Anna Castañer

University of Barcelona - Department of Actuarial, Financial and Economic Mathematics

Avda. Diagonal 690

Barcelona, 08034

Spain

  • University of Barcelona - Department of Actuarial, Financial and Economic Mathematics

SCHOLARLY PAPERS

5

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726

TOTAL CITATIONS

0

Scholarly Papers (5)

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1.

Evaluación de las tarifas de las pensiones de accidentes de trabajo y enfermedades profesionales (2011-2015) (Are the Rates Levied to Cover the Cost of Pensions for Occupational Injury and Disease Actuarially Fair? An Analysis for the Period 2011-2015))

Innovar Journal, 27(66), 153-167.
Number of pages: 16 Posted: 02 May 2015 Last Revised: 02 Oct 2017
Anna Castañer, Juan Manuel Pérez Salamero González and Carlos Vidal-Meliá
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 358 (179,206)

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Capitalization system, Invalidity, Life annuities, Mutual Insurance Societies for Occupational Accidents and Diseases, Widowhood

2.

Optimal Stop-Loss Reinsurance: A Dependence Analysis

XREAP2014-04
Number of pages: 32 Posted: 12 Apr 2014
Anna Castañer and M. Merce Claramunt Bielsa
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
Downloads 110 (532,654)

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Stop-loss premium, survival probabilities, reinsurance

3.

Some Optimization and Decision Problems in Proportional Reinsurance

Downloads 101 (567,153)

Some Optimization and Decision Problems in Proportional Reinsurance

UB Economics Working Papers E14/310
Number of pages: 29 Posted: 14 May 2014
Anna Castañer, M. Merce Claramunt Bielsa and Maite Marmol
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, University of Barcelona - Department of Actuarial, Financial and Economic Mathematics and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
Downloads 51 (846,623)

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Deficit at ruin, Gerber-Shiu function, Risk measures

Some Optimization and Decision Problems in Proportional Reinsurance

UB Economics Working Papers E14/310
Number of pages: 29 Posted: 29 Mar 2014
Anna Castañer, M. Merce Claramunt Bielsa and Maite Marmol
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, University of Barcelona - Department of Actuarial, Financial and Economic Mathematics and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
Downloads 50 (854,701)

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Deficit at ruin, Gerber-Shiu function, Risk measures.

4.

An Analysis of Black-Box Optimization Problems in Reinsurance: Evolutionary-Based Approaches

Number of pages: 34 Posted: 04 May 2013
Sancho Salcedo-Sanz, Leopoldo Carro Calvo, M. Merce Claramunt Bielsa, Anna Castañer and Maite Marmol
University of Alcala, University of Alcala, University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, University of Barcelona - Department of Actuarial, Financial and Economic Mathematics and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
Downloads 101 (567,153)

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Reinsurance, Optimization Problems, Evolutionary-based algorithms

5.

Economic Indicators for Automobile Claim Frequencies

Estudios de Economía. Vol. 46 - Nº 2, Diciembre 2019. Páginas 245-271. December 2019
Number of pages: 28 Posted: 19 Dec 2019
Eva Boj, Anna Castañer, M. Mercè Claramunt, Teresa Costa and Oriol Roch
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, University of Barcelona - Department of Actuarial, Financial and Economic Mathematics, affiliation not provided to SSRN, University of Barcelona - Department of Actuarial, Financial and Economic Mathematics and Universitat de Barcelona
Downloads 56 (792,116)

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categories of vehicles, dynamic regression, external predictors, motor insurance, time series