×

Garrido, José Luis

Author ID: garrido.jose-luis Recent zbMATH articles by "Garrido, José Luis"
Published as: Garrido, José Luis; Garrido, J. L.
External Links: ORCID

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 6 times in 4 Documents Cited by Year
On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089
Li, Shuanming; Garrido, José
151
2004
On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345
Li, Shuanming; Garrido, José
65
2004
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
60
2005
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
39
2016
Moments of compound renewal sums with discounted claims. Zbl 0988.91045
Léveillé, Ghislain; Garrido, José
34
2001
The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049
Li, Shuanming; Garrido, José
34
2005
Recursive moments of compound renewal sums with discounted claims. Zbl 0979.91048
Léveillé, Ghislain; Garrido, José
30
2001
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
28
2009
On the expected discounted penalty function for Lévy risk processes. Zbl 1480.91076
Garrido, José; Morales, Manuel
27
2006
A review of discrete-time risk models. Zbl 1180.62151
Li, Shuanming; Lu, Yi; Garrido, José
23
2009
Actuarial applications of epidemiological models. Zbl 1213.91089
Feng, Runhuan; Garrido, Jose
15
2011
Moment generating functions of compound renewal sums with discounted claims. Zbl 1226.91027
Léveillé, Ghislain; Garrido, José; Wang, Ya Fang
14
2010
Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108
Cai, Jun; Garrido, José
14
1999
Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410
Dufresne, Daniel; Garrido, Jose; Morales, Manuel
14
2009
Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123
Cai, Jun; Garrido, José
13
1998
Extending pricing rules with general risk functions. Zbl 1177.91143
Balbás, Alejandro; Balbás, Raquel; Garrido, José
12
2010
Doubly periodic non-homogeneous Poisson models for hurricane data. Zbl 1248.86003
Lu, Yi; Garrido, José
11
2005
Stochastic differential equations for compounded risk reserves. Zbl 0688.62056
Garrido, José
11
1989
On the computation of aggregate claims distributions: some new approximations. Zbl 0920.62131
Chaubey, Yogendra P.; Garrido, José; Trudeau, Sonia
10
1998
Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075
Quijano Xacur, Oscar Alberto; Garrido, José
10
2015
Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021
Cai, Jun; Garrido, José
9
2002
A unified approach to the study of tail probabilities of compound distributions. Zbl 0967.60014
Cal, Jun; Garrido, José
9
1999
The distribution of discounted compound PH-renewal processes. Zbl 1384.62303
Wang, Ya Fang; Garrido, José; Léveillé, Ghislain
6
2018
Ruin probabilities for two classes of risk processes. Zbl 1098.62139
Li, Shuanming; Garrido, José
6
2005
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067
Okhrati, Ramin; Balbás, Alejandro; Garrido, José
6
2014
On double periodic non-homogeneous Poisson processes. Zbl 1333.62253
Garrido, José; Lu, Yi
6
2004
Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate. Zbl 0771.60065
Chukova, Stefanka; Dimitrov, Boyan; Garrido, José
5
1993
Minimum quadratic distance estimation for a parametric family of discrete distributions defined recursively. Zbl 0772.62012
Luong, Andrew; Garrido, José
5
1993
Diffusion premiums for claim severities subject to inflation. Zbl 0657.62120
Garrido, José
4
1988
Regime-switching periodic models for claim counts. Zbl 1480.91225
Lu, Yi; Garrido, José
3
2006
Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037
Cai, Jun; Garrido, José
2
2000
On the quadratic endomorphisms of the plane. Zbl 1056.37054
Bofill, F.; Garrido, J. L.; Vilamajó, F.; Romero, N.; Rovella, A.
2
2004
On the geometry of quadratic maps of the plane. Zbl 1309.37044
Delgado, J.; Garrido, J. L.; Romero, N.; Rovella, A.; Vilamajó, F.
2
2013
Full credibility with generalized linear and mixed models. Zbl 1231.62139
Garrido, José; Zhou, Jun
2
2009
Epidemic compartmental models and their insurance applications. Zbl 1504.92128
Feng, Runhuan; Garrido, José; Jin, Longhao; Loke, Sooie-Hoe; Zhang, Linfeng
2
2022
Bayesian credibility for GLMs. Zbl 1406.62127
Quijano Xacur, Oscar Alberto; Garrido, José
2
2018
Definition and use of computation independent models in an MDA-based groupware development process. Zbl 1115.68529
Garrido, José Luis; Noguera, Manuel; González, Miguel; Hurtado, María V.; Rodríguez, María L.
1
2007
Editorial: Special issue on Gerber-Shiu functions. Zbl 1231.91001
1
2010
Weak convergence of risk processes. Zbl 0602.62091
Garrido, J.
1
1986
A coloured Petri net formalisation for a UML-based notation applied to cooperative system modelling. Zbl 1035.68602
Garrido, José Luis; Gea, Miguel
1
2002
Optimal dividend strategy under Parisian ruin with affine penalty. Zbl 1492.93207
Xu, Ran; Wang, Wenyuan; Garrido, Jose
1
2022
On fair reinsurance premiums; capital injections in a perturbed risk model. Zbl 1416.91157
