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Author ID: balbas.alejandro Recent zbMATH articles by "Balbás, Alejandro"
Published as: Balbás, Alejandro; Balbás, A.; Balbas, A.; Balbas, Alejandro
Documents Indexed: 56 Publications since 1984
Co-Authors: 19 Co-Authors with 54 Joint Publications
101 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 335 times in 203 Documents Cited by Year
Optimal reinsurance with general risk measures. Zbl 1162.91394
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
70
2009
Optimal reinsurance under risk and uncertainty. Zbl 1308.91075
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
31
2015
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
29
2009
Sensitivity analysis for convex multiobjective programming in abstract spaces. Zbl 0856.90126
Balbás, A.; Jiménez Guerra, P.
20
1996
Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
16
2011
Good deals and benchmarks in robust portfolio selection. Zbl 1346.91198
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
14
2016
Extending pricing rules with general risk functions. Zbl 1177.91143
Balbás, Alejandro; Balbás, Raquel; Garrido, José
12
2010
Sensitivity in multi-objective programming under homogeneity assumptions. Zbl 0948.90128
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
11
1999
On the envolvent theorem in multiobjective programming. Zbl 0844.90072
Balbás, A.; Fernández, Fidel J.; Jiménez Guerra, P.
10
1995
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Zbl 1157.91350
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia
10
2009
Density theorems for ideal points in vector optimization. Zbl 1001.90060
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
9
2001
Minimizing measures of risk by saddle point conditions. Zbl 1200.91132
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
9
2010
Vector risk functions. Zbl 1267.91040
Balbás, Alejandro; Balbás, Raquel
7
2012
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067
Okhrati, Ramin; Balbás, Alejandro; Garrido, José
6
2014
Sensitivity and optimality conditions in the multiobjective differential programming. Zbl 0915.90225
Balbás, A.; Ballvé, M. E.; Jiménez Guerra, P.
6
1998
Duality theory for infinite-dimensional multiobjective linear programming. Zbl 0782.90077
Balbas, Alejandro; Heras, Antonio
6
1993
Duality theory and slackness conditions in multiobjective linear programming. Zbl 0931.90043
Balbas, A.; Jimenez, P.; Heras, A.
5
1999
Good deals in markets with friction. Zbl 1281.91138
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2013
Compatibility between pricing rules and risk measures: the CCVaR. Zbl 1181.91069
Balbás, Alejandro; Balbás, Raquel
5
2009
Golden options in financial mathematics. Zbl 1422.91679
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2019
A Radon-Nikodým theorem for a bilinear integral in locally convex spaces. Zbl 0653.46044
Balbás, A.; Jiménez Guerra, P.
4
1987
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Zbl 1255.91117
Assa, Hirbod; Balbás, Alejandro
4
2011
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. Zbl 1103.90395
Balbás, A.; Jiménez Guerra, P.; Muñoz-Bouzo, M. J.
4
2002
Omega ratio optimization with actuarial and financial applications. Zbl 1487.91108
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
4
2021
Risk transference constraints in optimal reinsurance. Zbl 1484.91370
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio
4
2022
Sensitivity of Pareto solutions in multiobjective optimization. Zbl 1129.90355
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
3
2005
Infinitely many securities and the fundamental theorem of asset pricing. Zbl 1173.91376
Balbás, Alejandro; Downarowicz, Anna
3
2007
Hedging interest rate risk by optimization in Banach spaces. Zbl 1127.91022
Balbás, A.; Romera, R.
3
2007
Differential equations connecting VaR and CVaR. Zbl 1367.91199
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
3
2017
Projective system approach to the martingale characterization of the absence of arbitrage. Zbl 1031.91028
Balbás, Alejandro; Mirás, Miguel ángel; Muñoz-Bouzo, María José
2
2002
Radial solutions and orthogonal trajectories in multiobjective global optimization. Zbl 1047.90059
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
2
2002
VaR as the CVaR sensitivity: applications in risk optimization. Zbl 1346.90822
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
2
2017
Mathematical methods in modern risk measurement: a survey. Zbl 1213.91086
Balbás, Alejandro
2
2007
Strongly proper optima and maximal optimization in multiobjective programming. Zbl 0789.90079
Balbas, A.; Jimenez Guerra, P.; Nuñez, C.
