| Beyond value‐at‐risk: GlueVaR distortion risk measures J Belles‐Sampera, M Guillén, M Santolino Risk Analysis 34 (1), 121-134, 2014 | 129 | 2014 |
| The connection between distortion risk measures and ordered weighted averaging operators J Belles-Sampera, JM Merigó, M Guillén, M Santolino Insurance: Mathematics and Economics 52 (2), 411-420, 2013 | 56 | 2013 |
| GlueVaR risk measures in capital allocation applications J Belles-Sampera, M Guillén, M Santolino Insurance: Mathematics and Economics 58, 132-137, 2014 | 46 | 2014 |
| Compositional methods applied to capital allocation problems J Belles-Sampera, M Guillen, M Santolino Journal of Risk, Forthcoming, 2016 | 33 | 2016 |
| Indicators for the characterization of discrete Choquet integrals J Belles-Sampera, JM Merigó, M Guillén, M Santolino Information Sciences 267, 201-216, 2014 | 32 | 2014 |
| What attitudes to risk underlie distortion risk measure choices? J Belles-Sampera, M Guillen, M Santolino Insurance: Mathematics and Economics 68, 101-109, 2016 | 28 | 2016 |
| The use of flexible quantile-based measures in risk assessment J Belles-Sampera, M Guillén, M Santolino Communications in Statistics-Theory and Methods 45 (6), 1670-1681, 2016 | 18 | 2016 |
| Rutas de recogida de muestras y error en el proceso analítico JB Sampera, SV Pedret, MG Castellvi, JMM Amengual Revista del Laboratorio Clínico 5 (1), 10-17, 2012 | 7 | 2012 |
| Explainable AI for paid-up risk management in life insurance products L Bermúdez, D Anaya, J Belles-Sampera Finance Research Letters 57, 104242, 2023 | 6 | 2023 |
| Distortion risk measures for nonnegative multivariate risks J Belles-Sampera, M Guillén, JM Sarabia Journal of Operational Risk, 2018 | 6 | 2018 |
| Risk Quantification and Allocation Methods for Practitioners J Belles-Sampera, M Guillén, M Santolino Amsterdam University Press, 2017 | 5 | 2017 |
| Some new definitions of indicators for the Choquet Integral J Belles-Sampera, JM Merigó, M Santolino Aggregation Functions in Theory and in Practise: Proceedings of the 7th …, 2013 | 3 | 2013 |
| An examination of the tail contribution to distortion risk measures M Santolino, J Belles-Sampera, GI Estany, JM Sarabia Journal of Risk 23 (6), 2019 | 2 | 2019 |
| Distortion risk measures for nonnegative multivariate risks GI Estany, JM Sarabia, J Belles-Sampera, F Prieto Journal of Operational Risk 13 (2), 2018 | 2 | 2018 |
| Asignación óptima de capital en base al perfil de riesgo de las instituciones de inversión colectiva: una aplicación de las medidas de riesgo distorsionadas J Belles-Sampera, M Santolino Revista de Métodos Cuantitativos para la Economía y la Empresa 15, 65-86, 2013 | 2 | 2013 |
| Laboratorio clínico 2.0 O Jimenez, MJ Alsina Rev. lab. clín, 1-2, 2012 | 2 | 2012 |
| Generalizing some usual risk measures in financial and insurance applications J Belles-Sampera, M Guillén, M Santolino Modeling and Simulation in Engineering, Economics, and Management …, 2013 | 1 | 2013 |
| Modeling paid-ups in life insurance products for risk management D Anaya, L Bermúdez, J Belles-Sampera Risk Management 26 (3), 15, 2024 | | 2024 |
| Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem J Belles-Sampera, M Guillen, M Santolino Mathematics 11 (18), 3846, 2023 | | 2023 |
| Estructura de dependencia entre el riesgo de longevidad y de mortalidad y su impacto en el capital requerido de solvencia (SCR) J Belles Sampera, M Santolino, A Rubio-Pallarés Anales del Instituto de Actuarios Españoles, 2017, vol. 4, num. 23, p. 1-21, 2017 | | 2017 |
Miguel SantolinoUniversity of BarcelonaVerified email at ub.edu