Matemàtica Econòmica, Financera i Actuarial

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Els materials de recerca de la Universitat de Barcelona (UB) a RECERCAT s'obtenen de les col·leccions de Recerca del Dipòsit Digital de la UB.
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Política d’accés obert a la UB


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

Recent Submissions

Llista ítems afegits recenment

Do we need a (large) committee? 

Gersbach, Hans; Mamageishvili, Akaki; Tejada, Oriol (Publication date: 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 ...

Self-consistency for multi-valued solutions and reasonable outcomes 

Calleja Cortés, Pedro; Llerena Garrés, Francesc; Sudhölter, Peter (Publication date: 2026-02-04)

We explore the compatibility of uniform self-consistency and ordinary self-consistency, two extensions for handling multi-valued solutions within the consistency principle introduced by Hart and Mas-Colell (1989), with ...

Claims manipulations discriminate between egalitarian rules 

Yin, Xiuxia; Calleja, Pere; Izquierdo Aznar, Josep Maria (Publication date: 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 (Publication date: 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 (Publication date: 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 (Publication date: 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 (Publication date: 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 (Publication date: 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 (Publication date: 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 (Publication date: 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 ...

Residual ideals of MacLane valuations 

Fernández González, Julio; Guàrdia, Jordi; Montes, Jesús; Nart, Enric (Publication date: 2020-06-16)

Let $K$ be a field equipped with a discrete valuation $v$. In a pioneering work, S. MacLane determined all extensions of $v$ to discrete valuations on $K(x)$. His work was recently reviewed and generalized by M. Vaquié, ...

Using realistic trading strategies in an agent-based stock market model 

Llacay Pintat, Bàrbara; Peffer, Gilbert (Publication date: 2019-04-01)

The use of agent-based models (ABMs) has increased in the last years to simulate social systems and, in particular, financial markets. ABMs of financial markets are usually validated by checking the ability of the model ...

Overbidding and underbidding in package allocation problems 

Núñez, Marina (Núñez Oliva); Robles Jiménez, Francisco Javier (Publication date: 2024-06-17)

We study the problem of allocating packages of different objects to a group of bidders. A rule is overbidding-proof if no bidder has incentives to bid above his actual valuations. We prove that if an efficient rule is ...

Axioms for optimal stable rules and fair division rules in a multiple-partners job market 

Domènech i Gironell, Gerard; Núñez, Marina (Núñez Oliva) (Publication date: 2023-01-23)

In the multiple-partners job market, introduced in (Sotomayor, 1992), each firm can hire several workers and each worker can be hired by several firms, up to a given quota. We show that, in contrast to what happens in the ...

Propuesta de mejora de la actuación docente a partir de las características del alumnado de primer curso de matemáticas en la facultad de economía y empresa de la Universidad de Barcelona 

Adillón, Román; Boncompte, Mercè; Castañer, Anna; Esteve Comas, Jordi; Fort Martínez, Juan Manuel; Jorba, Lambert; Ortí Celma, Francesc J. (Francesc Josep); Purroy, Pere (Publication date: 2023-05-04)

Se estudia el perfil del alumnado que accede al primer curso de las licenciaturas de Economía, de Administración y Dirección de Empresas y de la diplomatura de Ciencias Empresariales, para tener datos que nos ayuden a ...

La competencia comunicativa en materias de finanzas y seguros: las infografías 

Castañer, Anna; Claramunt Bielsa, M. Mercè; Martínez de Albéniz, F. Javier (Publication date: 2020-01-31)

Los nuevos planes de estudios en las universidades españolas se estructuran a partir de la especificación de las competencias asociadas al título. Frecuentemente se establece como una competencia a alcanzar la comunicación ...

Assessing the effectiveness of road safety measures in Barcelona (2013-2018) 

Bermúdez, Lluís; Morillo, Isabel (Publication date: 2024-06-04)

Introduction: This article aims to determine the effectiveness and extent of measures taken to decrease the severity of traffic crashes in Barcelona from 2013 to 2018. This will be achieved through an analysis of the ...

A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims 

Bermúdez, Lluís; Karlis, Dimitris; Santolino, Miguel (Publication date: 2019-02-07)

Studies analyzing the temporary repercussions of motor vehicle accidents are scarcer than those analyzing permanent injuries or mortality. A regression model to evaluate the risk factors affecting the duration of temporary ...

Parallel characterizations of a generalized shapley value and a generalized banzhaf value for cooperative games with level structure of cooperation 

Álvarez-Mozos, Mikel; Tejada, Oriol (Publication date: 2015-02-20)

We present parallel characterizations of two different values in the framework of restricted cooperation games. The restrictions are introduced as a finite sequence of partitions defined on the player set, each of them ...

Large elections and interim turnout 

Mamageishvili, Akaki; Tejada, Oriol (Publication date: 2024-07-12)

We examine the effect of the interim release of turnout information on elections in a model of a large electorate with a common voting cost, private values, and two alternatives. We consider that (i) one group of citizens ...

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