1
1992
Minimax strategies and duality with applications in financial mathematics. Zbl 1260.91265
Balbás, Alejandro; Balbás, Raquel
1
2011
Measuring the balance space sensitivity in vector optimization. Zbl 1021.90046
Balbás, Alejandro; Jiménez Guerra, Pedro
1
2002
Sequential arbitrage measurements and interest rate envelopes. Zbl 1159.91385
Balbás, A.; López, S.
1
2009
Nonsmooth nonconvex global optimization in a Banach space with a basis. Zbl 1068.90089
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
1
2004
Maxmin portfolios in models where immunization is not feasible. Zbl 1090.91531
Balbás, Alejandro; Ibáñez, Alfredo
1
2002
Sensitivity in multiobjective optimization: The generalized envolvent theorem. Zbl 1224.90150
Balbas, A.; Galperin, E.; Jiménez Guerra, P.
1
2005
Constructing dynamic life tables with a single-factor model. Zbl 1468.91120
Atance, David; Balbás, Alejandro; Navarro, Eliseo
1
2020
Vector optimization approach for pricing and hedging in imperfect markets. Zbl 07682330
Balbás, Alejandro; Mayoral, Silvia
1
2004
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
4
2021
Constructing dynamic life tables with a single-factor model. Zbl 1468.91120
Atance, David; Balbás, Alejandro; Navarro, Eliseo
1
2020
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
31
2015
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067
Okhrati, Ramin; Balbás, Alejandro; Garrido, José
6
2014
Good deals in markets with friction. Zbl 1281.91138
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel
5
2013
Vector risk functions. Zbl 1267.91040
Balbás, Alejandro; Balbás, Raquel
7
2012
Stable solutions for optimal reinsurance problems involving risk measures. Zbl 1219.91064
Balbás, Alejandro; Balbás, Beatriz; Heras, Antonio
16
2011
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Zbl 1255.91117
Assa, Hirbod; Balbás, Alejandro
4
2011
Minimax strategies and duality with applications in financial mathematics. Zbl 1260.91265
Balbás, Alejandro; Balbás, Raquel
1
2011
Extending pricing rules with general risk functions. Zbl 1177.91143
Balbás, Alejandro; Balbás, Raquel; Garrido, José
12
2010
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
70
2009
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
29
2009
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Zbl 1157.91350
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia
10
2009
Compatibility between pricing rules and risk measures: the CCVaR. Zbl 1181.91069
Balbás, Alejandro; Balbás, Raquel
5
2009
Sequential arbitrage measurements and interest rate envelopes. Zbl 1159.91385
Balbás, A.; López, S.
1
2009
Infinitely many securities and the fundamental theorem of asset pricing. Zbl 1173.91376
Balbás, Alejandro; Downarowicz, Anna
3
2007
Hedging interest rate risk by optimization in Banach spaces. Zbl 1127.91022
Balbás, A.; Romera, R.
3
2007
Mathematical methods in modern risk measurement: a survey. Zbl 1213.91086
Balbás, Alejandro
2
2007
Sensitivity of Pareto solutions in multiobjective optimization. Zbl 1129.90355
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
3
2005
Sensitivity in multiobjective optimization: The generalized envolvent theorem. Zbl 1224.90150
Balbas, A.; Galperin, E.; Jiménez Guerra, P.
1
2005
Nonsmooth nonconvex global optimization in a Banach space with a basis. Zbl 1068.90089
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
1
2004
Vector optimization approach for pricing and hedging in imperfect markets. Zbl 07682330
Balbás, Alejandro; Mayoral, Silvia
1
2004
The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. Zbl 1103.90395
Balbás, A.; Jiménez Guerra, P.; Muñoz-Bouzo, M. J.
