Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio Risk transference constraints in optimal reinsurance. (English) Zbl 1484.91370 Insur. Math. Econ. 103, 27-40 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{A. Balbás} et al., Insur. Math. Econ. 103, 27--40 (2022; Zbl 1484.91370) Full Text: DOI
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel Differential equations connecting VaR and CVaR. (English) Zbl 1367.91199 J. Comput. Appl. Math. 326, 247-267 (2017). MSC: 91G70 90C90 91B30 91G10 PDFBibTeX XMLCite \textit{A. Balbás} et al., J. Comput. Appl. Math. 326, 247--267 (2017; Zbl 1367.91199) Full Text: DOI Link
Balbás, Alejandro; Balbás, Beatriz; Balbás, Raquel; Heras, Antonio Optimal reinsurance under risk and uncertainty. (English) Zbl 1308.91075 Insur. Math. Econ. 60, 61-74 (2015). MSC: 91B30 90C05 90C46 90C48 PDFBibTeX XMLCite \textit{A. Balbás} et al., Insur. Math. Econ. 60, 61--74 (2015; Zbl 1308.91075) Full Text: DOI Link