myers, Florida USA, April 14-18.
Santolino, M. (2015) “What is the risk attitude behind the choice of a distortion risk measure” Interdisciplinary Workshop on Quantitative Finance, CRM, Bellaterra, June 25-26.
Santolino, M. (2015) “Recent contributions in ERM” Summer School Riskcenter UB, Workshop in Enterprise Risk Management, September 17.
Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2015) “Banking risk behavior and connectedness in EMU countries” XVI Conference on International Economics, San Sebastián, June 25-26.
Solé-Auró, A. and Alcañiz, M. (2015) “Is educational health gap increasing for women? Results from Catalonia (Spain)” Meeting of the TRENDS Network: Evaluating trends in old-age disability. Ann Arbor, Michigan (USA), May 22.
Solé-Auró, A. and Alcañiz, M. (2015) “Is low educated women’s health worsening faster than other educational groups? Results from Catalonia (Spain)” Population Association of America Annual Meeting. San Diego (California), April 30, May 2.
Souto, L., García, I. and Gil-Lafuente, A.M. (2015) “Procedimiento para la evaluación del desempeño de los trabajadores con base en la teoría de los subconjuntos borrosos” X Congreso internacional de gestión, calidad y competitividad empresarial, Morelia (Mexico), October 8-9.
Torrente, D., Caïs, J., Bolancé, C. and Ayuso, M. (2015) “Efectos de la crisis económica en la confianza en las personas e instituciones en España” XII Congreso de la Asociación Española de Ciencia Política y de la Administración, San Sebastián, July 13-15.
Triadó, X., Aparicio, M. P., Elasri, A., López-Jurado, P. Pérez Marín, A. M, Romeo, M., Solé, M. L. and Viñas, J. (2015) “Conpetències percebudes i identificades en els Treballs Finals de Màster, de l’àmbit d’Economia i Direcció d’Empreses de les Universitats Catalanes. Oportunitats i reptes de futur” III Jornada de Recerca en Docència Universitària, ICE, Barcelona, February 2-4.
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