Search Results - "ROCH, ORIOL"

Lower convex order bound approximations for sums of log-skew normal random variables.

Authors: Roch, Oriol Valdez, Emiliano A.

Source: Applied Stochastic Models in Business & Industry. Sep/Oct2011, Vol. 27 Issue 5, p487-502. 16p. 5 Charts, 2 Graphs.

Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market

Authors: Roch, Oriol Alegre, Antonio

Source: Computational Statistics & Data Analysis. Nov2006, Vol. 51 Issue 2, p1312-1329. 18p.

Subjects: Stocks (Finance), Copula functions, Chi-squared test, Stock exchanges

Economic indicators for automobile claim frequencies.

Alternate Title: Indicadores económicos para las frecuencias de siniestralidad de automóviles.

Authors: BOJ, EVA CASTAÑER, ANNA CLARAMUNT, M. MERCE et al.

Source: Estudios de Economía. dic2019, Vol. 46 Issue 2, p245-271. 27p.

Non-constant discounting and consumption, portfolio and life insurance rules.

Authors: Marín-Solano, Jesús Navas, Jorge Roch, Oriol

Source: Economics Letters. May2013, Vol. 119 Issue 2, p186-190. 5p.

Consumption, investment and life insurance strategies with heterogeneous discounting.

Authors: de-Paz, Albert Marín-Solano, Jesús Navas, Jorge et al.

Source: Insurance: Mathematics & Economics. Jan2014, Vol. 54, p66-75. 10p.