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Alejandro Balbás

Charles III University of Madrid

CL. de Madrid 126

Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

295

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Lambda-Quantiles as Fixed Points

Number of pages: 32 Posted: 19 Oct 2023
Alejandro Balbás, Beatriz Balbás and Raquel Balbás
Charles III University of Madrid, University of Alcala and Universidad Complutense de Madrid (UCM)
Downloads 123 (584,619)

Abstract:

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Lambda-quantile, lambda-fixed point risk measure, risk representation, risk optimization.

2.

Bidual Approaches in Risk Representation

Number of pages: 32 Posted: 15 Jan 2021
Alejandro Balbás, Beatriz Balbás and Raquel Balbás
Charles III University of Madrid, University of Alcala and Universidad Complutense de Madrid (UCM)
Downloads 110 (640,165)

Abstract:

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Risk Measure, Bidual Representation, Model Risk

3.

Optimal Reinsurance: Why Not the Difference Cvar-Var?

Number of pages: 29 Posted: 20 Dec 2024
Alejandro Balbás, Beatriz Balbás, Raquel Balbás and Antonio Heras
Charles III University of Madrid, University of Alcala, Universidad Complutense de Madrid (UCM) and Universidad Complutense de Madrid (UCM)
Downloads 62 (942,565)

Abstract:

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Optimal reinsurance, conditional value at risk, confidence level free optimal retention, vector optimization and Pareto solution, linear problem