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.