| Optimal reinsurance with general risk measures A Balbás, B Balbás, A Heras Insurance: Mathematics and Economics 44 (3), 374-384, 2009 | 160 | 2009 |
| Optimal reinsurance under risk and uncertainty A Balbás, B Balbás, R Balbás, A Heras Insurance: Mathematics and Economics 60, 61-74, 2015 | 63 | 2015 |
| CAPM and APT-like models with risk measures A Balbás, B Balbás, R Balbás Journal of Banking & Finance 34 (6), 1166-1174, 2010 | 45 | 2010 |
| Stable solutions for optimal reinsurance problems involving risk measures A Balbás, B Balbás, A Heras European Journal of Operational Research 214 (3), 796-804, 2011 | 34 | 2011 |
| Minimizing measures of risk by saddle point conditions A Balbás, B Balbás, R Balbás Journal of computational and applied mathematics 234 (10), 2924-2931, 2010 | 26 | 2010 |
| Good deals and benchmarks in robust portfolio selection A Balbás, B Balbás, R Balbás European Journal of Operational Research 250 (2), 666-678, 2016 | 23 | 2016 |
| Good deals in markets with friction A Balbás, B Balbás, R Balbás Quantitative Finance 13 (6), 827-836, 2013 | 20 | 2013 |
| VaR as the CVaR sensitivity: Applications in risk optimization A Balbás, B Balbás, R Balbás Journal of Computational and Applied Mathematics 309, 175-185, 2017 | 16 | 2017 |
| Outperforming benchmarks with their derivatives: Theory and empirical evidence A Balbas, B Balbas, R Balbas Journal of Risk 18 (4), 2016 | 15 | 2016 |
| Differential equations connecting VaR and CVaR A Balbás, B Balbás, R Balbás Journal of Computational and Applied Mathematics 326, 247-267, 2017 | 14 | 2017 |
| Risk transference constraints in optimal reinsurance A Balbás, B Balbás, R Balbás, A Heras Insurance: Mathematics and Economics 103, 27-40, 2022 | 11 | 2022 |
| Omega ratio optimization with actuarial and financial applications A Balbás, B Balbás, R Balbás European Journal of Operational Research 292 (1), 376-387, 2021 | 10 | 2021 |
| Golden options in financial mathematics A Balbás, B Balbás, R Balbás Mathematics and Financial Economics 13, 637-659, 2019 | 10 | 2019 |
| Conditional tail expectation and premium calculation A Heras, B Balbas, JL Vilar ASTIN Bulletin: The Journal of the IAA 42 (1), 325-342, 2012 | 10 | 2012 |
| Optimal reinsurance: A risk sharing approach A Balbas, B Balbas, R Balbas Risks 1 (2), 45-56, 2013 | 9 | 2013 |
| Actuarial pricing with financial methods A Balbás, B Balbás, R Balbás, A Heras Scandinavian Actuarial Journal 2023 (5), 450-476, 2023 | 4 | 2023 |
| Stability of the optimal reinsurance with respect to the risk measure A Balbás, B Balbás, A Heras Open Access publications from Universidad Carlos III de Madrid, 2010 | 4 | 2010 |
| Bidual Approaches in Risk Representation A Balbás, B Balbás, R Balbás Available at SSRN 3727433, 2020 | 3 | 2020 |
| Capital requirements, good deals and portfolio insurance with risk measures A Balbás, B Balbás, R Balbás Technical Report 2010.04. Riesgos-CM. http://www. analisisderiesgos. org, 2010 | 3 | 2010 |
| Deterministic regression model and visual basic code for optimal forecasting of financial time series A Balbás, B Balbás, I Galperin, E Galperin Computers & Mathematics with Applications 56 (10), 2757-2771, 2008 | 3 | 2008 |