4
2002
Projective system approach to the martingale characterization of the absence of arbitrage. Zbl 1031.91028
Balbás, Alejandro; Mirás, Miguel ángel; Muñoz-Bouzo, María José
2
2002
Radial solutions and orthogonal trajectories in multiobjective global optimization. Zbl 1047.90059
Balbás, A.; Galperin, E.; Jiménez Guerra, P.
2
2002
Measuring the balance space sensitivity in vector optimization. Zbl 1021.90046
Balbás, Alejandro; Jiménez Guerra, Pedro
1
2002
Maxmin portfolios in models where immunization is not feasible. Zbl 1090.91531
Balbás, Alejandro; Ibáñez, Alfredo
1
2002
Density theorems for ideal points in vector optimization. Zbl 1001.90060
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
9
2001
Sensitivity in multi-objective programming under homogeneity assumptions. Zbl 0948.90128
Balbás, A.; Ballvé, M.; Jiménez Guerra, P.
11
1999
Duality theory and slackness conditions in multiobjective linear programming. Zbl 0931.90043
Balbas, A.; Jimenez, P.; Heras, A.
5
1999
Sensitivity and optimality conditions in the multiobjective differential programming. Zbl 0915.90225
Balbás, A.; Ballvé, M. E.; Jiménez Guerra, P.
6
1998
Sensitivity analysis for convex multiobjective programming in abstract spaces. Zbl 0856.90126
Balbás, A.; Jiménez Guerra, P.
20
1996
On the envolvent theorem in multiobjective programming. Zbl 0844.90072
Balbás, A.; Fernández, Fidel J.; Jiménez Guerra, P.
10
1995
Duality theory for infinite-dimensional multiobjective linear programming. Zbl 0782.90077
Balbas, Alejandro; Heras, Antonio
6
1993
Strongly proper optima and maximal optimization in multiobjective programming. Zbl 0789.90079
Balbas, A.; Jimenez Guerra, P.; Nuñez, C.
1
1992
A Radon-Nikodým theorem for a bilinear integral in locally convex spaces. Zbl 0653.46044
Balbás, A.; Jiménez Guerra, P.
4
1987
all top 5

Cited by 259 Authors

