Ramon Alemany

University of Barcelona

Ramon Alemany was born in Barcelona in 1962. He received a Master of Science in Economics and Business in 1986 and a PhD in Economics from the University of Barcelona in 1993. Since 2001 he is Chair Professor of the Department of Econometrics at the University of Barcelona. He is currently Head of the Department of Econometrics at the University of Barcelona. His research focuses on actuarial statistics and quantitative risk management. He has published scientific articles, contributions to book chapters and books on long term care costs and insurance and risk measures.

Articles by Ramon Alemany

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