Catalina Bolancé

Catalina Bolancé

Catalina Bolancé
PhD in Business Economics from University of Barcelona
Associate Professor at University of Barcelona

Personal webpage



Degree in Statistics (1993). Master in Marketing (1995) and PhD in Business Economics (1999) from Universtity of Barcelona (UB). I am member of Riskcenter at UB a consolidate research group of the Institute of Applied Economics. Associate Professor of the Department of Econometrics at the University of Barcelona (since 2001).

Research Interests

  • Risk quantification
  • Nonparametric statistics
  • Actuarial statistics
  • Predictive modelling
  • Insurance


Selected publications

  • Bahraoui, Z., Bolancé, C., and Pérez-Marín, (2014). Testing extreme value copulas to estimate the quantile. SORT-Statistics and Operations Research Transactions, 38(1), 89-102.
  • Alemany, R., Bolancé, M. and Guillén, M. (2013). A nonparametric approach to calculating value-at-risk. Insurance: Mathematics and Economics, 52(2), 255-262.
  • Thuring, F., Nielsen, J.P., Guillén, M. and Bolancé, C. (2012). Selecting prospects for cross-selling financial products using multivariate credibility. Expert Systems with Applications, 39(10), 8809-8816.
  • Santolino, M., Bolancé, C. and Alcañiz, M. (2012). Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain. Accident Analysis and Prevention, 49, 512-519.
  • Bolancé, C. Guillén, M. and Nielsen, J.P. (2008). Inverse Beta transformation in kernel density estimation. Statistics & Probability Letters, 78, 1757-1764.