Ben Salah, Zied; Garrido, José
1
2018
Epidemic compartmental models and their insurance applications. Zbl 1504.92128
Feng, Runhuan; Garrido, José; Jin, Longhao; Loke, Sooie-Hoe; Zhang, Linfeng
2
2022
Optimal dividend strategy under Parisian ruin with affine penalty. Zbl 1492.93207
Xu, Ran; Wang, Wenyuan; Garrido, Jose
1
2022
The distribution of discounted compound PH-renewal processes. Zbl 1384.62303
Wang, Ya Fang; Garrido, José; Léveillé, Ghislain
6
2018
Bayesian credibility for GLMs. Zbl 1406.62127
Quijano Xacur, Oscar Alberto; Garrido, José
2
2018
On fair reinsurance premiums; capital injections in a perturbed risk model. Zbl 1416.91157
Ben Salah, Zied; Garrido, José
1
2018
Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515
Garrido, J.; Genest, C.; Schulz, J.
39
2016
Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075
Quijano Xacur, Oscar Alberto; Garrido, José
10
2015
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067
Okhrati, Ramin; Balbás, Alejandro; Garrido, José
6
2014
On the geometry of quadratic maps of the plane. Zbl 1309.37044
Delgado, J.; Garrido, J. L.; Romero, N.; Rovella, A.; Vilamajó, F.
2
2013
Actuarial applications of epidemiological models. Zbl 1213.91089
Feng, Runhuan; Garrido, Jose
15
2011
Moment generating functions of compound renewal sums with discounted claims. Zbl 1226.91027
Léveillé, Ghislain; Garrido, José; Wang, Ya Fang
14
2010
Extending pricing rules with general risk functions. Zbl 1177.91143
Balbás, Alejandro; Balbás, Raquel; Garrido, José
12
2010
Editorial: Special issue on Gerber-Shiu functions. Zbl 1231.91001
1
2010
Properties of distortion risk measures. Zbl 1170.91368
Balbás, Alejandro; Garrido, José; Mayoral, Silvia
28
2009
A review of discrete-time risk models. Zbl 1180.62151
Li, Shuanming; Lu, Yi; Garrido, José
23
2009
Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410
Dufresne, Daniel; Garrido, Jose; Morales, Manuel
14
2009
Full credibility with generalized linear and mixed models. Zbl 1231.62139
Garrido, José; Zhou, Jun
2
2009
Definition and use of computation independent models in an MDA-based groupware development process. Zbl 1115.68529
Garrido, José Luis; Noguera, Manuel; González, Miguel; Hurtado, María V.; Rodríguez, María L.
1
2007
On the expected discounted penalty function for Lévy risk processes. Zbl 1480.91076
Garrido, José; Morales, Manuel
27
2006
Regime-switching periodic models for claim counts. Zbl 1480.91225
Lu, Yi; Garrido, José
3
2006
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
60
2005
The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049
Li, Shuanming; Garrido, José
34
2005
Doubly periodic non-homogeneous Poisson models for hurricane data. Zbl 1248.86003
Lu, Yi; Garrido, José
11
2005
Ruin probabilities for two classes of risk processes. Zbl 1098.62139
Li, Shuanming; Garrido, José
6
2005
On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089
Li, Shuanming; Garrido, José
151
2004
On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345
Li, Shuanming; Garrido, José
65
2004
On double periodic non-homogeneous Poisson processes. Zbl 1333.62253
Garrido, José; Lu, Yi
6
2004
On the quadratic endomorphisms of the plane. Zbl 1056.37054
Bofill, F.; Garrido, J. L.; Vilamajó, F.; Romero, N.; Rovella, A.
2
2004
Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021
Cai, Jun; Garrido, José
9
2002
A coloured Petri net formalisation for a UML-based notation applied to cooperative system modelling. Zbl 1035.68602
Garrido, José Luis; Gea, Miguel
1
2002
Moments of compound renewal sums with discounted claims. Zbl 0988.91045
Léveillé, Ghislain; Garrido, José
34
2001
Recursive moments of compound renewal sums with discounted claims. Zbl 0979.91048
Léveillé, Ghislain; Garrido, José
30
2001
Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037
Cai, Jun; Garrido, José
2
2000
Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108
Cai, Jun; Garrido, José
14
1999
A unified approach to the study of tail probabilities of compound distributions. Zbl 0967.60014
Cal, Jun; Garrido, José
9
1999
Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123
Cai, Jun; Garrido, José
13
1998
On the computation of aggregate claims distributions: some new approximations. Zbl 0920.62131
Chaubey, Yogendra P.; Garrido, José; Trudeau, Sonia
10
1998
Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate. Zbl 0771.60065
Chukova, Stefanka; Dimitrov, Boyan; Garrido, José
5
1993
Minimum quadratic distance estimation for a parametric family of discrete distributions defined recursively. Zbl 0772.62012
Luong, Andrew; Garrido, José
5
1993
Stochastic differential equations for compounded risk reserves. Zbl 0688.62056
Garrido, José
11
1989
Diffusion premiums for claim severities subject to inflation. Zbl 0657.62120
Garrido, José
4
1988
Weak convergence of risk processes. Zbl 0602.62091
Garrido, J.
1
1986

Citations by Year