Associate professor BA in Economics, UCM (Spain) Research assistant MA in Economics, UMA (Spain) PhD Candidate Manuela Alcañiz

Transcripción

1 Research Group Risk in Finance and Insurance University of Barcelona Members Name Degrees Situation Pilar Abad PhD in Economics, UCM (Spain) Associate professor BA in Economics, UCM (Spain) On leave, URJC MA in Statistics and Operations Research, UPC - UB (Spain) MA in Actuarial Science and Finance, Estefanía Alaminos UMA (Spain) Research assistant MA in Economics, UMA (Spain) PhD Candidate Manuela Alcañiz PhD in Economics, UB (Spain) MA Mathematics, UB (Spain) Associate professor Ramon Alemany PhD in Economics Full professor Josep M. Aragay PhD in Economics BA in Economics Associate professor Mercedes Ayuso PhD in Economics, UB (Spain) MSc in Economics, UB (Spain) MSc in Actuarial Science, UB (Spain) Full professor Zuahir Bahraoui Jaume Belles- Sampera Lluís Bermúdez Fabio Blanco Daniel Blay Catalina Bolancé Helena Chuliá Antoni Ferri PhD in Statistics MA in Business, Finance and Insurance, UB (Spain) Degree in Mathematics, UB (Spain) PhD candidate PhD in Economics, UB (Spain) MA in Actuarial Science, UB (Spain) MA in Statistics, UPC (Spain) PhD Candidate in Business MA in Business, Finance and insurance MA in Sport Business Management PhD in Business Administration, UB (Spain) MA in Actuarial Science, UB (Spain) PhD Marketing BA Statistics PhD in Economics, UV (Spain) MSc Quantitative Finance PhD in Business, UB (Spain) MA in Business, Finance and Insurance, UB (Spain) MA Actuarial Science, UV (Spain) BA Business Administration, UV (Spain) 1 Research assistant Associate professor Research assistant Research assistant On leave, CAIFOR Associate professor Lecturer Research assistant On leave, PwC Hortènsia Fontanals PhD Economics Associate professor Anna Maria Gil- PhD Economics Lafuente MA Business Administration Associate professor Jaume Gil-Lafuente PhD Economics MA Business Administration Associate professor PhD in Economics, UB (Spain) MA in Economie Européenne, ULB Marta Gómez-Puig (Belgium) Associate professor BA in Economics, UB (Spain)

2 Name Degrees Situation PhD Economics, UB (Spain) MA Data Analysis, University of Essex (UK) Montserrat Guillén MA Mathematics, UB (Spain) Director, Full professor MA in Risk Management and Insurance, UNED (Spain) PhD Economics, UB(Spain) MA in European Business and Business Law, Lund University (Sweden) BS in Economics, Lund University José M. Merigó (Sweden) BS in Business Administration, UB (Spain) MA in Business Administration, UB (Spain) Arelly Ornelas Ana María Osorio Alemar Padilla Anna M. Pérez-Marín Xavier Piulachs Miguel Santolino Manish K. Singh Aïda Solé-Auró Emili Vizuete Luciano MA in Statistics and OR, UPC (Spain) MA in Actuarial Science, UNAM (Mexico) PhD candidate PhD in Economics. 1st UBeconomics recipient MA in Applied Economics, UAB (Spain) BA in Economics, PUJ-Cali (Colombia) MA in Statistics and Operations Research, UPC (Spain) MA in Mathematics, UCV (Venezuela) PhD Candidate PhD Business Administration, UB (Spain) MSc in Financial and Actuarial Engeniering, KU Leuven (Belgium) MA Actuarial Science, UB (Spain) BA Statistics, UB (Spain) MSc in Statistics and Operations Research MSc in Engineering of Coasts and Ports BSc in Civil Engineering PhD candidate PhD Business Administration, UB (Spain) MSc in Financial and Actuarial Engeniering, KU Leuven (Belgium) MA Actuarial Science, UB (Spain) MA Economics, UB (Spain) MA Economics and Finance BSc in Technology, Mechanical Engineering (India) PhD Candidate PhD Business Administration, UB (Spain) MA Actuarial Science and Finance, UB (Spain) BA Business Administration, UDL (Spain) PhD Business Studies, UB (Spain) MA in Business Administration Senior Researcher On leave, University of Manchester Research assistant On leave, PUJ Cali Research assistant Associate professor KU Leuven, 2004/05 Research assistant Lecturer KU Leuven, 2004/05 Research Assistant On leave INED, Paris Adjunt lecturer 2

3 Affiliates and previous members Jean Philippe Boucher (Université du Québec, Montreal, Canada) Margarita Carrillo-López (FIATC, Spain) Catherine Donnelly (Heriot-Watt University, UK) Patricio García (University of Barcelona) Leo Guelman (Royal Bank of Canada) Peter Lochte Jorgensen (University of Aarhus, Denmark) Dimitris Karlis (University of Athens, Greece) Aras Keropyan (MSc Industrial Engineering) Raimondo Manca (Università di Roma - La Sapienza, Italy) Malena Monteverde (Northwestern University, USA; CONICET, Argentina) Kamal Mustafa Gondolben (Nationale Suisse) Jens Perch Nielsen (City University London, UK) Jean Pinquet (École Polytechnique, Paris, France) David Pitt (Macquarie University, Sydney, Australia) Dídac Planas-Paz (Cambridge English Language Assessment) Gabriel A. Pons Rotger (AKF, Denmark) María Pujol-Jover (IN3, UOC) Pau Salsas-Forn (London Economics, UK) José M. Sarabia (Universidad de Cantabria, Santander, Spain) Carlos Soldevilla-Senar (Schneider Electric, Spain) Simón Sosvilla Rivero (Universidad Complutense de Madrid) Barbara Strassberg (Aurora University, USA) Jorge Mario Uribe (Universidad del Valle, Colombia) Antoni Vidiella-Anguera (Bluecap, Spain) Richard Watt (University of Canterbury, New Zealand) 3

4 Content Articles (forthcoming)... 5 Articles ( )... 7 Books Book chapters Working papers in series Thesis Contributions to meetings Grants and research projects Research Projects Projects with Foundations and Institutions Other Grants and Projects Innovative teaching projects and groups Awards Visiting researchers Seminars organized by the group Organization and participation in events Other activities

