Catalina Bolancé

PhD in Business Economics from UB (1999)
Research areas: Statistics

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 lines

  • 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.