7
H index
6
i10 index
137
Citations
Maria de Lourdes Centeno : Citation Profile
Universidade de Lisboa | RESEARCH PRODUCTION: 20 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1985 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maria de Lourdes Centeno. | Is cited by:
| Cites to:
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Main data
Where Maria de Lourdes Centeno has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 10 |
| ASTIN Bulletin | 8 |
| Journal of Risk & Insurance | 2 |
Recent works citing Maria de Lourdes Centeno (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Risk analysis of companies’ activities on the basis of non-financial and financial statements. (2021). Hordopolov, Volodymyr ; Bezverkhyi, Kostiantyn ; Nazarova, Karina ; Poddubna, Natalia ; Melnyk, Tetiana. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:316827. Full description at Econpapers || Download paper |
| 2022 | Dynamic optimal reinsurance and dividend-payout in finite time horizon. (2020). Zhou, Rui ; Xu, Zuo Quan ; Guan, Chonghu. In: Papers. RePEc:arx:papers:2008.00391. Full description at Econpapers || Download paper |
| 2022 | A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2212.14327. Full description at Econpapers || Download paper |
| 2021 | Stochastic loss reserving: A new perspective from a Dirichlet model. (2021). Shi, Peng ; Sriram, Karthik. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:1:p:195-230. Full description at Econpapers || Download paper |
| 2022 | A marginal indemnity function approach to optimal reinsurance under the Vajda condition. (2022). Boonen, Tim J ; Jiang, Wenjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:928-944. Full description at Econpapers || Download paper |
| 2021 | Structured reinsurance deals with reference to relative market performance. (2021). Krvavych, Yuriy ; Albrecher, Hansjorg ; Vincent, Leonard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:125-139. Full description at Econpapers || Download paper |
| 2021 | Reinsurance of multiple risks with generic dependence structures. (2021). de Moura, A B ; Guerra, M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:547-571. Full description at Econpapers || Download paper |
| 2021 | The Prediction Error of the Chain Ladder Method (With Application to Real Data). (2021). Zohry, Afaf Antar ; Ahmed, Mostafa Abdelghany. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2021:i:12:p:14. Full description at Econpapers || Download paper |
Works by Maria de Lourdes Centeno:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Bootstrap Methodology in Claim Reserving In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 16 |
| 2005 | A Note on Bonus Scales In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
| 1985 | On Combining Quota-Share and Excess of Loss In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 5 |
| 1991 | Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of n Independent Risks In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
| 1995 | The Effect of the Retention Limit on the Risk Reserve In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 2 |
| 1997 | Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 3 |
| 1998 | Comparing Risk Adjusted Premiums from the Reinsurance Point of View In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2005 | Applying the Proportional Hazard Premium Calculation Principle In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Optimal Reinsurance for Variance Related Premium Calculation Principles 1 In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 14 |
| 2017 | RATEMAKING OF DEPENDENT RISKS In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2001 | Bonus systems in an open portfolio In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
| 2002 | Excess of loss reinsurance and Gerbers inequality in the Sparre Anderson model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2003 | Preface In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Dependent risks and excess of loss reinsurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 20 |
| 2008 | Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 24 |
| 2010 | The optimal reinsurance strategy -- the individual claim case In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2012 | Are quantile risk measures suitable for risk-transfer decisions? In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 1986 | Measuring the effects of reinsurance by the adjustment coefficient In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
| 1989 | The Buhlmann--Straub Model with the premium calculated according to the variance principle In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
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