5 Articles (forthcoming) 1. Arroyo-Cañada, F.J. and Gil-Lafuente, J. Incidence of incentives on the t-commerce acceptance: improving the television as distribution channel Journal of Business and Industrial Marketing, accepted. 2. Ayuso, M. and Santolino, M. Tipología de litigios con componente aseguradora en jurisdicción civil Revista Española de Seguros, accepted. 3. Belles-Sampera, J., Guillén, M. and Santolino, M. The use of fexible quantile-based measures in risk assessment Communications in Statistics-Theory and Methods, accepted. 4. Bel, G., Bolancé, C., Guilllén, M. and Rosell, J The environmental effects of changing speed limits: a quantile regression approach Transportation Research Part D: Transport and Environment, accepted. 5. Bermúdez, L., Ferri, A. and Guillén, M. On the use of Risk Measures in Solvency Capital Estimation International Journal of Business Continuity and Risk Management, accepted. 6. Boria, S., Gil-Lafuente, A.M., Merigó, J.M. and Vizuete, E. Decision making in the assignment process by using the Hungarian algorithm with the OWA operator Technological and Economic Development of Economy, accepted. 7. Claveria, O., Monte, E. and Torra, S. A new forecasting approach for the hospitality industry International Journal of Contemporary Management, accepted. 8. Claveria, O., Monte, E. and Torra, S. Tourism Demand Forecasting with Neural Network Models: Different ways of Treating Information International Journal of Tourism Research, accepted. 9. Gil-Lafuente, A.M. and Klimova, A. Approximation to the theory of affinities to manage the problems of the grouping process International Journal of Computational Intelligence Systems, accepted. 10. Gil-Lafuente, A.M. and Merigó, J.M. An overview of fuzzy research with bibliometric indicators Applied Soft Computing, accepted. 11. Gil-Lafuente, A.M. and Merigó, J.M. "Fuzzy generalized aggregation operators in complex environments" Fuzzy Sets and Systems, accepted. 12. Gil-Lafuente, A.M., Merigó, J.M., Vizuete, E. and Boria, S. Decision making in the assignment process by using the Hungarian algorithm with the OWA operator Technological and Economic Development of Economy, accepted. 13. Gil-Lafuente, A.M. Merigó, J.M. and Yager, R. An overview of fuzzy research with bibliometric indicators Applied Soft Computing, accepted. 14. Gómez-Puig, M., Afat, D. and Sosvilla-Rivero, S. The failure on the monetary model of exchange rate determination Applied Economics, accepted. 15. Guelman, L., Guillén, M. and Pérez-Marín, A.M. A decision support framework to implement optimal personalized marketing intervetions Decision Support Systems, accepted /j.dss

6 16. Guelman, L., Guillén, M. and Pérez-Marín, A.M. Uplift Random Forests Cybernetics & Systems Special issue on Intelligent Systems in Business and Economics, accepted. 17. Keropyan, A. and Gil-Lafuente, A.M A human resource selection model using Galois group theory Kybernetes, accepted. 18. Solé-Auró, A. and Alcañiz, M. Are we living longer but less healthy? Trends in mortality and morbidity in Catalonia (Spain), European Journal of Ageing, accepted. 6

7 Articles ( ) Alcañiz, M., Brugulat, P., Guillén, M., Medina, A., Mompart, A. and Solé-Auró, A. La población catalana en riesgo de dependencia: salud, apoyo social y estilos de vida Revista de Saúde Pública [online], vol.49, Epub May 26, ISSN doi: /s Ayuso, M., Bermúdez, L. and Santolino, M. (2015) The dynamics of one-sided incomplete information in out-of-court motor injury settlements International Review and Economics, 41, Osorio, A., Bolance, C. & Madise, N. (2015) Community socioeconomic context and its influence on intermediary determinants of child health: Evidence from Colombia Journal of Biosocial Science, 47(1), Abad, A., Chuliá, H. and Gómez-Puig, M. (2014) Time-varying integration in European government bond markets European Financial Management, 20(2), Alcañiz, M., Ayuso, M. and Pérez-Marín, A.M. (2014) El seguro basado en el uso Gerencia de Riesgos y Seguros, 120, Alcañiz, M., Claveria, O. and Riera, C. (2014) Competencias en educación superior desde tres perspectivas diferentes: estudiantes, empleadores y académicos Revista Iberoamericana de Educación (OEI), 66, Alcañiz, M., Guillen, M., Santolino, M., Sánchez-Moscona, D., Llatje, O and Ramón, Ll. (2014) Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey in Catalonia (Spain) Accident Analysis and Prevention, 65, Alcañiz, M., Mompart-Penina, A., Guillén-Estany, M., Medina-Bustos, A., Aragay-Barbany, J.M., Brugulat-Guiteras, P. and Tresserras-Gaju, R. (2014) A new design the the Health Survey of Catalonia ( ): a step forward in health planning and evaluation [Nuevo diseño de la Encuesta de Salud de Cataluña ( ): un paso adelante en planificación y evaluación sanitaria] Gaceta Sanitaria, 28(4), Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2014) Los hábitos de conducción al volante según el género en los seguros pay-as-you-drive o usage-based Anales del Instituto de Actuarios Españoles, 20, Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2014) Time and distance to first accident and driving patterns of young drivers with pay-as-you-drive insurance Accident Analysis and Prevention, 73, Bahraoui, Z., Bolancé, C., and Pérez-Marín, (2014) Testing extreme value copulas to estimate the quantile SORT-Statistics and Operations Research Transactions, 38(1), Belles-Sampera, J., Guillén, M. and Santolino, M. (2014) Beyond value-at-risk: GlueVaR distortion risk measures Risk Analysis, 34(1),

