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Mayoral, Silvia

Co-Author Distance
Author ID: mayoral.silvia Recent zbMATH articles by "Mayoral, Silvia"
Published as: Mayoral, Silvia; Mayoral, S.
Documents Indexed: 18 Publications since 2004, including 2 Books
Co-Authors: 8 Co-Authors with 18 Joint Publications
141 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
11 Gzyl, Henryk
7 Gomes-Gonçalves, Erika
5 Balbás, Alejandro
2 Balbás, Raquel
1 Bahsoun, Wael
1 Escanciano, Juan Carlos
1 Góra, Paweł
1 Morales, Manuel
all top 5

Serials

5 Insurance Mathematics & Economics
1 Computers & Mathematics with Applications
1 Physica A
1 INFOR
1 Statistica Neerlandica
1 Mathematical and Computer Modelling
1 European Journal of Operational Research
1 Computational Statistics and Data Analysis
1 Applied Mathematical Finance
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Entropy
1 De Gruyter Textbook
1 De Gruyter STEM

Fields

13 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
10 Statistics (62-XX)
3 Operations research, mathematical programming (90-XX)
1 Information and communication theory, circuits (94-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

11 Publications have been cited 75 times in 72 Documents Cited by ▼ Year ▼
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
32
2009
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Zbl 1157.91350
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia
10
2009
Data-driven smooth tests for the martingale difference hypothesis. Zbl 1284.62549
Escanciano, Juan Carlos; Mayoral, Silvia
7
2010
Determination of risk pricing measures from market prices of risk. Zbl 1152.91584
Gzyl, Henryk; Mayoral, Silvia
7
2008
Random dynamics and finance: Constructing implied binomial trees from a predetermined stationary density. Zbl 1146.91021
Bahsoun, Wael; Góra, Pawel; Mayoral, Silvia; Morales, Manuel
6
2007
Density reconstructions with errors in the data. Zbl 1338.62104
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
5
2014
Two maxentropic approaches to determine the probability density of compound risk losses. Zbl 1318.91113
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
3
2015
A method for determining risk aversion functions from uncertain market prices of risk. Zbl 1231.91194
Gzyl, Henryk; Mayoral, Silvia
2
2010
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods. Zbl 1373.62516
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
1
2016
Vector optimization approach for pricing and hedging in imperfect markets. Zbl 07682330
Balbás, Alejandro; Mayoral, Silvia
1
2004
Maxentropic approach to decompound aggregate risk losses. Zbl 1348.62236
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
1
2015
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods. Zbl 1373.62516
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
1
2016
Two maxentropic approaches to determine the probability density of compound risk losses. Zbl 1318.91113
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
3
2015
Maxentropic approach to decompound aggregate risk losses. Zbl 1348.62236
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
1
2015
Density reconstructions with errors in the data. Zbl 1338.62104
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia
5
2014
Data-driven smooth tests for the martingale difference hypothesis. Zbl 1284.62549
Escanciano, Juan Carlos; Mayoral, Silvia
7
2010
A method for determining risk aversion functions from uncertain market prices of risk. Zbl 1231.91194
Gzyl, Henryk; Mayoral, Silvia
2
2010
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
32
2009
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm. Zbl 1157.91350
Balbás, Alejandro; Balbás, Raquel; Mayoral, Silvia
10
2009
Determination of risk pricing measures from market prices of risk. Zbl 1152.91584
Gzyl, Henryk; Mayoral, Silvia
7
2008
Random dynamics and finance: Constructing implied binomial trees from a predetermined stationary density. Zbl 1146.91021
Bahsoun, Wael; Góra, Pawel; Mayoral, Silvia; Morales, Manuel
6
2007
Vector optimization approach for pricing and hedging in imperfect markets. Zbl 07682330
Balbás, Alejandro; Mayoral, Silvia
1
2004
all cited Publications top 5 cited Publications
all top 5

