Jaume Belles-Sampera

University of Barcelona

Jaume Belles-Sampera holds a PhD in Business and a Grade in Mathematics from the University of Barcelona (UB). Since January 2015 he works at Grupo Catalana Occidente (GCO) as member of the department in charge of the actuarial function of this international insurance group. His main research interests are capital allocation, risk measures and aggregation functions, while his main responsibility consists in assessing the embedded and appraisal value of traditional insurance businesses belonging to GCO. He is an affiliate of UB Riskcenter, a research center for risk analysis established at the UB. He was awarded with the ‘Ferran Armengol i Tubau’ prize from the Catalan Society of Economy in its 2014 edition, for his contributions on the analysis of risk measures in insurance and financial applications. He is a certified Financial Risk Manager (FRM) from the Global Association of Risk Professionals (GARP).

Articles by Jaume Belles-Sampera

Original research

An examination of the tail contribution to distortion risk measures

This paper reports a method for analyzing the influence of the tail in calculations of distortion risk measures.

06 Oct 2021

Original research

Distortion risk measures for nonnegative multivariate risks

In this paper, the authors present a way to address multivariate distortion risk measures and give some examples of distortion functions and distributions where the final expression has a closed form.

11 Jun 2018

Original research

Compositional methods applied to capital allocation problems

In this paper, the authors examine the relationship between capital allocation problems and compositional data, and show that capital allocation principles can be interpreted as compositions.

28 Oct 2016

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