8 10. Belles-Sampera, J., Guillén, M. and Santolino, M. (2014) GlueVaR risk measures in capital allocation applications Insurance: Mathematics and Economics, 58(1), Belles-Sampera, J., Merigó, J.M., Guillén, M. and Santolino, M. (2014) Indicators for the characterization of discrete Choquet integrals Information Sciences, 267, Bermúdez, L., Ferri, A. and Guillén, M. (2014) On the use of risk measures in solvency capital estimation International Journal of Business Continuity and Risk Management, 5(1), Bolancé, C., Bahraoui, Z. and Artís, M. (2014) Quantifying the risk using copulae with nonparametric marginal Insurance: Mathematics and Economics, 58, Claveria, O. and Torra, S (2014) Forecasting tourism demand to Catalonia: neural networks vs. time series models Economic Modelling, 2014, Donnelly, C., Guillén, M. and Nielsen, J.P. (2014) Bringing cost transparency to the life annuity market Insurance Mathematics and Economics, 56, Echeverría, P., Bonjoch, A., Moltó, J., Jou, A., Puig, J., Ornelas, A., Pérez-Álvarez, N., Clotet, B. and Negredo, E. (2014) Pulse wave velocity as index of arterial stiffness in hivinfected patients compared with a healthy population Journal of Acquired Immune Deficiency Syndromes, 65(1), Echeverria P., Bonjoch A., Puig J., Molto J., Paredes R., Sirera G., Ornelas A., Perez-Alvarez N., Clotet B. and Negredo E. (2014) Randomised study to assess the efficacy and safety of once-daily etravirine-based regimen as a switching strategy in HIV-infected patients receiving a protease inhibitor-containing regimen. Etraswitch study PLoS ONE, 9(2), Engemann, K.J., Gil-Lafuente, A.M. and Merigo, J. (2014) Editorial International Journal of Business Continuity and Risk Management, 5(1), Gerrard, R., Guillén, M., Nielsen, J.P. and Pérez-Marín, A.M. (2014) Long-run savings and investment strategy optimization The Scientific World Journal, vol. 2014, Article ID , 13 pages, doi: /2014/ Gil-Lafuente, A.M. (2014) Respuesta al trabajo: Al hilo de la razón, un ensayo sobre los foros de debate Reial Acadèmia de Doctors, 93, Gil-Lafuente, A.M. (2014) Respuesta al trabajo: Globalización y crisis de valores Reial Acadèmia de Doctors, 14, Gil-Lafuente, A.M. and Blanco, F.R. (2014) Competitividad y clusters en colombia. Una aplicación del retículo de Galois y las familias de Moore para la identificación de clusters RAD TRIBUNA PLURAL. Revista Científica, 2, Gil-Lafuente, A.M. and Blanco, F.R. (2014) The Sport Market as a booster of the Socio- Economic System. Application of the forgotten effects theory Pensee, 76(11), Gil-Lafuente, A.M., López, J. and Barquero, J. (2014) Strategic Management of uncertainty in the Insurance Industry Pensee, 76(10), Gil-Lafuente, A.M., Merigo, J. and Palacios, D. (2014). A new method for fuzzy decision making under risk and uncertainty International Journal of Business Continuity and Risk Management, 5(1),

9 26. Gil-Lafuente, A.M., Merigó, J.M. and Vizuete, E. (2014) Analysis of Luxury Resort Hotels by Using the Fuzzy Ahp and the Fuzzy Delphi Method Ekonomska Istrazivanja-Economic Research, 27(1), Gómez-Puig, M., Sosvilla-Rivero, S. and Ramos-Herrera, M.C (2014). An update on EMU sovereign yield spreads drivers in times of crisis: A panel data analysis The North American Journal of Economics and Finance, 30, Guelman, L. and Guillén, M. (2014) A causal inference approach to measure price elasticity in Automobile Insurance Expert Systems with Applications, 41(2), Guelman, L., Guillén, M. and Pérez-Marín, A.M. (2014) A survey of personalized treatment models for pricing strategies in insurance Insurance: Mathematics and Economics, 58(1), Guillén, M, Jarner, S.F., Nielsen, J.P. and Pérez-Marín, A.M. (2014) Risk-adjusted impact of administrative costs on the distribution of terminal wealth for long-term investment The Scientific World Journal, vol. 2014, Article ID , 12 pages, doi: /2014/ Ladrón de Guevara, R. and Torra, S. (2014) Estimation of the underlying structure of systematic risk with the use of principal component analysis and factor analysis Contaduría y Administración, 59(3), Medina, A., García, O., Alcañiz, M., Guillén, M., Mompart, A., Brugulat, P., Baranda, L., Martínez, V., Saltó, E. and Tresserras, R. (2014) L Enquesta de Salut de Catalunya: una eina per al seguiment actiu de la salut poblacional Butlletí Epidemiològic de Catalunya, 35, 4, Merigó, J.M. (2014) Decision making under risk and uncertainty and its application in strategic management Journal of Business Economics and Management, 15(5), Posso, M., Brugulat, P., Mompart, M., Medina, A., Alcañiz, M. and Guillén, M., Tresserras, R. (2014) Prevalence and determinants of obesity in children and young people in Catalonia, Spain, [Prevalencia y condicionantes de la obesidad en la población infantojuvenil. Cataluña ] Medicina Clínica, 143(11), Santolino, M., Söderberg, M. (2014) Modelling Appelate Courts responses in motor injury disputes European Journal of Law and Economics, 38(3), Urbina, J. and Guillén, M. (2014) An application of capital allocation principles to operational risk and the cost of fraud Expert Systems with Applications, 41(16), Abad, P. and Benito, S. (2013) A detailed comparison of value at risk estimates, Mathematics and Computers in Simulation, 94, Abbasi, B. and Guillén, M. (2013) Bootstrap control charts in monitoring value at risk in insurance Expert Systems with Applications, 40(15), Ai, J., Brockett, P.L., Golden, L. and Guillén, M. (2013) A robust unsupervised method for fraud rate estimation Journal of Risk and Insurance, 80(1),