30 Balbás, Alejandro
16 Jimenez Guerra, Pedro
15 Balbás, Raquel
15 Chi, Yichun
13 Balbás, Beatriz
12 Tan, Ken Seng
9 Cheung, Ka Chun
9 Weng, Chengguo
9 Zhuang, Shengchao
8 Assa, Hirbod
8 Boonen, Tim J.
8 Muñoz-Bouzo, María José
7 Galperin, Efim A.
7 Yam, Sheung Chi Phillip
6 Heras, Antonio J.
5 Melguizo, Miguel Angel
4 Asimit, Alexandru V.
4 Ballvé, Maria E.
4 Cai, Jun
4 Chong, Wing Fung
4 Ghossoub, Mario
4 Guillen, Montserrat
4 Hu, Yijun
4 Melguizo Padial, M. A.
4 Santolino, Miguel
3 Belles-Sampera, Jaume
3 Hu, Junlei
3 Huang, Yuxia
3 Jiang, Wenjun
3 Jin, Zhuo
3 Liu, Fangda
3 Mayoral, Silvia
3 Okhrati, Ramin
3 Qian, Linyi
3 Tung, Le Thanh
3 Wang, Wei
3 Wei, Linxiao
3 Yuen, Fei Lung
3 Zhang, Yiying
2 Asano, Takao
2 Chen, Yu
2 Cui, Wei
2 Fernández, Fidel J.
2 Galperin, Inna
2 García-Castaño, Fernando
2 Hong, Hanping
2 Hu, Duni
2 Kim, Eunseok
2 Lemieux, Christiane
2 Lo, Ambrose
2 Mamon, Rogemar S.
2 Mert, Ozenc Murat
2 Ren, Jiandong
2 Selcuk-Kestel, A. Sevtap
2 Su, Xiaonan
2 Sung, K. C. J.
2 Uǧurlu, Kerem
2 Wang, Hailong
2 Wei, Pengyu
2 Xu, Zuoquan
2 Yung, Siu Pang
2 Zhang, Nan
2 Zhang, WeiPing
2 Zhang, Yi
2 Zhu, Yunzhou
1 Ahmadi Javid, Amir
1 Aktaş, Emel
1 Arai, Takuji
1 Asimit, Vali
1 Avanzi, Benjamin
1 Bálint, Dániel Ágoston
1 Bäuerle, Nicole
1 Benati, Stefano
1 Beşikci, Umut
1 Bignozzi, Valeria
1 Birghila, Corina
1 Bo, Lijun
1 Boccuto, Antonio
1 Bolancé, Catalina
1 Bølviken, Erik
1 Brandtner, Mario
1 Brazauskas, Vytaras
1 Briec, Walter
1 Castaño-Martínez, Antonia
1 Ceci, Claudia
1 Centeno, M. L.
1 Chai, Yanfei
1 Chen, Cuixia
1 Chen, Liqing
1 Chen, Shou
1 Chen, Xinxiang
1 Chen, Ze
1 Chiou, Wan-Jiun Paul
1 Cho, Yeol Je
1 Chudziak, Jacek
1 Cirillo, Pasquale
1 Clemente, Gian Paolo
1 Conde, Eduardo
1 Cong, Jianfa
1 Cossette, Hélène
...and 159 more Authors
all top 5

Cited in 64 Serials

43 Insurance Mathematics & Economics
24 European Journal of Operational Research
12 Journal of Computational and Applied Mathematics
11 Scandinavian Actuarial Journal
9 North American Actuarial Journal
8 Journal of Optimization Theory and Applications
6 Computers & Mathematics with Applications
4 Journal of Mathematical Analysis and Applications
4 Mathematical and Computer Modelling
4 Decisions in Economics and Finance
3 Methodology and Computing in Applied Probability
3 Quantitative Finance
3 ASTIN Bulletin
3 Mathematics and Financial Economics
3 Statistical Theory and Related Fields
2 Czechoslovak Mathematical Journal
2 Statistics & Probability Letters
2 Annals of Operations Research
2 International Transactions in Operational Research
2 Mathematical Problems in Engineering
2 Finance and Stochastics
2 Positivity
2 Journal of Inequalities and Applications
2 Mediterranean Journal of Mathematics
2 Journal of Industrial and Management Optimization
2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2 European Actuarial Journal
1 International Journal of Theoretical Physics
1 Periodica Mathematica Hungarica
1 Physica A
1 Theory of Probability and its Applications
1 Applied Mathematics and Optimization
1 Mathematics and Computers in Simulation
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Optimization
1 Journal of Global Optimization
1 Applied Mathematical Modelling
1 Communications in Statistics. Theory and Methods
1 Computational Statistics and Data Analysis
1 Tatra Mountains Mathematical Publications
1 Set-Valued Analysis
1 Applied Mathematics. Series B (English Edition)
1 Fractals
1 Top
1 Journal of Multi-Criteria Decision Analysis
1 Applied Mathematical Finance
1 Abstract and Applied Analysis
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Probability in the Engineering and Informational Sciences
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of Applied Mathematics and Computing
1 4OR
1 Hacettepe Journal of Mathematics and Statistics
1 Acta Mathematica Sinica. Chinese Series
1 Electronic Journal of Statistics
1 SIAM Journal on Financial Mathematics
1 Foundations and Trends in Machine Learning
1 Annals of Finance
1 Communications in Mathematics and Statistics
1 Dependence Modeling
1 International Journal of Applied and Computational Mathematics

Citations by Year