Rchr
J-GLOBAL ID：202301016018029334
Update date: Mar. 10, 2025
Molina Barreto Andres Mauricio
モリナバレット アンドレスマウリシオ | Molina Barreto Andres Mauricio
Affiliation and department：
Research field (1)：
Applied mathematics and statistics
Research keywords (2)：
数リファイナンス
, Quantitative Finance
Papers (5)：
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Andres Mauricio Molina Barreto, Naoyuki Ishimura, Koichiro Takaoka, Chenwei Sun. Insurance design for the loss of epidemic outbreaks involving Cramér-Lundberg model. International Journal of Mathematics for Industry. 2024
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Andres Mauricio Molina Barreto, Naoyuki Ishimura. Remarks on a copula-based conditional value at risk for the portfolio problem. Intelligent Systems in Accounting, Finance and Management. 2023. 30. 3. 150-170
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Andres Mauricio Molina Barreto, Naoyuki Ishimura. Copula-based estimation of Value at Risk for the portfolio problem. Proceedings of the Forum "Math-for-Industry" 2018 (Cheng J., Dinghua X., Saeki O., Shirai T. (eds)). 2021. 35. 1-13
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Andres Mauricio Molina Barreto, Naoyuki Ishimura, Yasukazu Yoshizawa. Value at Risk for the portfolio problem with copulas. in "Empowering Science and Mathematics for Global Competitiveness," Edited by Y. Rahmawanti and P.C. Taylor. 2019. 371-376
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Andrés Mauricio Molina, José Alfredo Jiménez. Valoración de derivados europeos con mixtura de distribuciones Weibull. Cuadernos de Economía. 2015. 34. 65. 279-298
Association Membership(s) (1)：
The Japan Society for Industrial and Applied Mathematics (JSIAM)