10 4. Alcañiz, M., Ayuso, M., Pérez-Marín, A.M. (2013) El seguro pay-as-you-drive-payd Revista Española de Seguros, 155(3), Alcañiz, M., Riera, C. and Claveria, O. (2013) La formació competencial dels llicenciats en economia i empresa: una visió des del seu entorn professional Revista d Innovació i Recerca en Educació(REIRE), 6(2), Alcañiz, M., Riera, C. and Santolino, M. (2013) Feedbacki oportunitats de millora: una avaluació orientada a l aprenentatge actiu Revista d Innovació Docent Universitària, 5, Alemany, R., Bolancé, C., and Guillén, M. (2013) Sistema público de dependencia y reducción del coste individual de cuidados a lo largo de la vida Revista de Economía Aplicada, 21(61), Alemany, R and Guillén, M. (2013) The History of the insurance market in Spain Insurance and Risk Management Journal, 81 (1-2), Alemany, R., Ayuso, M. and Guillén, M. (2013) Impact of road traffic injuries on disability rates and long-term care costs in Spain Accident Analysis and Prevention, 60, Alemany, R., Bolancé, M. and Guillén, M. (2013) A nonparametric approach to calculating value-at-risk Insurance: Mathematics and Economics, 52(2), Ayuso, M, Guillén, M. and Valero, D. (2013) Sostenibilidad del sistema de pensiones en España desde la perspectiva de la equidad y la eficiencia Presupuesto y Gasto Público, 71, Ayuso, M. and Santolino, M. (2013) Tipología de litigios con componente aseguradora en jurisdicción civil Revista Española de Seguros, 156, Bahraoui, Z., Bolancé, C. and Alemany, R. (2013) Estimating Risk with Sarmanov Copula and Nonparametric Marginal Distributions Lecture Notes in Business Information Processing, 145, Belles-Sampera, J., Guillén, M. and Santolino, M. (2013) Generalizing some Usual Risk Measures in Financial and Insurance Applications Lecture Notes in Business Information Processing, 145, Belles-Sampera, J., Merigó, J.M., Guillén, M. and Santolino, M. (2013) The connection between distortion risk measures and ordered weighted averaging operators Insurance: Mathematics and Economics, 52(2), Belles-Sampera, J. and Santolino, M. (2013) Asignación óptima de capital en base al perfil de riesgo de las Instituciones de Inversión Colectiva: una aplicación de las medidas de riesgo distorsionades Revista de Métodos Cuantitativos para la Economía y la Empresa, 15, Bermúdez, L., Ferri, A. and Guillén, M. (2013) A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation Astin Bulletin, 43(1), Bolancé, C., Alemany, R. and Guillén, M. (2013) Efectividad del sistema público de dependencia en España para la reducción del coste individual de cuidados a lo largo de la vida Revista Economía Aplicada, 61, XXI, Bolancé, C., Guillen, M., Gustafsson, J. and Nielsen J.P. (2013) Adding prior knowledge to quantitative operational risk models Journal of Operational Risk, 8(1),

11 20. Boucher, J. P., Pérez-Marín, A. M. and Santolino, M. (2013) "Pay-as-you-drive insurance: the effect of the kilometers on the risk of accident" Anales del Instituto de Actuarios Españoles, 19, Cambois, E., Solé-Auró, A., and Robine, J.M. (2013) L'espérance de vie, la mortalité prématurée et les espérances de vie sans incapacité, Politique de l âge et santé, Actualité et dossier en santé publique, Crimmins, E.M. and Solé-Auró, A. (2013) Life expectancy, Health and Functioning Among the 85-Plus in Europe and the United States Public Policy and Aging Report, 23(2), D Amico, G., Guillén, M. and Manca, R. (2013) Semi-Markov disability insurance models Communications in Statistics-Theory and Methods, 42(16), Donnelly, C., Guillén, M. and Nielsen, J.P. (2013) Exchanging uncertain mortality for a cost Insurance: Mathematics and Economics, 52(1), Ferri, A., Bermúdez, L. and Guillén, M. (2013) Influencia de la variable aleatoria implícita en la fórmula estándar en el cálculo del SCR del riesgo de suscripción no-vida Anales del Instituto de Actuarios Españoles, 19, Gil-Lafuente, A.M. and Barcellos de Paula, L.(2013). Algorithm applied in the identification of stakeholders Kybernetes, 42(5), Gil-Lafuente, A.M., Boria Reverter, S, Vizuete Luciano, E., García González, A. and Crespí Vallbona, M. (2013) Corporate social responsible costs in the environmental area Intangible Capital, 9(2), Gil-Lafuente, A.M., Gil Aluja, J. and Barcellos de Paula, L.(2013) Determining the composition of a portfolio management from a groupings model International Journal of Uncertainty Fuzziness and Knowledge-Based Systems, 21(4), Gil-Lafuente, A.M., Maqueda Lafuente, J., Gil-Lafuente, J. and Guzmán Parra, V. (2013) Key factors for entrepreneurial success Management Decision, 51(10), Gil-Lafuente, A.M., Martorell Cunill, O. and Mulet Forteza, C.(2013) Choice of entry mode into a foreig market: the case of balearic hotail chains in the caribbean region and gulf of Mexico Kybernetes, 42(5), Gil-Lafuente, A.M and Merigó, J.M. (2013) A general method for decision making based on generalized OWA operators International Journal of Intelligent Systems, 28(5), Gil-Lafuente, A.M and Merigó, J.M. (2013) Modelling and simulation in entreprises Kybernetes, 42(5), Gil-Lafuente, A.M. and Merigó, J.M. (2013) The induced 2-tuple linguistic generalized OWA operator and its application in linguistic decision making Information Sciences, 236, Gil-Lafuente, A.M, Merigó, J.M. and Xu, Y.J. (2013) Decision making with induced aggregation operators and the adequacy coefficient Economic Computation and Economic Cybernetics Studies and Research, 47(1), Gil-Lafuente, A.M. and Ortigosa, M. (2013) The permanence of the client under uncertain estimations, Fuzzy Economic Review, 13(2). 11

