Summary

The quantification of risk in the field of finance and insurance has been addressed from a univariate perspective, where value-at-risk is one of the most widely accepted measures. The hypotheses about the statistical distribution of reference (normal or lognormal) have also marked the research in this area. This project has proposed and studied new risk measures that incorporate multivariate behavior and capture the dependence between the components of the same. Such measures are necessary to address the complexity in risk management dictated by the current economic environment. The main lines of work of this project were: 1) non-parametric or semi-parametric methodology in the analysis of the statistical distributions for the quantification of risks, 2) measures of multivariate inequality and entropy 3) generalization to multidimensional risk measures 4) models for panel data with changing parameters and 5) specification contrasts. Several applications have been contemplated, among them those dedicated to insurance, energy sector, as well as pension applications, where multidimensionality is essential to combine the risk of longevity with the risk derived from the loss of personal autonomy (functional or cognitive dependence ). The financial and insurance regulations, through the directives of Basel III and Solvency II, suffers from notable deficiencies in the way of assessing the risk and requires the methodological advances related to the objectives of this project. It is therefore to be hoped that the results will be of interest both to the economic sectors involved in risk transfer and to the financing of business and, in general, to all citizens at a microeconomic level, With regard to your expectations for retirement

Publications (2014-2016)

1. Chuliá, H., Guillen, M. and Uribe, J.M. “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”, Emerging Markets Review, DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001 accepted.

2. Marí del Cristo, M.L. and Gómez-Puig, M. (2017). Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, accepted

3. Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2017) “Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error” Sociological Methods and Research, accepted. 0049124116672681.

2017

4. Bolviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals, Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI: http://dx.doi.org/10.1016/j.insmatheco.2016.12.006.
5. Chuliá, H., Guillén, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe), International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003
6. Piulachs, X., Alemany, R. and Guillen, M. (2017). “Emergency care usage and longevity have opposite effects on health insurance rates”. Kybernetes, 46(1), 102-113.

2016

7. 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», Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI: http://dx.doi.org/10.1007/978-3-319-40506-3_8
8. Alemany, R., Bolancé, C., Guillén, M. and Padilla-Barreto; A. (2016), “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”, Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
Download Info https://ideas.repec.org/a/cys/ecocyb/v50y2016i4p61-74.html

9. Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s” Risks, 4(2), 1-10. DOI: http://dx.doi.org/10.3390/risks4020010.
10. Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance” Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI: http://dx.doi.org/ 10.1016/j.trc.2016.04.004.
11. Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment” Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829.
12. Belles-Sampera, J., Guillén, M., Santolino, M. (2016) “Compositional methods applied to capital allocation problems”, The Journal of Risk, 19(2), 1-15. DOI:http://dx.doi.org/10.21314/JOR.2016.345
13. Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”, Insurance: Mathematics and Economics, 68, 101-109. DOI: http://dx.doi.org/10.1016/j.insmatheco.2016.02.005.
14. Bolancé, C., Guillen, M., Padilla-Barreto, A.E. (2016) “Predicting probability of customer churn in insurance” Lecture Notes in Business Information Processing, 254, 82-91.
15. Cambois, E., Solé-Auró, A., and Robine, J.M. (2016). “Economic hardship and educational differentials in disability in 26 European countries” Journal of Aging & Health, 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503
16. Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016).“ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009” Journal of Epidemiology & Community Health, 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978
17. Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”, ASTIN Bulletin, 46(1), 165-190. doi:10.1017/asb.2015.21. DOI: http://dx.doi.org/10.1017/asb.2015.21.
18. Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability” Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf
19. Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016). “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility” Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005
20. Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) «Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion» Economic Modelling, 56, 133–147. DOI: http://dx.doi.org/10.1016/j.econmod.2016.03.017.
21. Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints” Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413
22. Guillen, M., Bolancé, C., & Santolino, M. (2016, September). “Fundamentals of Risk Measurement and Aggregation for Insurance Applications” Lecture Notes in Computer Science, 9880, 15-25.
23. Guillen M. (2016) Big data en seguros Indice: revista de estadística y sociedad, ISSN-e 1696-9359, Nº. 67, 2016 (Ejemplar dedicado a: Estadísticas de seguros), págs. 28-30.
24. Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador» Applied Economics, 48, 2139–2155. DOI: http://dx.doi.org/10.1080/00036846.2015.1114580.
25. Pitt, D., Guillen, M. and Bolancé, C. (2016) “Estimation of Parametric and Nonparametric Models for Univariate Loss Distributions in Finance—an approach using R” Journal of Financial Education, 42.
26. Padilla-Barreto, A., Bolancé, C. and Guillén, M. (2016) “Cuantificación del riesgo para la tarificación en seguros de automóvil” Anales del Instituto de Actuarios Españoles, 22.
27. Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+” PloS one, 11(4), e0153234. DOI: http://dx.doi.org/10.1371/journal.pone.0153234.
28. Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries” Journal of International Money and Finance, 63, 137-164. DOI: http://dx.doi.org/10.1016/j.jimonfin.2016.01.003.
29. Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)” International Journal for Equity in Health, 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9

