Autor

Nome:
Maria de Lourdes Centeno
Habilitações:
Doutoramento: Heriot Watt U, Mathematics, 1985
Licenciatura: U Lisboa, Mathematics, 1977
e-mail:
lcenteno@iseg.utl.pt
URL:
http://pascal.iseg.utl.pt/~lcenteno/
Centro FCT:
Centro de Matemática Aplicada à Previsão e Decisão Económica - CEMAPRE (2015)
Instituição REBIDES:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Ideas:
http://ideas.repec.org/e/pce33.html
Researcher id:
http://www.researcherid.com/rid/A-9801-2008
Artigos 11:

Are Quantile Risk Measures Suitable for Risk-Transfer Decisions?
Manuel Guerra, Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 50, 2012, p. 446-461.

The Optimal Reinsurance Strategy--The Individual Claim Case
Maria de Lourdes Centeno, Manuel Guerra
Insurance: Mathematics and Economics, vol. 46, 2010, p. 450-460.

Optimal Reinsurance Policy: The Adjustment Coefficient and the Expected Utility Criteria
Manuel Guerra, Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 42, 2008, p. 529-539.

A Note on Bonus Scales
João Andrade e Silva, Maria de Lourdes Centeno
Journal Of Risk And Insurance, vol. 72, 2005, p. 601-607.

Dependent Risks and Excess of Loss Reinsurance
Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 37, 2005, p. 229-238.

Bootstrap Methodology in Claim Reserving
Paulo Pinheiro, João Andrade e Silva, Maria de Lourdes Centeno
Journal Of Risk And Insurance, vol. 70, 2003, p. 701-714.

Excess of Loss Reinsurance and Gerber's Inequality in the Sparre Anderson Model
Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 31, 2002, p. 415-427.

Measuring the Effects of Reinsurance by the Adjustment Coefficient in the Sparre Anderson Model
Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 30, 2002, p. 37-49.

Bonus Systems in an Open Portfolio
Maria de Lourdes Centeno, João Andrade e Silva
Insurance: Mathematics and Economics, vol. 28, 2001, p. 341-350.

The Buhlmann-Straub model with the premium calculated according to the variance principle
Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 8, 1989, p. 3-10.

Measuring the Effects of Reinsurance by the Adjustment Coefficient
Maria de Lourdes Centeno
Insurance: Mathematics and Economics, vol. 5, 1986, p. 169-182.

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