12 36. Gil-Lafuente, A.M. and Young-Kyun, O. (2013) Grouping the Tour Packages Services of Hotel Chains Applying the Galois Lattices Asian Journal of Empirical Research, 3(5), Gil-Lafuente, A.M., Vizuete-Luciano, E., Boria-Reverté, S. and García, A. (2013) Forgotten effects of corporate social and environmental responsability: a case study of Catalonian economy Kybernetes,42(5), Gómez-Puig, M. (2013) Crisis de la deuda soberana y apalancamiento en la zona euro: Un intento de cuantificación Cuadernos de Economía: Spanish Journal of Economics and Finance, 36(101), Gómez-Puig, M. and Sosvilla-Rivero, S. (2013) Granger-Causality in Peripheral EMU Public Debt Markets: a Dynamic Approach Journal of Banking and Finance, 3, Guillén, M., Konicz, A.K., Nielsen, J.P. and Pérez-Marín, A.M. (2013) Do not pay for a Danish interest guarantee. The law of the triple blow Annals of Actuarial Science, 7(2), Guillén, M., Sarabia, J.M. and Prieto, F. (2013) Simple risk measure calculations for sums of positive random variables Insurance: Mathematics and Economics, 53(1), Keropyan, A. and Gil-Lafuente, A.M. (2013) A personal selection model using galois group theory Kybernetes, 42(5), Llibre J.M., Revollo B., Vanegas S., Lopez-Nunez J.J., Ornelas A., Marin J.M., Santos J.R., Marte P., Morera M., Zuluaga P., Tor J. and Clotet B. (2013) Pneumocystis jirovecii pneumonia in HIV-1-infected patients in the late-haart era in developed countries Scandinavian Journal of Infectious Diseases, 45(8), Marí del Cristo, L. and Gómez-Puig, M. (2013) Pass-through in dollarized countries: should Ecuador abandon the U.S. Dollar? Applied Economics, 45(31), Merigó, J.M., Engemann, K.J. and Palacios-Marqués, D. (2013) Decision making with Dempster-Shafer theory and the OWAWA operator Technological and Economic Development of Economy, 19 (Supplement 1), S100-S Merigó, J.M., Guillén, M. and Belles-Sampera, J. (2013) Normalizing errors in a unified framework between the weighted average and the OWA operator IEEE-Symposium Series on Computational Intelligence 2013 (FOCI 2013), Merigó, J.M., Guillén, M. and Sarabia, J.M. (2013) A Generalization of the Variance by Using the Ordered Weighted Average Lecture Notes in Business Information Processing, 145, Merigó, J.M., Rocha, C. and García-Agreda, S. (2013) Entrepreneurial intervention in electronic markets: the influence of customer participation International Entrepreneurship and Management Journal, 9(4), Merigó, J.M. and Yager, R.R. (2013) Generalized moving averages, distance measures and OWA operators International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21(4), Ornelas, A., Guillén, M. and Alcañiz, M. (2013) Implications of Unisex Assumptions in the Analysis of Longevity for Insurance Portfolios Lecture Notes in Business Information Processing, 145,

13 51. Ornelas, A. and Guillén, M. (2013) A Comparison between General Population Mortality and Life Tables for Insurance in Mexico under Gender Proportion Inequality Revista de Métodos Cuantitativos para la Economía y la Empresa, 16(1), Osorio, A., Bolancé, C. and Alcañiz, M. (2013) Measuring intermediary determinants of early childhood health: a composite index comparing Colombian departments Child Indicators Research, 6(2), Ramírez, A., Guillén, M. and Sánchez-Moscona, D. (2013) Seguros Agrícolas en México Revista Global de Negocios, 1(1), Solé-Auró, A. and Crimmins, E.M. (2013) The Oldest Old Health in Europe and the United States Annual Review of Gerontology and Geriatrics, 33(1), Thuring, F., Nielsen, J.P., Guillén, M. and Bolancé, C. (2013) Segmenting and selecting cross-sale prospects using dynamic pricing Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems, Zeng, S., Su, W. and Merigó, J.M. (2013) Extended induced ordered weighted averaging distance operators and their applicator group decision-making International Journal of Information Technology and Decision Making, 12(4), Abad, P., Diaz, A. and Robles, M.D. (2012) Credit rating announcements, trading activity and yield spreads: the Spanish evidence International Journal of Monetary Economics and Finance, 5(1), Alemany, R., Alcañiz, M., Guillén, M. (2012) The Statistical Accuracy of Surveys on Business and Economic Perspectives: A Case Study Studies in Fuzziness and Soft Computing, 286, Alemany, R., Ayuso, M. and Guillén, M. (2012) Nuevos factores exógenos en la modelización de la dependencia: la inversión en prevención de la dependencia en la población de edad avanzada Anales del Instituto de Actuarios Españoles, 18, Alemany, R., Bolancé, C., Guillén, M. (2012) Disability Caused by Occupational Accidents in the Spanish Long-Term Care System Studies in Fuzziness and Soft Computing, 287, Arroyo-Cañada, F.J.; Gil-Lafuente, J. (2012) Considerations of Interactive Digital Television as Advertising Media Journal of Promotion Management, 18(3), Assis-Dorr, A., Palacios-Marqués, D. and Merigó, J.M. (2012) Social networking as an enabler of change in entrepreneurial Brazilian firms Journal of Organizational Change Management, 25(5), Ayuso, M., Bermúdez, L., Santolino, M. (2012) La liquidación de siniestros con daños corporales en el seguro del automóvil: análisis de costes y duraciones según la vía de resolución Revista Española de Seguros, 152, Ayuso, M., Bermúdez, L. and Santolino, M. (2012) Influence of parties' behavioural features on motor compensation disputes in insurance markets Journal of Risk Research, 15(6),