2015

30. Afat, D., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015) “The failure of the monetary model of exchange rate determination” Applied Economics, 47(43), 4607–4629.
31. Alcañiz, M., Brugulat, P., Guillén, M., Medina, A., Mompart, A. and Solé-Auró, A. (2015) “Risk of dependence associated with health, social support, and lifestyle” Revista de Saúde Pública, 49(26), 1-10.
32. Bahraoui, Z., Bolancé, C., Pelican, E. and Vernic, R. (2015) “On the bivariate distribution and copula. An application on insurance data using truncated marginal distributions” SORT, 39(2), 1-22.
33. Bel, G., Bolancé, C., Guillén, M. and Rosell, J. (2015) “The environmental effects of changing speed limits: A quantile regression approach”, Transportation Research Part D: Transport and Environment, 36, 76-85.
34. Donnelly, C., Gerrard, R., Guillén, M. and Nielsen, J.P. (2015) “Less is more: Increasing retirement gains by using an upside terminal wealth constraint” Insurance Mathematics and Economics, 64, 259-267.
35. Fernández-Rodríguez, F., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015). “Volatility Spillovers in EMU sovereign bond markets” International Review of Economics and Finance, 39, 337-352.
36. Gómez-Puig, M. and Sosvilla-Rivero, S. (2015) “The causal relationship between debt and growth in EMU countries” Journal of Policy Modeling, 37, 974-989.
37. Guelman, L., Guillen, M. and Pérez-Marín, A.M. (2015) «Uplift Random Forests» Cybernetics & Systems, 46(3-4), 230-248. DOI: 10.1080/01969722.2015.1012892.
38. Guelman, L., Guillen, M. and Pérez-Marín, A. M. (2015) “A decision support framework to implement optimal personalized marketing interventions” Decision Support Systems, 72, 24–32. DOI: 10.1016/j.dss.2015.01.010.
39. Linares-Mustarós, S., Merigó, J.M. and Ferrer-Comalat, J.C. (2015) “Processing extreme values in sales forecasting” Cybernetics and Systems, 46(3-4), 207-222.
40. Merigo, J., Engemann, K., Gil-Lafuente, A.M. (2015) “Intelligent systems in business and economics” Cybernetics and Systems, 46(3-4), 145-149.
41. Merigó, J.M., Guillen, M. and Sarabia, J.M. (2015) “The Ordered Weighted Average in the Variance and the Covariance” International Journal of Intelligent Systems, 30(9), 985-1005. (IPS de los dos subproyectos)
42. Osorio, A., Bolance, C., and Madise, N. (2015) “Community socioeconomic context and its influence on intermediary determinants of child health: Evidence from Colombia” Journal of Biosocial Science, 47(1), 1-27.
43. Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2015). “Banking risk behavior and connectedness in EMU countries” Journal of International Money and Finance, 57, 161-184.
44. Solé-Auró, A. and Alcañiz, M. (2015) “Are we living longer but less healthy? Trends in mortality and morbidity in Catalonia (Spain), 1994-2011” European Journal of Ageing, 12(1), 61-70.
45. Solé-Auró, A., Beltrán-Sánchez, H. and Crimmins, E.M. (2015) “Are Differences in Disability-Free Life Expectancy by Gender, Race, and Education Widening at Older Ages?” Population Research and Policy Review, 34(1), 1-18.
46. Solé-Auró, A., Michaud, P.C., Hurd, M.D. and Crimmins, E.M. (2015) “Disease incidence and mortality among older Americans and Europeans” Demography, 52, 593-611.