Cited by 125 Authors

8 Gzyl, Henryk
6 Assa, Hirbod
6 Balbás, Alejandro
6 Mayoral, Silvia
4 Guillen, Montserrat
4 Islam, Mohammad Shafiqul
4 Santolino, Miguel
4 Zhang, Yiying
3 Belles-Sampera, Jaume
3 Gomes-Gonçalves, Erika
3 Jiang, Wenjun
3 Molina, German
3 ter Horst, Enrique Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Boonen, Tim J.
2 Casarin, Roberto
2 Chen, Yu
2 Cheung, Ka Chun
2 Hong, Hanping
2 Ren, Jiandong
2 Yam, Sheung Chi Phillip
2 Zhang, WeiPing
1 Bassetti, Federico
1 Bel Hadj Khélifa, Wafa
1 Ben Mabrouk, Anouar
1 Benati, Stefano
1 Boccuto, Antonio
1 Bolancé, Catalina
1 Brandtner, Mario
1 Brazauskas, Vytaras
1 Castaño-Martínez, Antonia
1 Chaouch, Mohamed Ali
1 Chen, Cuixia
1 Chen, Ze
1 Cirillo, Pasquale
1 Conde, Eduardo
1 Dhaene, Jan
1 Ding, Jiu
1 Escanciano, Juan Carlos
1 Fokianos, Konstantinos
1 Fontanari, Andrea
1 Fu, Michael C.
1 Gao, Huan
1 Gao, Wenxue
1 Gao, Yu
1 Ghoudi, Kilani
1 Godin, Frédéric
1 Goel, Anubha
1 Gospodinov, Nikolay
1 Guillaume, Florence
1 He, Wei
1 Heras, Antonio J.
1 Hlávka, Zdeněk
1 Hou, Shuihung
1 Hou, Yanxi
1 Hsu, Shih-Hsun
1 Hu, Taizhong
1 Hu, Wentao
1 Hušková, Marie
1 Jallouli, Malika
1 Jiang, Fan
1 Jin, Congming
1 Jones, Bruce L.
1 Junike, Gero
1 Karai, Keivan Mallahi
1 Kirch, Claudia
1 Koul, Hira Lal
1 Kowalski, Zbigniew S.
1 Kuan, Chung-Ming
1 Kürsten, Wolfgang
1 Laeven, Roger J. A.
1 Lai, Van Son
1 Laib, Naâmane
1 Ledwina, Teresa
1 Leisen, Fabrizio
1 Leoni, Peter
1 Liu, Jie
1 Liu, Shuang
1 Liu, Xiaoming
1 Lobato, Ignacio Norberto
1 Lv, Wenhua
1 Mahjoub, Mohamed Ali
1 Mamon, Rogemar S.
1 Mazzoni, Thomas
1 Mehra, Aparna
1 Meintanis, Simos George
1 Merigó, José M.
1 Miao, Yang
1 Mildenhall, Stephen J. M.
1 Nardon, Martina
1 Neumann, Michael H.
1 Oosterlee, Cornelis Willebrordus
1 Pan, Xiaoqing
1 Pandey, Mahesh D.
1 Pang, Wankai
1 Perera, Indeewara
1 Pianca, Paolo
1 Pigueiras, Gema
1 Prashanth, L. A.
...and 25 more Authors
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Cited in 41 Serials

17 Insurance Mathematics & Economics
5 European Journal of Operational Research
3 Decisions in Economics and Finance
2 Journal of Computational and Applied Mathematics
2 Journal of Econometrics
2 Journal of Optimization Theory and Applications
2 Applied Mathematical Modelling
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Methodology and Computing in Applied Probability
2 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
2 North American Actuarial Journal
1 Computers & Mathematics with Applications
1 International Journal of Theoretical Physics
1 Physica A
1 Journal of the American Statistical Association
1 Mathematics and Computers in Simulation
1 Statistics & Probability Letters
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Econometric Reviews
1 Communications in Statistics. Theory and Methods
1 Tatra Mountains Mathematical Publications
1 Test
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Soft Computing
1 Econometric Theory
1 Scandinavian Actuarial Journal
1 Entropy
1 Journal of Industrial and Management Optimization
1 Inverse Problems in Science and Engineering
1 Mathematics and Financial Economics
1 Electronic Journal of Statistics
1 Foundations and Trends in Machine Learning
1 Journal of Probability and Statistics
1 European Actuarial Journal
1 Annals of Finance
1 Bayesian Analysis
1 Communications in Mathematics and Statistics
1 Dependence Modeling
1 International Journal of Applied and Computational Mathematics
all top 5

Cited in 16 Fields

48 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
30 Statistics (62-XX)
11 Operations research, mathematical programming (90-XX)
7 Probability theory and stochastic processes (60-XX)
5 Dynamical systems and ergodic theory (37-XX)
3 Information and communication theory, circuits (94-XX)
2 Computer science (68-XX)
1 Mathematical logic and foundations (03-XX)
1 Measure and integration (28-XX)
1 Abstract harmonic analysis (43-XX)
1 Integral transforms, operational calculus (44-XX)
1 Functional analysis (46-XX)
1 Operator theory (47-XX)
1 Numerical analysis (65-XX)
1 Mechanics of particles and systems (70-XX)
1 Quantum theory (81-XX)

Citations by Year