7
H index
6
i10 index
143
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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Cyber Insurance Risk: Reporting Delays, Third-Party Cyber Events, and Changes in Reporting Propensity -- An Analysis Using Data Breaches Published by U.S. State Attorneys General. (2023). Wong, Bernard ; Taylor, Greg ; Tan, Xingyun ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2310.04786. Full description at Econpapers || Download paper |
| 2023 | Multiple per-claim reinsurance based on maximizing the Lundberg exponent. (2023). Zhou, Ming ; Wei, LI ; Meng, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:33-47. Full description at Econpapers || Download paper |
| 2023 | An expansion formula for Hawkes processes and application to cyber-insurance derivatives. (2023). Rosenbaum, Mathieu ; Reveillac, Anthony ; Hillairet, Caroline. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:160:y:2023:i:c:p:89-119. Full description at Econpapers || Download paper |
| 2023 | Optimal Reinsurance under the Linear Combination of Risk Measures in the Presence of Reinsurance Loss Limit. (2023). Nadarajah, Saralees ; Peng, Zuoxiang ; Xiong, Qian. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:125-:d:1190801. 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 | 17 |
| 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 | 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 | 13 |
| 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 | 21 |
| 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 | 12 |
| 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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