Moreno, Manuel; Navas, Javier F.; Todeschini, Federico Land valuation using a real option approach. (English) Zbl 1181.91254 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 405-420 (2009). MSC: 91B76 91B25 91G50 91G60 91G70 65C05 PDF BibTeX XML Cite \textit{M. Moreno} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 405--420 (2009; Zbl 1181.91254) Full Text: DOI EuDML
Centeno, María de Lourdes; Simões, Onofre Optimal reinsurance. (English) Zbl 1181.91090 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 387-404 (2009). MSC: 91B30 46N10 47N30 62P20 91-02 PDF BibTeX XML Cite \textit{M. de L. Centeno} and \textit{O. Simões}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 387--404 (2009; Zbl 1181.91090) Full Text: DOI
Escobar, Marcos; Kiechle, Andreas; Seco, Luis; Zagst, Rudi The price of liquidity in constant leverage strategies. (English) Zbl 1181.91312 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 373-385 (2009). MSC: 91G20 47N30 PDF BibTeX XML Cite \textit{M. Escobar} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 373--385 (2009; Zbl 1181.91312) Full Text: DOI EuDML
Badescu, Andrei L.; Landriault, David Applications of fluid flow matrix analytic methods in ruin theory – a review. (English) Zbl 1186.60092 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 353-372 (2009). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K15 91B30 60J25 PDF BibTeX XML Cite \textit{A. L. Badescu} and \textit{D. Landriault}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 353--372 (2009; Zbl 1186.60092) Full Text: DOI EuDML
González, Maria Teresa; Novales, Alfonso Are volatility indices in international stock markets forward looking? (English) Zbl 1180.62150 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 339-351 (2009). MSC: 62P05 91G70 PDF BibTeX XML Cite \textit{M. T. González} and \textit{A. Novales}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 339--351 (2009; Zbl 1180.62150) Full Text: DOI EuDML
Li, Shuanming; Lu, Yi; Garrido, José A review of discrete-time risk models. (English) Zbl 1180.62151 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321-337 (2009). MSC: 62P05 91B30 60J20 60K99 PDF BibTeX XML Cite \textit{S. Li} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 321--337 (2009; Zbl 1180.62151) Full Text: DOI EuDML
Albrecher, Hansjörg; Thonhauser, Stefan Optimality results for dividend problems in insurance. (English) Zbl 1187.93138 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 295-320 (2009). MSC: 93E20 62P05 91B30 60J25 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Thonhauser}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 295--320 (2009; Zbl 1187.93138) Full Text: DOI EuDML
Boucher, Jean-Philippe; Guillén, Montserrat A survey on models for panel count data with applications to insurance. (English) Zbl 1180.62147 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 277-294 (2009). MSC: 62P05 62E15 65C60 91B30 PDF BibTeX XML Cite \textit{J.-P. Boucher} and \textit{M. Guillén}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 277--294 (2009; Zbl 1180.62147) Full Text: DOI EuDML
Balbás, Alejandro; Jiménez-Guerra, Pedro Martingales and arbitrage: a new look. (English) Zbl 1181.91355 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 265-275 (2009). MSC: 91G80 60G48 28C05 PDF BibTeX XML Cite \textit{A. Balbás} and \textit{P. Jiménez-Guerra}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 265--275 (2009; Zbl 1181.91355) Full Text: DOI EuDML
Balbás, Alejandro; Balbás, Raquel Compatibility between pricing rules and risk measures: the CCVaR. (English) Zbl 1181.91069 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 251-264 (2009). MSC: 91B25 91B30 91B70 PDF BibTeX XML Cite \textit{A. Balbás} and \textit{R. Balbás}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 251--264 (2009; Zbl 1181.91069) Full Text: DOI EuDML
Falcó, A.; Navarro, Ll.; Nave, J. The Hull-White model and multiobjective calibration with consistent curves: empirical evidence. (English) Zbl 1181.91313 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 235-249 (2009). MSC: 91G20 62P05 91G30 90C29 PDF BibTeX XML Cite \textit{A. Falcó} et al., RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 235--249 (2009; Zbl 1181.91313) Full Text: DOI EuDML
Zălinescu, C. Duality results involving functions associated to nonempty subsets of locally convex spaces. (English) Zbl 1187.49027 RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 219-234 (2009). MSC: 49N15 90C46 91B38 PDF BibTeX XML Cite \textit{C. Zălinescu}, RACSAM, Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat. 103, No. 2, 219--234 (2009; Zbl 1187.49027) Full Text: DOI EuDML