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Anna Castañer

Personal Details

First Name:Anna
Middle Name:
Last Name:Castañer
Suffix:
RePEc Short-ID:pca915
[This author has chosen not to make the email address public]

Affiliation

Facultat d'Economia i Empresa
Universitat de Barcelona

Barcelona, Spain
http://www.ub.es/economiaempresa/

: +34 93 402 43 13cazza

Diagonal 690-696, 08034 Barcelona
RePEc:edi:feubaes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anna Castañer & M.Mercè Claramunt & Maite Mármol, 2014. "Some optimization and decision problems in proportional reinsurance," UB Economics Working Papers 2014/310, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
  2. Anna Castañer & Mª Mercè Claramunt, 2014. "Optimal stop-loss reinsurance: a dependence analysis," Working Papers XREAP2014-04, Xarxa de Referència en Economia Aplicada (XREAP), revised Apr 2014.
  3. Anna Castañer & Maria Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2014. "Discrete Schur-constant models," Working Papers hal-01081756, HAL.
  4. Sancho Salcedo-Sanz & L. Carro-Calvo & Mercè Claramunt & Anna Castañer & Maite Marmol, 2013. "An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches," Working Papers XREAP2013-04, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2013.
  5. Anna Castaner & M. Merce Claramunt & Maite Marmol, 2009. "The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities," Working Papers in Economics 222, Universitat de Barcelona. Espai de Recerca en Economia.
  6. M. Merce Claramunt & Maite Marmol & Anna Castaner, 2008. "La probabilidad de supervivencia en un modelo con reaseguro proporcional de umbral," Working Papers in Economics 200, Universitat de Barcelona. Espai de Recerca en Economia.

Articles

  1. Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S., 2015. "Discrete Schur-constant models," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 343-362.
  2. Castañer, A. & Claramunt, M.M. & Lefèvre, C., 2013. "Survival probabilities in bivariate risk models, with application to reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 632-642.
  3. Anna Castañer & M. Claramunt & Maite Mármol, 2012. "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, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 614-638, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Anna Castañer & Maria Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2014. "Discrete Schur-constant models," Working Papers hal-01081756, HAL.

    Cited by:

    1. Ta, Bao Quoc & Van, Chung Pham, 2017. "Some properties of bivariate Schur-constant distributions," Statistics & Probability Letters, Elsevier, vol. 124(C), pages 69-76.
    2. Anna Casta~ner & M Merc`e Claramunt, 2017. "Equilibrium distributions and discrete Schur-constant models," Papers 1709.09955, arXiv.org.
    3. Aoudia, Djilali Ait & Marchand, Éric & Perron, François, 2016. "Counts of Bernoulli success strings in a multivariate framework," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 1-10.
    4. Anna Castañer & M Mercè Claramunt, 2017. "Equilibrium distributions and discrete Schur-constant models," Working Papers hal-01593552, HAL.

Articles

  1. Castañer, A. & Claramunt, M.M. & Lefèvre, C. & Loisel, S., 2015. "Discrete Schur-constant models," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 343-362.
    See citations under working paper version above.
  2. Castañer, A. & Claramunt, M.M. & Lefèvre, C., 2013. "Survival probabilities in bivariate risk models, with application to reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 632-642.

    Cited by:

    1. Anna Castañer & M.Mercè Claramunt & Maite Mármol, 2014. "Some optimization and decision problems in proportional reinsurance," UB Economics Working Papers 2014/310, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.

  3. Anna Castañer & M. Claramunt & Maite Mármol, 2012. "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, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 614-638, October.

    Cited by:

    1. Castañer, A. & Claramunt, M.M. & Lefèvre, C., 2013. "Survival probabilities in bivariate risk models, with application to reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 632-642.
    2. Anna Castañer & M.Mercè Claramunt & Maite Mármol, 2014. "Some optimization and decision problems in proportional reinsurance," UB Economics Working Papers 2014/310, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
    3. Sancho Salcedo-Sanz & L. Carro-Calvo & Mercè Claramunt & Anna Castañer & Maite Marmol, 2013. "An Analysis of Black-box Optimization Problems in Reinsurance: Evolutionary-based Approaches," Working Papers XREAP2013-04, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2013.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (3) 2008-07-05 2013-05-11 2014-04-18
  2. NEP-CFN: Corporate Finance (1) 2014-04-05
  3. NEP-CMP: Computational Economics (1) 2013-05-11
  4. NEP-EVO: Evolutionary Economics (1) 2013-05-11
  5. NEP-GER: German Papers (1) 2015-08-30
  6. NEP-RMG: Risk Management (1) 2014-04-05

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