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Author ID: balbas.beatriz Recent zbMATH articles by "Balbás, Beatriz"
Published as: Balbás, Beatriz
Documents Indexed: 15 Publications since 2008
Co-Authors: 6 Co-Authors with 15 Joint Publications
42 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 155 times in 103 Documents Cited by Year
Optimal reinsurance with general risk measures. Zbl 1162.91394
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
64
2009
Optimal reinsurance under risk and uncertainty. Zbl 1308.91075
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
29
2015
Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
14
2011
Good deals and benchmarks in robust portfolio selection. Zbl 1346.91198
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
14
2016
Minimizing measures of risk by saddle point conditions. Zbl 1200.91132
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
9
2010
Good deals in markets with friction. Zbl 1281.91138
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2013
Golden options in financial mathematics. Zbl 1422.91679
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2019
Risk transference constraints in optimal reinsurance. Zbl 1484.91370
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
4
2022
Differential equations connecting VaR and CVaR. Zbl 1367.91199
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2017
Conditional tail expectation and premium calculation. Zbl 1277.91085
Heras, Antonio; Balbás, Beatriz; Vilar, José Luis
3
2012
Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2021
VaR as the CVaR sensitivity: applications in risk optimization. Zbl 1346.90822
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
2
2017
Risk transference constraints in optimal reinsurance. Zbl 1484.91370
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
4
2022
Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2021
Golden options in financial mathematics. Zbl 1422.91679
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2019
Differential equations connecting VaR and CVaR. Zbl 1367.91199
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2017
VaR as the CVaR sensitivity: applications in risk optimization. Zbl 1346.90822
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
2
2017
Good deals and benchmarks in robust portfolio selection. Zbl 1346.91198
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
14
2016
Optimal reinsurance under risk and uncertainty. Zbl 1308.91075
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
29
2015
Good deals in markets with friction. Zbl 1281.91138
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2013
Conditional tail expectation and premium calculation. Zbl 1277.91085
Heras, Antonio; Balbás, Beatriz; Vilar, José Luis
3
2012
Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
14
2011
Minimizing measures of risk by saddle point conditions. Zbl 1200.91132
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
9
2010
Optimal reinsurance with general risk measures. Zbl 1162.91394
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
64
2009
all top 5

Cited by 136 Authors

15 Balbás, Alejandro
15 Chi, Yichun
12 Balbás, Raquel
11 Balbás, Beatriz
11 Tan, Ken Seng
8 Cheung, Ka Chun
7 Weng, Chengguo
7 Zhuang, Shengchao
6 Boonen, Tim J.
6 Yam, Sheung Chi Phillip
5 Assa, Hirbod
5 Cai, Jun
4 Asimit, Alexandru V.
4 Chong, Wing Fung
4 Ghossoub, Mario
4 Heras, Antonio J.
3 Hu, Junlei
3 Huang, Yuxia
3 Liu, Fangda
3 Yuen, Fei Lung
2 Asano, Takao
2 Cui, Wei
2 Hu, Duni
2 Jin, Zhuo
2 Kim, Eunseok
2 Lemieux, Christiane
2 Lo, Ambrose
2 Mert, Ozenc Murat
2 Qian, Linyi
2 Selcuk-Kestel, A. Sevtap
2 Wang, Hailong
2 Wei, Pengyu
2 Zhang, Nan
2 Zhang, Yi
2 Zhang, Yiying
2 Zhu, Yunzhou
1 Arai, Takuji
1 Asimit, Vali
1 Bäuerle, Nicole
1 Bignozzi, Valeria
1 Birghila, Corina
1 Bølviken, Erik
1 Briec, Walter
1 Centeno, M. L.
1 Chen, Liqing
1 Chen, Shou
1 Chen, Xinxiang
1 Chiou, Wan-Jiun Paul
1 Clemente, Gian Paolo
1 Cong, Jianfa
1 Costa, Manon
1 Date, Paresh M.
1 Dentcheva, Darinka
1 Dimitrova, Dimitrina S.
1 Driouchi, Tarik
1 Fan, Qi
1 Fang, Ying
1 Fraser-Mackenzie, P. A. F.
1 Gadat, Sébastien
1 Gao, Tao
1 Gao, Xiujuan
1 Glauner, Alexander
1 Gospodinov, Nikolay
1 Guan, Guohui
1 Guerra, Manuel
1 Hu, Hanlei
1 Hu, Tao
1 Jiang, Wenjun
1 Johnson, Johnnie E. V.
1 Kaishev, Vladimir K.
1 Kansara, A. P.
1 Karai, Keivan Mallahi
1 Kerstens, Kristiaan
1 Khadidos, Alaa Omar
1 Kong, Dezhou
1 Konstantinides, Dimitrios G.
1 Lee, Wen-Yi
1 Liang, Zongxia
1 Lin, X. Sheldon
1 Liu, Hongli
1 Liu, Lishan
1 Liu, Qi
1 Liu, Yongjun
1 Lu, Zhiyi
1 Ma, Tiejun
1 Mamon, Rogemar S.
1 Mao, Tiantian
1 Meng, Hui
1 Meng, Lili
1 Mitra, Sovan
1 Nishide, Katsumasa
1 Okhrati, Ramin
1 Osaki, Yusuke
1 Peng, Xingchun
1 Pflug, Georg Ch.
1 Pichler, Alois
1 Rong, Xing
1 Shen, Qingjie
1 So, Raymond H. Y.
1 Stock, Gregory J.
...and 36 more Authors

Citations by Year