#### Filter Results:

- Full text PDF available (7)

#### Publication Year

1986

2015

- This year (0)
- Last 5 years (3)
- Last 10 years (7)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- Héctor Cañada, Rosario Romera
- European Journal of Operational Research
- 2012

- Tomás Cipra, Rosario Romera
- Kybernetika
- 1991

- M. Diasparra, Simón Bolívar, Rosario Romera, DIASPARRAAND R. ROMERA
- 2009

Weconsider a discrete-time risk process driven by proportional reinsurance and an interest rate process. We assume that the interest rate process behaves as a Markov chain. To reduce the risk of ruin, we may reinsure a part or even all of the reserve. Recursive and integral equations for ruin probabilities are given. Generalized Lundberg inequalities for… (More)

- Consuelo Díaz de la Guardia, Francisco Javier Olivares del Valle, Rocío Alonso, Rosario Romera
- Journal of investigational allergology & clinical…
- 1993

The allergenic capacity of Olea europaea L. pollen is very important in several cities of the southern Iberian Peninsula, producing most pollinoses diagnosed in these cities. We have carried out a study on the annual, daily and diurnal variations in pollen from O. europaea in the atmosphere of Granada (Spain) during 4 consecutive years. Samplings were… (More)

- Mónica Benito, Rosario Romera
- Scientometrics
- 2011

Composite indicators play an essential role for benchmarking higher education institutions. One of the main sources of uncertainty building composite indicators and, undoubtedly, the most debated problem in building composite indicators is the weighting schemes (assigning weights to the simple indicators or subindicators) together with the aggregation… (More)

- Onésimo Hernández-Lerma, Rosario Romera
- SIAM J. Control and Optimization
- 2001

in Euclidean spaces, with Fn(x, a ) and Gn(x) converging pointwise to functions F,(x,a) and G,(x), respectively, and give conditions for the limiting P O model Xt+l = F,(xt,at) + t t , Yt = G,(xt) + rlt to have an a-discount optimal policy. AMS Classification: 93320, 90C40.

Partial least squares regression (PLS) is a linear regression technique developed to relate many regressors to one or several response variables. Robust methods are introduced to reduce or remove the effect of outlying data points. In this paper we show that if the sample covariance matrix is properly robustified further robustification of the linear… (More)

- Rosario Romera, Wolfgang J. Runggaldier
- J. Applied Probability
- 2012

A finite horizon insurance model is studied where the risk/reserve process can be controlled by reinsurance and investment in the financial market. Our setting is innovative in the sense that we describe in a unified way the timing of the events, that is the arrivals of claims and the changes of the prices in the financial market, by means of a… (More)

- Rosario Romera, Rosario Romera, Carlos
- 2001

This paper deals with the optimal quadratic control problem for non-Gaussian discrete-time stochastic systems. Our main result gives explicit solutions for the optimal quadratic control problem for partially observable dynamic linear systems with asymmetric observation errors. For this purpose an asymmetric version of the Kalman filter based on asymmetric… (More)

- Aurea Grané, Rosario Romera
- Statistical Methods and Applications
- 2015