7
H index
6
i10 index
149
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Household food waste: what to expect from midwest Brazilians’ intention. (2024). Cheung, Thelma Lucchese ; de Lima, Lilian Maluf ; Reindel, Cristiane Coelho. In: Revista de Economia e Sociologia Rural (RESR). RePEc:ags:revi24:340848. Full description at Econpapers || Download paper |
| 2024 | On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis. (2024). Tan, Xingyun ; Taylor, Greg ; Wong, Bernard ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786. Full description at Econpapers || Download paper |
| 2024 | Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus. (2024). Yagishita, Shotaro ; Otsuki, Yuta. In: Papers. RePEc:arx:papers:2411.05417. Full description at Econpapers || Download paper |
| 2025 | Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance. (2025). John, Engel ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2511.11383. Full description at Econpapers || Download paper |
| 2024 | Bootstrap consistency for the Mack bootstrap. (2024). Steinmetz, Julia ; Jentsch, Carsten. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:83-121. Full description at Econpapers || Download paper |
| 2025 | Optimal reinsurance from an optimal transport perspective. (2025). Flores, Brandon Garca ; Albrecher, Hansjrg ; Acciaio, Beatrice. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:194-213. Full description at Econpapers || Download paper |
| 2025 | Forecasting reserve risk for temporal dependent losses in insurance. (2025). de Peretti, Christian ; Araichi, Sawssen ; Belkacem, Lotfi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2254-2269. 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 | 20 |
| 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 | 6 |
| 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 | 15 |
| 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 | 12 |
| 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 | 22 |
| 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 | 9 |
| 1986 | Measuring the effects of reinsurance by the adjustment coefficient In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team