Edit Profile (opens in new tab) Balbás, Beatriz Co-Author Distance Author ID: balbas.beatriz Published as: Balbás, Beatriz Documents Indexed: 15 Publications since 2008 Co-Authors: 6 Co-Authors with 15 Joint Publications 42 Co-Co-Authors all top 5 Co-Authors 0 single-authored 14 Balbás, Alejandro 11 Balbás, Raquel 6 Heras, Antonio J. 1 Galperin, Efim A. 1 Galperin, Inna 1 Vilar, José Luis all top 5 Serials 3 Journal of Computational and Applied Mathematics 3 Insurance Mathematics & Economics 3 European Journal of Operational Research 1 Computers & Mathematics with Applications 1 Annals of Operations Research 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 ASTIN Bulletin 1 Mathematics and Financial Economics Fields 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Operations research, mathematical programming (90-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 28 Serials 33 Insurance Mathematics & Economics 16 European Journal of Operational Research 9 Journal of Computational and Applied Mathematics 7 Scandinavian Actuarial Journal 6 North American Actuarial Journal 4 ASTIN Bulletin 3 Statistical Theory and Related Fields 2 Journal of Optimization Theory and Applications 2 Annals of Operations Research 2 International Transactions in Operational Research 2 Mathematics and Financial Economics 1 Physica A 1 Applied Mathematical Modelling 1 Fractals 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Discrete Dynamics in Nature and Society 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics and Computing 1 Hacettepe Journal of Mathematics and Statistics 1 Mediterranean Journal of Mathematics 1 Journal of Industrial and Management Optimization 1 Electronic Journal of Statistics 1 SIAM Journal on Financial Mathematics 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 European Actuarial Journal all top 5 Cited in 8 Fields 95 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Statistics (62-XX) 17 Operations research, mathematical programming (90-XX) 8 Probability theory and stochastic processes (60-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Systems theory; control (93-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year