14 9. Ayuso, M. Guillén, M. and Pérez-Marín, A.M. (2012) Modelos internos en Solvencia II: Su aplicación al cálculo del coeficiente de caída de cartera Gerencia de Riesgos y Seguros, 112, Ayuso, M. and Santolino, M. (2012) Forecasting the Maximum Compensation Offer in the Automobile BI Claims Negotiation Process Group Decision and Negotiation, 21(5), Belles-Sampera, J., Ventura, S., Gomis, M. and March, J.M. (2012), Rutas de recogida de muestras y error en el proceso analítico Revista del Laboratorio Clínico, 5(1), Bermúdez, L. and Ferri, A. (2012) Fórmula de credibilidad para la estimación de las correlaciones entre líneas de negocio en el cálculo del SCR del módulo de suscripción no vida Anales del Instituto de Actuarios Españoles, 18, Bermúdez, L. and Karlis, D. (2012) A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking Computational Statistics & Data Analysis, 56(12), Bolancé, C., Ayuso, M. and Guillén, M. (2012) A nonparametric approach to analyzing operational risk with an application to insurance fraud The Journal of Operational Risk, 7(1), Carrilero-Castillo, A., Lobato-Corral, C. and Merigó, J.M. (2012) Decision making in the European Union under risk and uncertainty European Journal of International Management, 6(5), Casanovas, M. and Merigó, J.M. (2012) Decision-Making with Uncertain Aggregation Operators and Dempster-Shafer Belief Structure International Journal of Innovative Computing, Information and Control, 8(2), Casanovas, M. and Merigó, J.M. (2012) Risk in financial decisions and gender differences African Journal of Business Management, 6(34), Casanovas, M. and Merigó, J.M. (2012) Fuzzy aggregation operators in decision making with Dempster-Shafer belief structure Expert Systems with Applications, 39(8), Casanovas, M. and Merigó, J.M. (2012) Financial Decision Making with the Fuzzy Generalized Probabilistic Weighted Averaging Operator International Journal of Economic Research, 9(1), Casanovas, M., Engemann, K.J. and Merigó, J.M. (2012) Group Decision-Making with Generalized and Probabilistic Aggregation Operators International Journal of Innovative Computing, Information and Control, 8(7A), Ferri, T., Guillén, M. and Bermúdez, L. (2012) Solvency Capital Estimation and Risk Measures Lecture Notes in Business Information Processing, 115, Furió, M.D. and Chuliá, H. (2012) Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain Energy Economics, 34(6), Gil-Lafuente, A.M. and Keropyan, A. (2012) Decision Making of Customer Loyalty Programs to Maintain Consumer Constancy Lecture Notes in Business Information Processing, 115, Gil-Lafuente, A.M. and Keropyan, A. (2012) Customer loyalty programs to sustain consumer fidelity in mobile telecommunication market Expert Systems with Applications, 39(1),

15 25. Gil-Lafuente, A.M. and Klimova, A. (2012) Assignment process for the optimisation of the products distribution in the commercial centres. Journal of Computational Optimization in Economics and Finance. 4(2-3), Gil-Lafuente, A.M. and Krasnoproshin, V. (2012). Editorial. Journal of Computational Optimization in Economics and Finance. 4(2-3), Gil-Lafuente, A.M., Martorell, O.and Merigó, J.M. (2012) Uncertain induced aggregation operators and its application in tourism management Expert Systems with Applications, 39(1), Gil-Lafuente, A.M. and Merigó, J.M. (2012) A method for decision making with the OWA operator Computer Science and Information Systems, 9(1), Gil-Lafuente, A.M. and Merigó, J.M. (2012) Decision making techniques in business and economics based on the OWA operator SORT Statistics and Operations Research Transactions, 36(1), Guelman, L., Guillén, M. and Pérez-Marín, A.M. (2012) Random Forests for Uplift Modeling: An Insurance Customer Retention Case Lecture Notes in Business Information Processing, 115, Guillén, M. (2012) Sexless and beautiful data: from quantity to quality Annals of Actuarial Science, 6(2), Guillén, M. and Comas-Herrera, A. (2012) How Much Risk is Mitigated by LTC Protection Schemes? A Methodological Note and a Case Study of the Public System in Spain The Geneva Papers on Risk and Insurance- Issues and Practice, 37(4), Guillén, M., Nielsen, J.P., Pérez-Marín, A.M. and Petersen, K. (2012) Performance measurement of pension strategies: a case study of Danish life cycle products Scandinavian Actuarial Journal, 4, Guillén, M., Nielsen, J.P., Scheike, T.H. and Pérez-Marín, A.M. (2012) Time-varying effects in the analysis of customer loyalty: A case study in insurance Expert Systems with Applications, 39(3), Jha, S., Guillen, M., Christopher Westland, J. (2012) Employing transaction aggregation strategy to detect credit card fraud Expert Systems with Applications, 39(16), Merigó, J.M. (2012) OWA operators in the weighted average and its application in decision making Control & Cybernetics, 41(3), Merigó, J.M. (2012) The probabilistic weighted average and its application in multiperson decision making International Journal of Intelligent Systems, 27(5), Merigó, J.M. (2012) Probabilities with OWA operator Expert Systems with Applications, 39(13), Merigó, J.M., Gil-Lafuente, A.M., Chen, L.G. and Zhou, L.G. (2012) Induced and linguistic generalized aggregation operators and their application in linguistic group decision making Group Decision and Negotiation, 21(4), Merigó, J.M., Gil-Lafuente, A.M., Chen, L.G. and Zhou, L.G. (2012) Uncertain generalized aggregation operators Expert Systems with Applications, 39(1),

16 41. Nielsen, J.P., Guillén, M., Bolancé, C. and Gustafsson, J. (2012) Quantitative Modeling of Operational Risk Losses When Combining Internal and External Data Journal of Financial Transformation, 35, Osorio, A., Bolancé, C. and Castillo, M. (2012) Deserción y graduación estudiantil universitaria: una aplicación de los modelos de supervivencia Revista Iberoamericana de Educación Superior, 3(6), Pelegrín, A. and Bolancé, C. (2012) Deslocalització i característiques empresarials a Espanya Revista económica de Catalunya, 66, Pelegrín, A. and Bolancé, C. (2012) Offshoring and firm charasteristics: some evidence from the analysis of Spain firm-level data The International Economy, 16, Santolino, M., Bolancé, C. and Alcañiz, M. (2012) Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain Accident Analysis and Prevention, 49, Santolino, M. and Soerberg, M. (2012). Modelling appellate courts responses in motor injury disputes. European Journal of Law and Economics, Springer US, Santos, J.R., Llibre, J.M., Imaz, A., Domingo, P., Iribarren, J.A., Mariño, A., Miralles, C., Galindo, M.J., Ornelas, A., Moreno, S., Schapiro, J.M., Clotet, B., Arazo, P., Crespo, M., Mateo, G., del Pozo, M.A., Puig, T. and Riera, M. (2012) Mutations in the protease gene associated with virological failure to lopinavir/ritonavir-containing regimens Journal of Antimicrobial Chemotherapy, 67(6), Santos, J.R., Moltó, J., Llibre, J.M., Negredo, E., Bravo, I., Ornelas, A., Clotet, B.and Paredes, R.(2012) Antiretroviral simplification with darunavir/ritonavir monotherapy in routine clinical practice: Safety, effectiveness, and impact on lipid profile PLoS ONE. 7(5), 49. Solé-Auró, A. and Crimmins, E.M. (2012) Who cares? A comparison of informal and formal care provision in Spain, England and the US Ageing & Society, 34(3), Solé-i-Auró, A., Guillén, M. and Crimmins, E.M. (2012) Health care usage among immigrants and native-born elderly populations in eleven European countries: Results from SHARE European Journal of Health Economics, 13(6), Thuring, F., Nielsen, J.P., Guillén, M. and Bolancé, C. (2012) Selecting prospects for crossselling financial products using multivariate credibility Expert Systems with Applications, 39(10), Valls, N. and H. Chuliá (2012) Volatility Transmission and Correlation Analysis: between the US and Asia: the Impact of the Global Financial Crisis Global Economic Review, 41(2), Xu, Y.J., Merigó, J.M. and Wang, H. (2012) Linguistic power aggregation operators and their application to multiple attribute group decision making Applied Mathematical Modelling, 36(11), Wei, G.W. and Merigó, J.M. (2012) Methods for strategic decision-making problems with immediate probabilities in intuitionistic fuzzy setting Scientia Iranica, 19(6), Zhou, L.G., Chen, H.Y., Merigó, J.M. and Gil-Lafuente, A.M. (2012) Uncertain generalized aggregation operators Expert Systems with Applications, 39(1),

