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Investigaciones en seguros y gestión del riesgo: RIESGO 2013 : ponencias del V Congreso "RIESGO 2013" ; 17 y 18 de octubre Gran Canaria (España)
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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
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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
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3
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
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4
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:
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
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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7
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
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8
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
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9
Bayesian inference using conditionally specified priors
Arnold, Barry C.
;
Castillo, Enrique
;
Sarabia, José María
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 1-26)
.
2002
Persistent link: https://www.econbiz.de/10001701906
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10
Lorenz ordering between McDonald's generalized functions of the income size distribution
Sarabia, José María
;
Castillo, Enrique
;
Slottje, …
- In:
Economics letters
75
(
2002
)
2
,
pp. 265-270
Persistent link: https://www.econbiz.de/10001651030
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