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.