17 56. Vizuete-Luciano, E., Merigó, J.M., Gil-Lafuente, A.M., and Boria-Reverté, S. (2012) OWA Operators in the Assignment Process: The Case of the Hungarian Algorithm Lecture Notes in Business Information Processing, 115, Abad, P., Diaz, A. and Robles, M.D. (2011) Determinants of trading activity after rating actions in the Corporate Debt Market International Review of Applied Financial Issues and Economics, 3(2), Alcañiz, M., Alemany, R., Bolancé, C. and Guillén, M. (2011) El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 Revista de Métodos Cuantitativos para la Economía y la Empresa, 12, Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2011) Fuzzy logic analysis of effectiveness of the Internet advertising formats in interactive television Scientific and Theoretical Journal of the Belarusian State University, Series 3(1), Ayuso, M., Bermúdez, L. and Santolino, M. (2011) Las indemnizaciones a las víctimas de accidentes de tráfico ante diferentes vías de resolución de conflictos: un análisis empírico Revista Española de Seguros, 147, Ayuso, M., Guillén, M. and Pérez-Marín, A.M. (2011) Metodología para el cálculo de escenarios de caída de cartera en Solvencia II en presencia de contagio entre cancelaciones Anales del Instituto de Actuarios Españoles, 17, Ayuso, M. and Valero, D. (2011) Can complementary pensions plans take on the role of improving retirement pensions in the Dominican Republic? International Social Security Review, 64(2), Bermúdez, L. and Karlis, D. (2011) Bayesian multivariate Poisson models for insurance ratemaking Insurance: Mathematics and Economics, 48(2), Boucher, J.P. and Guillén, M. (2011) A Semi-nonparametric approach to model panel count data Communications in Statistics Theory and Methods, 40(4), Boucher, J.-P., Denuit, M. and Guillén, M. (2011) Correlated random effects for hurdle models applied to claim counts Variance, 5(1), Crimmins, E.M., Kim, J.K. and Solé-Auró, A. (2011) Gender differences in health: results from SHARE, ELSA, and HRS European Journal of Public Health, 21(1), Chuliá, H. and Torró, H. (2011) Firm size and volatility analysis in the Spanish stock market European Journal of Finance, 17(8), Gómez-Puig, M. and Cuñado, J. (2011) La diversificación del riesgo en los mercados de deuda pública de la zona euro Cuadernos de Economía: Spanish Journal of Economics and Finance, 34, Ferri, A., Bermúdez, L. and Alcañiz, M. (2011) Sensibilidad a las correlaciones entre líneas de negocio del SCR del módulo de suscripción no vida basado en la fórmula estándar Anales del Instituto de Actuarios Españoles, 17, Gil-Aluja, J., Gil-Lafuente, A.M. and Merigó, J.M. (2011) Using homogeneous groupings in portfolio management Expert Systems with Applications, 38(9),

18 15. Gil-Aluja, J., Gil-Lafuente, A.M. and Merigó, J.M. (2011) A new aggregation method for strategic decision making and its application in assignment theory African Journal of Business Management, 5(11), Gil-Aluja, J., Gil-Lafuente, A.M. and Merigó, J.M. (2011), Decision making with the induced generalized adequacy coefficient Applied and Computational Mathematics, 10(2), Gil-Aluja, J., Gil-Lafuente, A.M. and Merigó, J.M. (2011) Soft computing techniques for decision making with induced aggregation operators Information: An International Interdisciplinary Journal, 14(6), Gil-Lafuente A.M. and Merigó, J.M. (2011) Fuzzy induced generalized aggregation operators and its application in multi-person decision making Expert Systems with Applications, 38(8), Gil-Lafuente A.M. and Merigó, J.M. (2011) Decision-making in sport management based on the OWA operator Expert Systems with Applications, 38(8), Gil-Lafuente A.M. and Merigó, J.M. (2011) OWA operators in human resource management Economic Computation and Economic Cybernetics Studies and Research, 45(2), Gil-Lafuente, A.M, Merigó, J.M., Chen, L.G. and Zhou, L.G. (2011) A generalization of the linguistic aggregation operators and its application in decision making Journal of Systems Engineering and Electronics, 22(4), Guillén, M., Linton, O., Nielsen, J.P. and Buch-Kromann, T. (2011) Multivariate density estimation using dimension reducing information and tail flattening transformations Insurance: Mathematics and Economics, 48(1), Guillén, M., Pérez-Marín, A.M. and Alcañiz, M. (2011) A logistic regression approach to estimating customer profit loss due to lapses in insurance Insurance Markets and Companies: Analyses and Actuarial Computations, 2, Guillén, M., Prieto, F. and Sarabia, J.M. (2011) Modelling losses and locating the tail with the Pareto Positive Stable distribution Insurance: Mathematics and Economics, 49(3), Mompart, A., Medina, A., Guillén, M., Alcañiz, M. and Brugulat, P. (2011) Características metodológicas de la ESCA 2006 Medicina Clínica, 137(Supl 2), Ornelas, A., Alcañiz, M. and Guillén, M. (2011) Modelos estadísticos para los costos en carteras colectivas de seguros de salud Revista Ibero-Latinoamericana de Seguros, 20(35), Pinquet, J., Guillén, M. and Ayuso, M. (2011) Commitment and lapse behavior in long-term Insurance: a case study Journal of Risk and Insurance, 78(4), Tural, C., Solà, R., Pérez Àlvarez, N., Moltó, J., Sánchez, M., Moreno Zamora, A., Ornelas, A., Laguno, M., González, J., Von Wichmann, M.Á., Téllez, M.J., Paredes, R.and Clotet, B. (2011) Effect of an induction period of pegylated interferon-α2a and ribavirin on early virological response in HIV-HCV-coinfected patients: Results from the CORAL-2 study. Antiviral Therapy. 16(6),

