José Garrido

发表

On ruin for the Erlang(n) risk process

Shuanming Li, José Garrido, 2004 .

Good Deal Indices in Asset Pricing: Actuarial and Financial Implications

A. Balbás, José Garrido, Ramin Okhrati, 2016, Int. Trans. Oper. Res..

A review of discrete-time risk models

Yi Lu, José Garrido, Shuanming Li, 2009 .

Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums

José Garrido, Ramin Okhrati, 2018 .

Bayesian credibility for GLMs

José Garrido, Oscar Alberto Quijano Xacur, 2017, Insurance: Mathematics and Economics.

A Strategy for Resolving Europe's Problem Loans

José Garrido, A. Ilyina, Yan Liu, 2015 .

On a class of renewal risk models with a constant dividend barrier

José Garrido, Shuanming Li, Shuanming Li, 2004 .

Robust logistic regression for insurance risk classification

José Garrido, Esteban Flores, 2001 .

On a general class of renewal risk process: analysis of the Gerber-Shiu function

José Garrido, Shuanming Li, Shuanming Li, 2005, Advances in Applied Probability.

Regime-Switching Periodic Models For Claim Counts

José Garrido, Yi Lu, 2006 .

Measuring Risk When Expected Losses are Unbounded

A. Balbás, José Garrido, Iván Blanco, 2014 .

A unified approach to the study of tail probabilities of compound distributions

Jun Cai, José Garrido, 1999, Journal of Applied Probability.

Good deal measurement in asset pricing: Actuarial and financial implications

A. Balbás, José Garrido, Ramin Okhrati, 2016 .

On double periodic non-homogeneous poisson processes

José Garrido, Yi Lu, 2002 .

Continuous Optimization Extending pricing rules with general risk functions

A. Balbás, José Garrido, Raquel Balbás, 2012 .

Actuarial Applications of Epidemiological Models

José Garrido, Runhuan Feng, 2011 .

Application of Epidemiological Models in Actuarial Mathematics

José Garrido, Runhuan Fengand, 2006 .

The Distribution of Discounted Compound PH–Renewal Processes

José Garrido, Y. Wang, Ghislain Léveillé, 2016, Methodology and Computing in Applied Probability.

Fourier Inversion Formulas in Option Pricing and Insurance

José Garrido, Manuel Morales, Daniel Dufresne, 2009 .

On the Relation Between The Lévy Measure And The Jump Function Of A Lévy Process

José Garrido, José Garrido, Md. Sharif Mozumder, 2007 .

Credibililty Theory for Generalized Linear and Mixed Models

Jun Zhou, Jose Garrido, Jun Zhou, 2006 .

On The Expected Discounted Penalty function for Lévy Risk Processes

José Garrido, Manuel Morales, José Garrido, 2006 .

Doubly periodic non-homogeneous Poisson models for hurricane data

Yi Lu, José Garrido, José Garrido, 2005 .

On the computation of aggregate claims distributions: some new approximations

José Garrido, Y. Chaubey, Sonia Trudeau, 1998 .

Generalized linear models for dependent frequency and severity of insurance claims

Christian Genest, José Garrido, Juliana Schulz, 2015 .

Out-of-Court Debt Restructuring

José Garrido, 2012 .

No Two Snowflakes the Same: The Distributional Question in International Bankruptcies

José Garrido, 2011 .

The distributional question in insolvency: Comparative aspects

José Garrido, 1995 .

Extending pricing rules with general risk functions

Alejandro Balbás, Raquel Balbás, José Garrido, 2010, Eur. J. Oper. Res..

COVID-19 and Non-Performing Loan Resolution in the Europe and Central Asia region

José Garrido, M. Melecký, E. Caruso, 2020 .

Moment generating functions of compound renewal sums with discounted claims

José Garrido, Ghislain Léveillé, Ya Fang Wang, 2010 .

Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases

Jun Cai, José Garrido, 2000 .

Properties of Distortion Risk Measures

Alejandro Balbás, José Garrido, Silvia Mayoral, 2009 .

The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion

José Garrido, Shuanming Li, Shuanming Li, 2005 .

The allocation of losses in life insurance and Hattendorff's theorem

José Garrido, Tuan Xing, 2009 .

Generalised linear models for aggregate claims: to Tweedie or not?

José Garrido, Oscar Alberto Quijano Xacur, 2015 .

On the time value of ruin in the discrete time risk model

José Garrido, Shuanming Li, Shuanming Li, 2002 .

Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty

Wenyuan Wang, Ran Xu, Jose Garrido, 2021, Methodology and Computing in Applied Probability.

The Distribution of Discounted Compound PH–Renewal Processes

José Garrido, Ghislain Léveillé, Ya Wang, 2018 .

Discussion of ‘Risk Modelling with the Mixed Erlang Distribution’ by Gordon E. Willmot and X. Sheldon Lin

José Garrido, 2011 .

Recursive Moments of Compound Renewal Sums with Discounted Claims

José Garrido, Ghislain Léveillé, 2001 .

Impact of Inflation and Interest on Aggregate Claims

José Garrido, Ghislain Léveillé, 2015 .

Inflation Impact on Aggregate Claims

José Garrido, Ghislain Léveillé, 2006 .

Moments of compound renewal sums with discounted claims

José Garrido, Ghislain Léveillé, 2001 .

Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate

José Garrido, S. Chukova, B. Dimitrov, 1993 .

Ruin Probabilities for Two Classes of Risk Processes

Shuanming Li, José Garrido, 2005, ASTIN Bulletin.

On the finite-time Gerber-Shiu function

Xiaowen Zhou, José Garrido, José Garrido, 2022 .