2014

47. Abad, A., Chuliá, H. and Gómez-Puig, M. (2014) “Time-varying integration in European government bond markets” European Financial Management, 20(2), 270-290.
48. Alcañiz, M., Ayuso, M. and Pérez-Marín, A.M. (2014) “El seguro basado en el uso” Gerencia de Riesgos y Seguros, 120, 2-10.
49. Alcañiz, M., Guillen, M., Santolino, M., Sánchez-Moscona, D., Llatje, O and Ramón, Ll. (2014) “Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey in Catalonia (Spain)” Accident Analysis and Prevention, 65, 131-141.
50. Alcañiz, M., Mompart-Penina, A., Guillén-Estany, M., Medina-Bustos, A., Aragay-Barbany, J.M., Brugulat-Guiteras, P. and Tresserras-Gaju, R. (2014) “A new design the the Health Survey of Catalonia (2010-2014): a step forward in health planning and evaluation [Nuevo diseño de la Encuesta de Salud de Cataluña (2010-2014): un paso adelante en planificación y evaluación sanitaria]” Gaceta Sanitaria, 28(4), 338-340.
51. Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2014) “Los hábitos de conducción al volante según el género en los seguros pay-as-you-drive o usage-based” Anales del Instituto de Actuarios Españoles, 20, 17-32.
52. Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2014) “Time and distance to first accident and driving patterns of young drivers with pay-as-you-drive insurance” Accident Analysis and Prevention, 73, 125-131.
53. Bahraoui, Z., Bolancé, C., and Pérez-Marín, A-M- (2014) “Testing extreme value copulas to estimate the quantile” SORT-Statistics and Operations Research Transactions, 38(1), 89-102.
54. Belles-Sampera, J., Guillen, M. and Santolino, M. (2014) “Beyond value-at-risk: GlueVaR distortion risk measures” Risk Analysis, 34(1), 121-134.
55. Belles-Sampera, J., Guillen, M. and Santolino, M. (2014) “GlueVaR risk measures in capital allocation applications” Insurance: Mathematics and Economics, 58(1), 132-137.
56. Belles-Sampera, J., Merigó, J.M., Guillen, M. and Santolino, M. (2014) “Indicators for the characterization of discrete Choquet integrals” Information Sciences, 267, 201-216.
57. Bermúdez, L., Ferri, A. and Guillen, M. (2014) “On the use of risk measures in solvency capital estimation” International Journal of Business Continuity and Risk Management, 5(1), 4-13.
58. Bolancé, C., Bahraoui, Z. and Artís, M. (2014) “Quantifying the risk using copulae with nonparametric marginal” Insurance: Mathematics and Economics, 58, 46-56.
59. Donnelly, C., Guillen, M. and Nielsen, J.P. (2014) “Bringing cost transparency to the life annuity market” Insurance Mathematics and Economics, 56, 14-27.
60. Gerrard, R., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2014) “Long-run savings and investment strategy optimization” The Scientific World Journal, vol. 2014, Article ID 510531, 13 pages, 2014. doi:10.1155/2014/510531
61. Gómez-Puig, M., Sosvilla-Rivero, S. and Ramos-Herrera, M.C (2014). “An update on EMU sovereign yield spreads drivers in times of crisis: A panel data analysis” The North American Journal of Economics and Finance, 30, 133-153.
62. Guelman, L. and Guillen, M. (2014) “A causal inference approach to measure price elasticity in Automobile Insurance” Expert Systems with Applications, 41(2), 387-396.
63. Guelman, L., Guillen, M. and Pérez-Marín, A.M. (2014) “A survey of personalized treatment models for pricing strategies in insurance” Insurance: Mathematics and Economics, 58(1), 68-76.
64. Guillen, M., Jarner, S.F., Nielsen, J.P. and Pérez-Marín, A.M. (2014) “Risk-adjusted impact of administrative costs on the distribution of terminal wealth for long-term investment” The Scientific World Journal, vol. 2014, Article ID 521074, 12 pages, 2014. doi: 10.1155/2014/521074.
65. Medina, A., García, O., Alcañiz, M., Guillen, M., Mompart, A., Brugulat, P., Baranda, L., Martínez, V., Saltó, E. and Tresserras, R. (2014) “L’Enquesta de Salut de Catalunya: una eina per al seguiment actiu de la salut poblacional” Butlletí Epidemiològic de Catalunya, 35, 4, 46-55.
66. Posso, M., Brugulat, P., Mompart, M., Medina, A., Alcañiz, M., Guillen, M. and Tresserras, R. (2014) “Prevalence and determinants of obesity in children and young people in Catalonia, Spain, 2006-2012 [Prevalencia y condicionantes de la obesidad en la población infantojuvenil. Cataluña 2006-2012]” Medicina Clínica, 143(11), 475-483.
67. Urbina, J. and Guillen, M. (2014) “An application of capital allocation principles to operational risk and the cost of fraud” Expert Systems with Applications, 41(16), 7023-7031.

