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Simple risk measure calculations for sums of positive random variables
Guillén, Montserrat; Sarabia Alzaga, José Maria; … - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 273-280
Persistent link: https://www.econbiz.de/10009785394
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About the hyperbolic Lorenz curve
Sarabia Alzaga, José Maria; Prieto, Faustino; Jordá, … - In: Economics letters 136 (2015), pp. 42-45
Persistent link: https://www.econbiz.de/10011435804
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Modelling losses and locating the tail with the Pareto positive stable distribution
Guillén, Montserrat; Prieto, Faustino; Sarabia Alzaga, … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 454-461
Persistent link: https://www.econbiz.de/10009404684
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Risk aggregation in multivariate dependent Pareto distributions
Sarabia Alzaga, José Maria; Gómez-Déniz, Emilio; … - In: Insurance / Mathematics & economics 71 (2016), pp. 154-163
Persistent link: https://www.econbiz.de/10011630633
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Aggregation of dependent risks in mixtures of exponential distributions and extensions
Sarabia Alzaga, José Maria; Gómez-Déniz, Emilio; … - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1079-1107
Persistent link: https://www.econbiz.de/10011999867
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Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat; Sarabia Alzaga, José Maria; … - In: The journal of operational risk 13 (2018) 2, pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
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A hierarchy of Lorenz curves based on the generalized Tukey's Lambda distribution
Sarabia Alzaga, José Maria - In: Econometric reviews 16 (1997) 3, pp. 305-320
Persistent link: https://www.econbiz.de/10001225569
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A new discrete distribution with actuarial applications
Gómez-Déniz, Emilio; Sarabia Alzaga, José Maria; … - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 406-412
Persistent link: https://www.econbiz.de/10008989284
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Robust Bayesian bonus-malus premiums under the conditional specification model
Gómez Déniz, Emilio; Sarabia Alzaga, José Maria; … - In: Statistical papers 50 (2009) 3, pp. 465-480
Persistent link: https://www.econbiz.de/10003843868
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A class of conjugate priors for log-normal claims based on conditional specification
Sarabia Alzaga, José Maria; Castillo, Enrique; … - In: The journal of risk and insurance : the journal of the … 72 (2005) 3, pp. 479-495
Persistent link: https://www.econbiz.de/10003144504