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Simple risk measure calculatio...
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Guillén, Montserrat
33
Sarabia, José María
18
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8
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6
Santolino, Miguel
6
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5
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1
Modelling losses and locating the tail with the Pareto positive stable distribution
Guillén, Montserrat
;
Prieto, Faustino
;
Sarabia, José …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 454-461
Persistent link: https://www.econbiz.de/10009404684
Saved in:
2
Simple risk measure calculations for sums of positive random variables
Guillén, Montserrat
;
Sarabia, José María
;
Prieto, …
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10009785394
Saved in:
3
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia, José María
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
4
About the hyperbolic Lorenz curve
Sarabia, José María
;
Prieto, Faustino
;
Jordá, Vanesa
- In:
Economics letters
136
(
2015
),
pp. 42-45
Persistent link: https://www.econbiz.de/10011435804
Saved in:
5
Risk aggregation in multivariate dependent Pareto distributions
Sarabia, José María
;
Gómez-Déniz, Emilio
;
Prieto, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 154-163
Persistent link: https://www.econbiz.de/10011630633
Saved in:
6
On the use of the discrete Lomax distribution in actuarial analysis
Gómez-Déniz, Emilio
;
Prieto, Faustino
;
Sarabia …
- In:
Investigaciones en seguros y gestión del riesgo: …
,
(pp. 197-210)
.
2013
Persistent link: https://www.econbiz.de/10010466938
Saved in:
7
Econometrics of insurance based on telematics information and machine learning
Guillén, Montserrat
- In:
Handbook of Insurance : Volume I
,
(pp. 401-416)
.
2025
Persistent link: https://www.econbiz.de/10015185050
Saved in:
8
An ordered family of Lorenz curves
Sarabia, José María
;
Castillo, Enrique
;
Slottje, …
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10001382155
Saved in:
9
An exponential family of Lorenz curves
Sarabia, José María
;
Castillo, Enrique
;
Slottje, …
- In:
Southern economic journal
67
(
2000
)
3
,
pp. 748-756
Persistent link: https://www.econbiz.de/10001544893
Saved in:
10
A hierarchy of Lorenz curves based on the generalized Tukey's Lambda distribution
Sarabia, José María
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 305-320
Persistent link: https://www.econbiz.de/10001225569
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