Contributions to meetings (2014-2016)

2016

1. 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.
2. 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 (United Kingdom), September 4-7.
3. 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 ILPN International Conference on Evidence-based Policy in Long-term Care. London (UK), September 4-7.
4. 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 (Spain), July 14-15.
5. 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 (Spain), July 4-5.
6. 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 (Spain), June 9-10.
7. Alemany, R., Guillen, M., Piulachs, X. (2015) «Joint modelling approach for analyzing the effect of background health status on elderly insureds», Workshop on Flexible Models for Longitudinal and Survival Data with Applications in Biostatistics, Coventry (United Kingdom), July 27-29. ) [Poster session].
8. 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.
9. Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “Capital allocation principles and compositional data” AFMath, Brussels (Belgium), February 5-6 [Poster session].
10. Bolancé, C., Guillen, M. and Padilla-Barreto, A. E. (2016) “Predicting probability of customer churn in insurance” International Conference, MS 2016, Teruel, Spain, July 4-5, 2016.
11. 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.
12. 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].
13. Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Measuring uncertainty in the Stock Market”. European Financial Management Association Annual Conference, Amsterdam, June 24-27.
14. Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Measuring uncertainty in the Stock Market”. 32nd International Conference of the French Finance Association, Cergy, June 1-3.
15. 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 (EEUU), July 29-31.
16. 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.
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». XVII Conference on International Economics, A Coruña, June 16-17.
18. 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 (Irlanda), June 13-14.
19. Guillen, M. (2016) “How much risk is too much?” Science and Society Lecture Series. University of Liverpool, March 15.
20. 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).
21. Guillen, M., Nielsen, J.P., 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.
22. Santolino, M., Bolance, C., Guillen, M. (2016) “Aggregating and disaggregating risks” CFE CFStatistics Conference, Seville, December 9-11.
23. 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.
24. 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.
25. 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

26. 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 (Spain), June 11-12.
27. 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 (Spain), November 25.
28. 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 (Spain), July 9-10.
29. Alemany, R., Guillen, 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.
30. 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.
31. Bermúdez, L., Guillen, 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.
32. Blanco, F.; Gil-Lafuente, A.M.; Merigo, J. (2015) “New aggregation methods for decision making in the selection of business opportunities”, XVIII SIGEF Congress, Girona, July 6-8.
33. Chuliá, H., Guillen, 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.
34. Chuliá, H.; Guillen, M.; Uribe. J.M. (2015) “Asymmetric Uncertainty of Mortality and longevity in the Spanish Population”. XVIII SIGEF Congress, Girona, July 6-8.
35. 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.
36. 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), Creta, May 28-30.
37. 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.
38. 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 (Spain), April 22.
39. 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.
40. 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, Villarreal (Castellón), September 24-25.
41. 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, June 24-27.
42. González, F.; Flores, B.; Gil-Lafuente, A.M.; Flores, J. (2015) “Fuzzy EOQ inventory model with and without production as an enterprise improvement strategy”, XVIII SIGEF Congress, Girona, July 6-8.
43. 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, United Kingdom, (June 24-26). [Plenary session].
44. 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.
45. Guillen, M., Chuliá, H. and Uribe, J.M. (2015) “Measuring uncertainty in the stock market” AFFI-Cergy-Paris (France), June 1-3.
46. Guillen, M., Chuliá, H. and Uribe, J.M. (2015) “Measuring Uncertainty in the stock market” EFMA- Breukelen-Amsterdam (The Netherlands) (June 24-27).
47. 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).
48. 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, February, 5-6.[Plenary session].
49. 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, August 3-6.
50. 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.
51. Ornelas, A. and Bolancé, C. (2015) “Alternative methods of estimating longevity risk” International Conference on Risk Analysis ICRA6 & RISK2015, Barcelona, May 26-29.
52. 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.
53. 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.
54. 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.
55. 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.
56. 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), May 22.
57. 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.
58. 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.
59. 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.

