Balbs Alejandro

Alejandro Balbs

Information about the author Alejandro Balbs will soon be added to the site.
Found 2 papers in total
Stable solutions for optimal reinsurance problems involving risk measures
Stable solutions for optimal reinsurance problems involving risk measures
2011
The optimal reinsurance problem is a classic topic in actuarial mathematics. Recent...
Vector optimization approach for pricing and hedging in imperfect markets
Vector optimization approach for pricing and hedging in imperfect markets
2004
The paper introduces and applies the concept of pseudo-arbitrage in order to price and...
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