Catalina Bolancé Losilla

University of Barcelona

Catalina Bolancé Losilla was born in Barcelona in 1971. She was graduated in Statistic in 1994, received a Master on Marketing in 1996 and a PhD in Marketing from the University of Barcelona in 1999. Since 2000 she is Associate Professor (accredited for Full Professor position) of the Department of Econometrics at the University of Barcelona. Her research focuses on non-parametric statistic, actuarial statistics and quantitative risk management. She has published more than 50 scientific articles on several areas, in addition to contributions to book chapters and books.

Articles by Catalina Bolancé Losilla

Original research

Impact of D-vine structure on risk estimation

In this paper, a sensitivity analysis using pair–copula decomposition of multivariate dependency models is performed on estimates of value-at-risk (VaR) and conditional value-at-risk (CVaR).

11 May 2018

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