Alejandro Balbás

Management Science and Operations Research · 2009–2015

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 35 citations into it; #5,010 of 11,946 by trust here, #5,787 by citations
• Economics and Econometrics — 22 citations into it; #10,546 of 23,481 by trust here, #15,581 by citations
• Finance — 20 citations into it

Whom Alejandro Balbás trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shaun S. Wang
2. R. Tyrrell Rockafellar
3. Marc J. Goovaerts
4. Marek Kaluszka
5. Freddy Delbaen
6. S. Kusuoka
7. C. Acerbi
8. Marco Frittelli
9. Andrzej Ruszczynski
10. Jan Dhaene

Who trusts Alejandro Balbás overall

1. Yichun Chi
2. Ka Chun Cheung
3. Jun Cai
4. Ken Seng Tan
5. Chengguo Weng

Papers from Alejandro Balbás's perspective

Ordered by how strongly the researchers Alejandro Balbás trusts endorse each paper. Same corpus, a different order for every researcher.

1. Coherent Risk Measures on General Probability Spaces
2. Convex measures of risk and trading constraints (Finance and Stochastics)
3. On law invariant coherent risk measures
4. Optimization of conditional value-at risk
5. Premium Calculation by Transforming the Layer Premium Density
6. Risk Measures and Comonotonicity: A Review
7. Putting order in risk measures
8. Risk measurement with equivalent utility principles
9. Optimization of Convex Risk Functions (Mathematics of Operations Research)
10. Spectral measures of risk: A coherent representation of subjective risk aversion

Their papers

• Optimal reinsurance with general risk measures (2009) — 138 citations
• Optimal reinsurance under risk and uncertainty (2015) — 56 citations
• Properties of Distortion Risk Measures (2009) — 117 citations