Catalina Bolancé

University of Barcelona - Department of Econometrics

Associate Professor

Av. Diagonal 690

Barcelona, E-08034

Spain

  • University of Barcelona - Department of Econometrics

SCHOLARLY PAPERS

14

DOWNLOADS

1,661

SSRN CITATIONS

3

CROSSREF CITATIONS

8

Scholarly Papers (14)

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1.

Kernel Density Estimation for Heavy-Tailed Distributions Using the Champernowne Transformation

Number of pages: 32 Posted: 22 Apr 2005
Tine Buch-Kromann, Jens Perch Nielsen, Montserrat Guillen and Catalina Bolancé
Royal & SunAlliance, City University London - Cass Business School, affiliation not provided to SSRN and University of Barcelona - Department of Econometrics
Downloads 522 (93,040)

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Actuarial loss models, Transformation, Skewness, Champernowne distribution, Extreme Value Theory

2.

Loss Risk Through Fraud in Car Insurance

XREAP No. 2011-07
Number of pages: 27 Posted: 03 Jun 2011 Last Revised: 07 Jun 2011
Mercedes Ayuso, Catalina Bolancé and Montserrat Guillen
University of Barcelona, University of Barcelona - Department of Econometrics and affiliation not provided to SSRN
Downloads 215 (243,229)

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fraudulent claims, operational risk, claims auditing, risk measure, non-parametric estimation

3.

Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions: An Approach Using R

XREAP No. 2011-06
Number of pages: 48 Posted: 03 Jun 2011
David Pitt, Montserrat Guillen and Catalina Bolancé
University of Melbourne - Department of Economics, affiliation not provided to SSRN and University of Barcelona - Department of Econometrics
Downloads 182 (281,381)
Citation 6

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4.

Social Determinants of Child Health in Colombia: Can Community Education Moderate the Effect of Family Characteristics?

XREAP WP 2013-02
Number of pages: 42 Posted: 08 Mar 2013
Ana Osorio, Catalina Bolancé, Nyovani Madise and Katharina Rathmann
University of Barcelona, University of Barcelona - Department of Econometrics, University of Southampton - Division of Social Statistics and Humboldt University of Berlin
Downloads 163 (309,362)
Citation 2

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child health, community education, maternal education, cross-level interactions, Colombia

5.

Nonparametric Estimation of Value-at-Risk

XARXA de Referencia en Economia Aplicada, XREAP2012-19
Number of pages: 40 Posted: 17 Oct 2012
Ramon Alemany, Catalina Bolancé and Montserrat Guillen
University of Barcelona, University of Barcelona - Department of Econometrics and affiliation not provided to SSRN
Downloads 154 (324,591)
Citation 3

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kernel estimation, bandwidth selection, quantile, risk measures

6.

Testing Extreme Value Copulas to Estimate the Quantile

XREAP2013-09
Number of pages: 31 Posted: 30 Nov 2013
Zuhair Bahraoui, Catalina Bolancé and Ana Maria Perez
University of Barcelona - Department of Econometrics, University of Barcelona - Department of Econometrics and University of Barcelona
Downloads 111 (416,909)
Citation 1

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Extreme value copula, Extreme value distributions, Quantile

7.

Intermediary and Structural Determinants of Early Childhood Health in Colombia: Exploring the Role of Communities

XREAP2012-13
Number of pages: 49 Posted: 27 Jun 2012
Ana Maria Osorio, Catalina Bolancé and Nyovani Madise
Pontifical University Javeriana Cali - Faculty of Economics and Business Administration, University of Barcelona - Department of Econometrics and University of Southampton - Division of Social Statistics
Downloads 71 (552,475)
Citation 1

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8.

The Environmental Effects of Changing Speed Limits: A Quantile Regression Approach

DOCUMENT DE TREBALL XREAP2014-09
Number of pages: 32 Posted: 03 Dec 2014
Germà Bel, Catalina Bolancé, Montserrat Guillen and Jordi Rosell
University of Barcelona - Department of Political Economics, University of Barcelona - Department of Econometrics, affiliation not provided to SSRN and University of Barcelona
Downloads 61 (602,412)
Citation 1

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9.

Estimating Extreme Value Cumulative Distribution Functions Using Bias-Corrected Kernel Approaches

XREAP2015-01
Number of pages: 36 Posted: 23 Jan 2015
Catalina Bolancé, Zuhair Bahraoui and Ramon Alemany
University of Barcelona - Department of Econometrics, University of Barcelona - Department of Econometrics and University of Barcelona
Downloads 59 (607,434)
Citation 2

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Transformed kernel estimation, cumulative distribution function, extreme value distribution

10.

Multivariate Count Data Generalized Linear Models: Three Approaches Based on the Sarmanov Distribution

XREAP 2017-07
Number of pages: 37 Posted: 14 Nov 2017
Catalina Bolancé and Raluca Vernic
University of Barcelona - Department of Econometrics and Ovidius University of Constanta
Downloads 50 (655,680)
Citation 3

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multivariate counting distribution, Sarmanov distribution, Negative Binomial distribution, Generalized Linear Model, ML estimation algorithm

11.

Prediction of the Economic Cost of Individual Long-Term Care in the Spanish Population

XREAP 2010-08
Number of pages: 35 Posted: 22 Apr 2011
Catalina Bolancé, Ramon Alemany and Montserrat Guillen
University of Barcelona - Department of Econometrics, University of Barcelona and affiliation not provided to SSRN
Downloads 44 (691,712)
Citation 1

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12.

Alternative Methods of Estimating the Longevity Risk

XREAP 2018-05 Working Paper
Number of pages: 37 Posted: 30 Oct 2018
Catalina Bolancé, Montserrat Guillen and Arelly Ornelas
University of Barcelona - Department of Econometrics, affiliation not provided to SSRN and University of Barcelona - Department of Econometrics
Downloads 23 (850,900)

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longevity, value-at-risk, nonparametric inference

13.

On the Bivariate Farlie-Gumbel-Morgenstern Distribution with Alternative Composite Exponential-Pareto Marginals

Number of pages: 33 Posted: 27 Oct 2023
Catalina Bolancé, Raluca Vernic and Adrian Bâcă
University of Barcelona - Department of Econometrics, Ovidius University of Constanta and Ovidius University of Constanta
Downloads 6 (1,010,829)

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dependence, bivariate Farlie-Gumbel-Morgenstern distribution, composite Exponential-Pareto distribution, insurance data, simulation

14.

Impact of D-Vine Structure on Risk Estimation

Journal of Risk, Forthcoming
Number of pages: 32 Posted: 14 May 2018
Catalina Bolancé, Ramon Alemany and Alemar E. Padilla Barreto
University of Barcelona - Department of Econometrics, University of Barcelona and University of Barcelona
Downloads 0 (1,053,914)
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value-at-risk (VaR), conditional value-at-risk (CVaR), pair–copula, dependence measures, drawable vine (D-vine).