19 29. Valero, D., Artís, M., Ayuso, M. and García, J. (2011) Una propuesta de reforma del sistema de pensiones español basada en un modelo de contribución definida nocional Revista de Métodos Cuantitativos para la Economía y la Empresa, 11, Abad, P. and Benito, S. (2010) A parametric model to estimate risk in a fixed income portfolio. An application to calculate value at risk SORT - Statistics and Operations Research Transactions, 34, Abad, P., Chuliá, H. and Gómez-Puig, M. (2010) EMU and European Government bond market integration Journal of Banking and Finance, 34, Ayuso, M, Guillén, M. and Alcañiz, M. (2010) The impact of traffic violations on the estimated cost of traffic accidents with victims Accident Analysis and Prevention, 42(2), Ayuso, M., Bermúdez, L. and Santolino, M. (2010) Una metodología alternativa para el cálculo de los perjuicios económicos futuros ante la reforma del sistema de valoración del daño corporal Revista Española de Seguros, 141, Ayuso, M., Bermúdez, L. and Santolino, M. (2010) Valoración actuarial del perjuicio económico futuro derivado de los accidentes de tráfico Anales del Instituto de Actuarios Españoles, 16, Ayuso, M., del Pozo, R. and Escribano, F. (2010) Factores sociodemográficos y de salud asociados a la institucionalización de personas dependientes Revista Española de Salud Pública, 84(6), Barcellos, L., Gil-Lafuente and A.M. and Merigó, J.M. (2010) Uncertain induced generalized aggregation operators and its application in the theory of expertons Fuzzy Economic Review, 15(2), Bermúdez, L., Ayuso, M. and Santolino, M. (2010) Reflexiones y perspectivas sobre la futura reforma del baremo de indemnizaciones Gerencia de Riesgos y Seguros, 108, Bolancé, C. (2010) Optimal inverse Beta (3,3) Transformation in kernel density estimation SORT - Statistics and Operations Research Transactions, 34(2), Bolancé, C., Ferri, A. and Santolino, M. (2010) Posicionamiento de las entidades aseguradoras del ramo de vida ante la puesta en marcha de programas de enterprise risk management Anales del Instituto de Actuarios Españoles, Bolancé, C., Guillén M. and Nielsen, J.P. (2010) Transformation kernel estimation of insurance claim cost distributions in Corazza, M. and Pizzi, C (Eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, Boucher, J.P. and Santolino, M. (2010) Discrete distributions when modelling the disability severity score of motor victims Accident Analysis and Prevention, 42(6), Chuliá, H., Martens, M. and van Dijk, D. (2010) Asymmetric effects of federals funds target rates changes on S&P100 stock returns, volatilities and correlations Journal of Banking and Finance, 34(4), Gil-Lafuente, A.M. and Merigó, J.M. (2010) New decision-making techniques and their application in the selection of financial products" Information Sciences 180(11),

20 15. Gil-Lafuente, A.M. and Merigó, J.M. (2010) Decision making techniques in a unified model between the weighted average and the OWA operator Lectures on Modelling and Simulation, 11(1), Porta, M., Gasull, M., Puigdomènech, E., Garí, M., de Basea, M.B., Guillén, M., López, T., Bigas, E., Pumarega, J., Llebaria, X., Grimalt, J.O. and Tresserras, R. (2010) Distribution of blood concentrations of persistent organic pollutants in a representative sample of the population of Catalonia Environment International, 36, Ruiz, E., Bolancé, C. and Fontanals, H. (2010) Testing the shape of international term structure of interest rate International Journal of Financial Markets and Derivatives, 1, Santolino, M. (2010) Determinants of the decision to appeal against motor bodily injury judgements made by Spanish trial courts International Review of Law and Economics, 30, Santolino, M. and Boucher, J.P. (2011) Modelling the disability severity score in motor insurance claims: an application to the Spanish case Journal of Financial Decision Making, 6(2), Solé-Auró, A., Mompart Penina, A., Brugulat Guiterras, P. and Guillén, M. (2010) Inmigración y uso de servicios sanitarios en tres zonas sanitarias de Cataluña [Immigration and use of medical services in three Catalan health zones] Revista Española de Economía de la Salud, 9(2), Valls, N. and Chuliá H. (2010) Análisis de volatilidad y correlación entre EE.UU y Asia Cuadernos de Economía, 33, Abad, P. and Benito, S. (2009) Accuracy of VaR calculated using empirical models of the term structure International Journal of Theoretical & Applied Finance, 12(6), Albarrán, I., Alonso, P. and Bolancé, C. (2009) Comparación de los baremos español, francés y alemán para medir la dependencia de las personas con discapacidad y sus prestaciones Revista Española de Salud Pública, 83, Bermúdez, L. (2009) A priori ratemaking using bivariate Poisson regression models Insurance: Mathematics and Economics, 44(1), Bermúdez, L. (2009) Métodos estocásticos para el cálculo de la provisión técnica de prestaciones pendientes en solvencia II Revista Cuadernos Actuariales, 13, Bermúdez, L., Guillén, M. and Solé-Auró, A. (2009) Escenarios del impacto de la inmigración en la longevidad y dependencia de los mayores en la población española Revista Española de Geriatría y Gerontología, 44(1), Boucher, J.P. and Guillén, M. (2009) A survey on models for panel count data with applications to insurance RACSAM, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Serie A, Matemáticas, 103(2), Boucher, J.P., Denuit, M. and Guillén, M. (2009) Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data Journal of Risk and Insurance, 76(4),