2014

60. 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 (Spain), November 17-19.
61. 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 (Spain), July 8-10.
62. Alcañiz, M., Chulià, H., Pérez-Marín, A.M., Riera, C. and Sarabia, J.M. (2014) “La superación de las deficiencias competenciales en el estudiante universitario: factor clave para su futuro rendimiento laboral” 5º Congreso Nacional de Mercado de Trabajo y Relaciones Laborales, Palencia, April 3-4.
63. Alcañiz, M., Chuliá, H, Santolino, M., Llatje, O. and Ramon, Ll. (2014) “Detecting alcohol related risk of accident: random and non-random breath tests” Risk Management in Insurance, Barcelona (Spain), July 16.
64. Alemany, R., Guillen, M. and Piulachs-Lozada, X. (2014) «A longitudinal and survival model with healthcare usage for insured elderly» 3rd International Conference on Evidence-based Policy in Long-term Care, London (United Kingdom), September 1-3.
65. Alemany, R. and Piulachs-Lozada, X. (2014) «Longitudinal and Survival Model with Health Care Usage for Insured Elderly» Risk Management in Insurance. Barcelona (Spain). July 16.
66. Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2014) “Predicting the distance travelled to first accident at fault in Pay-As-You-Drive insurance” XV Iberian-Italian Congress of Financial and Actuarial Mathematics, Seville, October 23-24.
67. Ayuso, M., Guillen, M and Valero, D. (2014) “Sostenibilidad del sistema de pensiones en España desde la perspectiva de la equidad y la eficiencia” VII Seminario Anual IREA UB, Barcelona (Spain), January 10.
68. Belles-Sampera, J., Guillen, M. and Santolino, M. (2014) “A role for GlueVaR risk measures under the Solvency II framework” 8th International Conference on Computational and Financial Econometrics CFE-2014/ERCIM 2014 , Pisa (Italy), December 6-8.
69. Belles-Sampera, J., Guillen, M. and Santolino, M. (2014) “Calibration of GlueVaR distortion risk measures for insurance regulatory requirements” Risk Management in Insurance, Barcelona (Spain), July 16.
70. Gómez-Puig, M., Sosvilla-Rivero, S. and Singh, M.K. (2014) “Sovereigns and banks in the euro area: a tale of two crises”. XI INTECO Workshop on Economic Integration, Valencia, November 27-28.
71. Gómez-Puig, M. and Sosvilla-Rivero, S. (2014) “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. Workshop de Economía Internacional: Comercio y Finanzas, La Laguna, November 10-11.
72. Gómez-Puig, M. and Sosvilla-Rivero, S. (2014) “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. 29th Annual Congress of the European Economic Association, Toulouse, August 25-29.
73. Gómez-Puig, M. and Sosvilla-Rivero, S. (2014) “Causality and contagion in EMU sovereign debt markets”. EFMA Annual Meetings, Rome, June 25-28.
74. Gómez-Puig, M. and Sosvilla-Rivero, S. (2014) “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. 12th INFINITI Conference on International Finance, Prato, June 10-14.
75. Gómez-Puig, M., Sosvilla-Rivero, S. and Ramos-Herrera, M.C. (2014) “An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis”. XVII Encuentros Economía Aplicada, Gran Canaria, June 5-6.
76. Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero. (2014) “Banking risk behavior and connectedness in EMU countries”. 6th International Finance and Banking and Society (IFABS), Lisbon, June 18-20.
77. Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero.(2014) “Banking risk behavior and connectedness in EMU countries”. International Conference on Economic and Financial Risks, Poitiers, June 12-13.

PhD theses defended (2014-2016)

2016

1. Ambriz, C.A. (2016) “Essays on the Mexican stock market” PhD in Economics. Dir.: Gómez-Puig, M. and Patxot, C.

2015

2. Bahraoui, Z. (2015) “Quantifying Risk using Copulae and Kernel Estimators” PhD in Statistics, Dir.: Bolancé, C.
3. Belles-Sampera, J. (2015) “Quantitative Risk Assessment, Aggregation Functions and Capital Allocation Problems” PhD in Business, Dir.: Santolino, M. and Guillén, M.
4. Guelman, L. (2015) “Optimal personalized treatment learning models with insurance applications” PhD in Economics, Dir.; Guillén, M.
5. Ornelas, A. (2015) “La Mortalidad y la longevidad en la Cuantificación del Riesgo Actuarial para la Población de México” PhD in Statistics, Dir.: Guillén, M. and Bolancé, C.

2014

6. Marí del Cristo, M.A. (2014) “Essays on the optimal choice of exchange rate regime in emerging countries” PhD in Economics. Dir.: Gómez-Puig, M.