Author

Name:
Manuel Guerra
Educations:
Ph D: Universidade de Aveiro, Matemática, 2001
Master: Institut Agronomique Méditerranéen de Montpellier, "Master of Science" em Economia Rural, 1991
Bachelor: Instituto Superior de Agronomia, Agronomia, 1986
e-mail:
mguerra@iseg.utl.pt
URL:
http://www.iseg.utl.pt/docentes/docentes.php?qual=1058
FCT research center:
Centro de Matemática Aplicada à Previsão e Decisão Económica - CEMAPRE (2015)
REBIDES institution:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Articles 5:

The Optimal Stopping Problem Revisited
Manuel Guerra, Cláudia Nunes, Carlos Oliveira
Statistical Papers, vol. 62, 2021, p. 137-169.

Hysteresis Due to Irreversible Exit: Addressing the Option to Mothball
Manuel Guerra, Peter Kort, Cláudia Nunes, Carlos Oliveira Cruz
Journal of Economic Dynamics and Control, vol. 92, 2018, p. 69-83.

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.

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