| Optimal Reinsurance with General Risk Measures A Balbás, B Balbás, A Heras Insurance: Mathematics and Economics 44, 374-384, 2009 | 160 | 2009 |
| Rough sets and the role of the monetary policy in financial stability (macroeconomic problem) and the prediction of insolvency in insurance sector (microeconomic problem) A Sanchis, MJ Segovia, JA Gil, A Heras, JL Vilar European Journal of Operational Research 181 (3), 1554-1573, 2007 | 87 | 2007 |
| Optimal Reinsurance under Risk and Uncertainty A Balbás, B Balbás, R Balbás, A Heras Insurance: Mathematics and Economics 60, 61-74, 2015 | 63 | 2015 |
| El análisis discriminante en la previsión de la insolvencia en las empresas de seguros de no vida AS Arellano, JA Gil, AH Martínez Spanish Journal of Finance and Accounting/Revista Española de Financiación Y …, 2003 | 58 | 2003 |
| An application of two-stage quantile regression to insurance ratemaking A Heras, I Moreno, JL Vilar-Zanón Scandinavian Actuarial Journal 2018 (9), 753-769, 2018 | 36 | 2018 |
| Stable Solutions for Optimal Reinsurance Problems Involving Risk Measures A Balbás, B Balbás, A Heras European Journal of Operational Research 214, 796-804, 2011 | 34 | 2011 |
| Asymptotic fairness of bonus-malus systems and optimal scales of premiums A Heras, JL Vilar, JA Gil The Geneva Papers on Risk and Insurance Theory 27 (1), 61-82, 2002 | 34 | 2002 |
| Matemática de los seguros de vida JAG Fana, AH Martínez, JLV Zanón Mapfre, 1999 | 32* | 1999 |
| An Application of Linear Programming to Bonus-Malus System Design A Heras, JA Gil, P García, JL Vilar ASTIN Bulletin 34 (2), 435-456, 2004 | 22 | 2004 |
| Duality Theory for Infinite-Dimensional Multiobjective Linear Programming A Balbás, A Heras European Journal of Operational Research 68 (3), 379-388, 1993 | 15 | 1993 |
| Problemas de álgebra lineal para la economía AH Martínez, JLV Zanón AC, 1988 | 15* | 1988 |
| What was fair in actuarial fairness? AJ Heras, PC Pradier, D Teira History of the Human Sciences, 2019 | 14 | 2019 |
| Predicción de crisis empresariales en seguros no vida mediante la metodología Rough Set AH Martínez Universidad Complutense de Madrid, 2003 | 12* | 2003 |
| Predicción de insolvencias con el método Rough Set MJS Vargas, JAG Fana, AH Martínez, JLV Zanón, AS Arellano Universidad Complutense de Madrid. Facultad de Ciencias Económicas y …, 2003 | 12* | 2003 |
| La metodología rough set frente al análisis discriminante en la predicción de insolvencias en empresas aseguradoras MJS Vargas, JAG Fana, LV Zanón, AJH Martínez Anales del Instituto de Actuarios Españoles, 153-180, 2003 | 12 | 2003 |
| Using Rough Sets to predict insolvency of Spanish non-life insurance companies MJ Segovia, JA Gil, A Heras, JL Vilar, A Sanchis Proceedings of Sixth International Congress on Insurance: Mathematics and …, 2002 | 12 | 2002 |
| Predicción de insolvencias con el método Rough Set MJ Segovia-Vargas, JA Gil-Fana, A Heras-Martınez, JL Vilar-Zanon X Jornadas de Asepuma, 2002 | 12 | 2002 |
| Risk transference constraints in optimal reinsurance A Balbás, B Balbás, R Balbás, A Heras Insurance: Mathematics and Economics 103, 27-40, 2022 | 11 | 2022 |
| Programación matemática y modelos económicos: un enfoque teórico-práctico A Heras AC, 1990 | 11 | 1990 |
| Conditional Tail Expectation and Premium Calculation A Heras, B Balbás, JL Vilar ASTIN Bulletin 42 (1), 325-342, 2012 | 10 | 2012 |
JOSE LUIS VILAR ZANONDepartment of Financial and Actuarial Economics & Statistics Universidad Complutense de MadridVerified email at ucm.es
