Matemàtica Econòmica, Financera i Actuarial

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Publicacions en accés obert derivades de l'activitat investigadora del professorat de la Universitat de Barcelona.

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L'ús d'applets interactius per a l'aprenentatge manipulatiu de les matemàtiques a la universitat 

Castañer, Anna; Adillón, Román; Adillon Albero, Marc; Frutos Cachorro, Julia de; Izquierdo Aznar, Josep Maria; Purroy, Pere (Data de publicació: 2026-03-30)

Aquest estudi examina l'ús d’applets interactius per millorar l’aprenentatge de matemàtiques aplicades a l’economia. Els applets faciliten la comprensió activa amb visualitzacions dinàmiques. El grup experimental va superar ...

Merging-splitting-proofness in financial systems: A characterization result 

Calleja Cortés, Pedro; Llerena Garrés, Francesc (Data de publicació: 2026-03-09)

In this paper, we explore the issue of manipulability in the setting of financial systems by considering two weak forms of immunity: merging-proofness and splitting-proofness. Not surprisingly, splitting-proofness conflicts ...

Do we need a (large) committee? 

Gersbach, Hans; Mamageishvili, Akaki; Tejada, Oriol (Data de publicació: 2026-02-26)

This paper studies committee design when a homogeneous population is uncertain about which alternative is correct, individuals can acquire costly information about the state of the world, and the decision must be taken via ...

Claims manipulations discriminate between egalitarian rules 

Yin, Xiuxia; Calleja, Pere; Izquierdo Aznar, Josep Maria (Data de publicació: 2026-01-20)

We provide axiomatic characterizations of the constrained equal awards and constrainedequal losses rules by imposing immunity principles such as non-manipulability via merging(splitting) and strong non-manipulability via ...

Egalitarian-in-deviation rules relative to a reference system for resolving conflicting claim problems 

Izquierdo Aznar, Josep Maria; Rafels, Carles (Data de publicació: 2026-01-20)

We study claims problems in which agents may also have reference points. We show first that many classical rules satisfy an egalitarian property in this setting; namely, the differences between each agents’ payoff and the ...

LOSARI: A novel R-based statistical software to facilitate students’ self-regulated learning in statistics courses 

Bakri, Rizal; Boj del Val, Eva; Bado, Basri; Ahmar, Ansari Saleh (Data de publicació: 2026-01-12)

This article presents the development of LOSARI, a novel R-based statistical software designed to facilitate students’ self-regulated learning (SRL) in statistics courses. LOSARI can be accessed online without installation ...

Local sensitivity analysis of heating degree day and cooling degree day temperature derivative prices 

Solanilla Blanco, Sara Ana (Data de publicació: 2025-11-28)

We study the local sensitivity of heating degree day (HDD) and cooling degree day (CDD) temper-ature futures and option prices with respect to perturbations in the deseasonalized temperature or inone of its derivatives up ...

Transforming Eurostat’s Table 29 into an Actuarial Balance Sheet: A Net Worth Approach to Assessing Public Pension Solvency 

Castañer, Anna; Garvey, Anne Marie; Pérez-Salamero González, Juan Manuel; Vidal-Meliá, Carlos (Data de publicació: 2025-10-30)

This article presents a transparent and replicable framework to assess the net worth of public pension systems within the broader context of fiscal sustainability and public sector balance sheets. Using Spain as a case ...

Matching markets with farsighted couples 

Atay, Ata; Funck, Sylvain; Mauleon, Ana; Vannetelbosch, Vincent (Data de publicació: 2025-09-02)

We adopt the notion of the farsighted stable set to determine which matchings are stable when agents are farsighted in matching markets with couples. We show that a singleton matching is a farsighted stable set if and only ...

provisio: Área de trabajo en lenguaje R para el cálculo de provisiones técnicas en seguros no de vida con métodos deterministas 

Claramunt Bielsa, M. Mercè; Costa Cor, Teresa; Boj del Val, Eva (Data de publicació: 2017-02-08)

Requerimientos técnicos: Tener instalado el software R (cualquier versión) y cargar el área de trabajo.

A defined benefit pension plan model with stochastic salary and heterogeneous discounting 

Josa-Fombellida, Ricardo; López-Casado, Paula; Navas, Jorge (Data de publicació: 2024-01-10)

We study the time-consistent investment and contribution policies in a defined benefit stochastic pension fund where the manager discounts the instantaneous utility over a finite planning horizon and the final function at ...

What kind of e-mail information is more effective in communicating with the client? Application of game theory 

Sánchez Torres, Javier Alirio; Rivera González, Julián A.; Jorba, Lambert (Data de publicació: 2019-05-03)

Using game theory, this study analyzed clients' decisions after receiving digital relational marketing campaigns via email for two types of products: apparel and electronics-music-video. The objectives were to analyze the ...

Allowing for time and cross dependence assumptions between claim counts in ratemaking models 

Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris (Data de publicació: 2018-11-13)

For purposes of ratemaking, time dependence and cross dependence have been treated as separate entities in the actuarial literature. Indeed, to date, little attention has been paid to the possibility of considering the two ...

Una aplicación de RExcel para el cálculo de provisiones técnicas con modelo lineal generalizado 

Espejo Fernández, Juan; Boj del Val, Eva; Costa Cor, Teresa (Data de publicació: 2014-07-23)

Requeriments tècnics: Para poder ejecutar el aplicativo deben habilitarse las macros al abrir el archivo. - Sistema Operativo Windows XP, Vista o 7 (versiones de 32 bits y 64 bits). - Microsoft Excel 2007, 2010 o 2013 ...

OWA-based aggregation operations in multi-expert MCDM model 

Yusoff, Binyamin; Merigó Lindahl, José M.; Ceballos Hornero, David (Data de publicació: 2018-10-17)

This paper presents an analysis of multi-expert multi-criteria decision making (ME-MCDM) model based on the ordered weighted averaging (OWA) operators. Two methods of modeling the majority opinion are studied as to aggregate ...

An analysis of efficiency of time-consistent coordination mechanisms in a model of supply chain management 

Lu, Lijue; Marín Solano, Jesús; Navas, Jorge (Data de publicació: 2020-04-21)

In this paper, we study an advertising dynamic game in supply chain management under the assumption that the agents differ in their time preference rates. We study two coordination mechanisms: the cost sharing program, ...

Continuous-time optimal pension indexing in pay-as-you-go systems 

Roch, Oriol (Data de publicació: 2022-11-23)

An aging population and the economic crisis have placed pay-as-you-go pension systems in need of mechanisms to ensure their financial stability. In this article, we consider optimal indexing of pensions as an instrument ...

The robustification of distance-based linear models: Some proposals 

Boj del Val, Eva; Grané, Aurea (Data de publicació: 2025-01-21)

In this work tailor robust metrics are proposed to be used in the predictors’ space of distance-based predictive models. The first proposal is a robust version of Gower’s distance, which takes into account the correlation ...

An agreeable collusive equilibrium in differential games with asymmetric players 

Castañer, Anna; Marín Solano, Jesús; Ribas Marí, Carme (Data de publicació: 2019-12-16)

We study a class of collusive equilibria in differential games with asymmetric players discounting the future at different rates. For such equilibria, at each moment, weights of players can depend on the state of the system. ...

Semi-Flexible Majority Rules for Public Good Provision 

Gersbach, Hans; Tejada, Oriol (Data de publicació: 2025-02-20)

We introduce semi-flexible majority rules for public good provision with private valuations. Such rules take the form of a two-stage, multiple-round voting mechanism where the output of the first stage is the default ...

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