Details about Anna Castañer

Access statistics for papers by Anna Castañer.

Last updated 2016-06-09. Update your information in the RePEc Author Service.

Short-id: pca915

Working Papers

2014

1. Optimal stop-loss reinsurance: a dependence analysis
   Working Papers, Xarxa de Referència en Economia Aplicada (XREAP)
2. Some optimization and decision problems in proportional reinsurance
   UB School of Economics Working Papers, University of Barcelona School of Economics

2013

3. An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches
   Working Papers, Xarxa de Referència en Economia Aplicada (XREAP)

2009

4. The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities
   Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

2008

5. La probabilidad de supervivencia en un modelo con reaseguro proporcional de umbral
   Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

Journal Articles

2015

1. Discrete Schur-constant models
   Journal of Multivariate Analysis, 2015, 140, (C), 343-362 View citations (11)

2013

2. Survival probabilities in bivariate risk models, with application to reinsurance
   Insurance: Mathematics and Economics, 2013, 53, (3), 632-642 View citations (4)

2012

3. Ruin probability and time of ruin with a proportional reinsurance threshold strategy
   TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 20, (3), 614-638 View citations (4)