Publicaciones en colaboración con investigadores/as de Universidad de Las Palmas de Gran Canaria (15)

2016

  1. A Suitable Discrete Distribution for Modelling Automobile Claim Frequencies

    Bulletin of the Malaysian Mathematical Sciences Society, Vol. 39, Núm. 2, pp. 633-647

2014

  1. Bayesian asymmetric logit model for detecting risk factors in motor ratemaking

    ASTIN Bulletin, Vol. 44, Núm. 2, pp. 445-457

  2. Computing credibility bonus-malus premiums using the total claim amount distribution

    Hacettepe Journal of Mathematics and Statistics, Vol. 43, Núm. 6, pp. 1047-1061

2012

  1. On the independence between risk profiles in the compound collective risk actuarial model

    Mathematics and Computers in Simulation, Vol. 82, Núm. 8, pp. 1419-1431

2011

  1. Collective risk model: Poisson-Lindley and exponential distributions for Bayes premium and operational risk

    Journal of Statistical Computation and Simulation, Vol. 81, Núm. 6, pp. 759-778

2009

  1. The net Bayes premium with dependence between the risk profiles

    Insurance: Mathematics and Economics, Vol. 45, Núm. 2, pp. 247-254

2005

  1. Analysing the independence hypothesis in models for rare errors: An application to auditing

    Journal of the Royal Statistical Society. Series C: Applied Statistics, Vol. 54, Núm. 4, pp. 795-804

2004

  1. Cálculo de primas posterior regret gamma--minimax en problemas de seguros

    XXVIII Congreso Nacional de Estadística e Investigación Operativa: [archivo de ordenador] Cádiz, 25-29 de octubre de 2004

2002

  1. Bounds for ratios of posterior expectations: Applications in the collective risk model

    Scandinavian Actuarial Journal, Vol. 2002, Núm. 1, pp. 37-44

  2. Measuring sensitivity in a bonus-malus system

    Insurance: Mathematics and Economics, Vol. 31, Núm. 1, pp. 105-113

2000

  1. Robust Bayesian premium principles in actuarial science

    Journal of the Royal Statistical Society Series D: The Statistician, Vol. 49, Núm. 2, pp. 241-252

1999

  1. The Esscher premium principle in risk theory: A Bayesian sensitivity study

    Insurance: Mathematics and Economics, Vol. 25, Núm. 3, pp. 387-395

1997

  1. A note on the Quasi-Bayesian audit risk model for dollar unit sampling1

    European Accounting Review, Vol. 6, Núm. 3, pp. 501-507