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Estás en: Inicio > Departamento de Estadística > Home > Staff > Rosario Romera Ayllón

Rosario Romera Ayllón

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Última actualización: 27/09/2013

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Associate Professor at Department of Statistics of Universidad Carlos III de Madrid.
Ph.D.in Mathematics, Universidad Complutense de Madrid (1985).  She holds the National Acreditation for Full Professor (ANECA, 2008).

Fields of Interest

Estimation and control of stochastic models. Markovian Models.Stochastic optimization.
Application in Engineering and Finance

Teaching

Second quarter

  • Stochastic Processeses (B.A. Business and Statistics)
  • Stochastic Processeses (Master Program)
foto rosario romera

E-Mail: mrromera@est-econ.uc3m.es
Phone: +34 91 6249864
Fax: +34 91 6249849
Office: 10.1.10

Recent Publications

  • "Ruin probabilities in a finite-horizon risk model with investment and reinsurance" (con W. Runggaldier), Journal of Applied Probability (2012) en prensa.
  • "A stochastic model for the Environmental Transnational Pollution Control Problem" (con O. J. Casas), Environmetrics (2011) 22 (4), 541-552.
  • "Inequalities for the ruin probability in a controlled discrete-time risk process", (con M. A. Diasparra), European Journal of Operational Research (2010) 204 , pp. 496-504.