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  1. Predicting future mortality improvement in less developed countries using deep learning.

    Article • Risks, February 2024, MDPI AG

    Distinguished Professor Emeritus Jose Garrido

  2. Defines and calculates a one value index to measure climate change in the Iberian Peninsula

    Article • Anales del Instituto de Actuarios Españoles, December 2023, Instituto de Actuarios Españoles

    Distinguished Professor Emeritus Jose Garrido

  3. Actuarial mathematics for the design of insurance covering pandemics costs, such as COVID-19.

    Article • October 2021, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  4. Optimal management of insurance funds ensuring enough cash to cover claims + pay clients dividends

    Article • Methodology And Computing In Applied Probability, May 2021, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  5. On fair reinsurance premiums; Capital injections in a perturbed risk model

    Article • Insurance Mathematics and Economics, June 2018, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  6. Bayesian credibility for GLMs

    Article • Insurance Mathematics and Economics, May 2018, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  7. Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums

    Article • Risks, March 2018, MDPI AG

    Distinguished Professor Emeritus Jose Garrido

  8. Good deal indices in asset pricing: actuarial and financial implications

    Article • International Transactions in Operational Research, May 2017, Wiley

    Alejandro Balbas, Distinguished Professor Emeritus Jose Garrido

  9. The Distribution of Discounted Compound PH–Renewal Processes

    Article • Methodology And Computing In Applied Probability, November 2016, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  10. A simple way to study possible dependence between claim frequency and severity in insurance.

    Article • Insurance Mathematics and Economics, September 2016, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  11. Claim Number Processes

    Article • August 2016, Wiley

    Distinguished Professor Emeritus Jose Garrido

  12. Generalised linear models for aggregate claims: to Tweedie or not?

    Article • European Actuarial Journal, June 2015, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  13. Actuarial Sciences and Quantitative Finance

    Article • January 2015, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  14. Special Issue on Risk Management Techniques for Catastrophic and Heavy-Tailed Risks

    Article • Risks, November 2014, MDPI AG

    Distinguished Professor Emeritus Jose Garrido

  15. Measuring Risk When Expected Losses Are Unbounded

    Article • Risks, September 2014, MDPI AG

    Distinguished Professor Emeritus Jose Garrido

  16. Inflation Impact on Aggregate Claims

    Article • September 2014, Wiley

    Distinguished Professor Emeritus Jose Garrido

  17. Claim Number Processes

    Article • September 2014, Wiley

    Distinguished Professor Emeritus Jose Garrido

  18. Hedging of defaultable claims in a structural model using a locally risk-minimizing approach

    Article • Stochastic Processes and their Applications, September 2014, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  19. An actuarial model to design insurance programs to cover the costs of epidemics

    Article • North American Actuarial Journal, January 2011, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  20. Discussion of ‘Risk Modelling with the Mixed Erlang Distribution’ by Gordon E. Willmot and X. Sheldon Lin

    Article • Applied Stochastic Models in Business and Industry, January 2011, Wiley

    Distinguished Professor Emeritus Jose Garrido

  21. Moment generating functions of compound renewal sums with discounted claims

    Article • Scandinavian Actuarial Journal, September 2010, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  22. Gerber–Shiu Function

    Article • February 2010, Wiley

    Distinguished Professor Emeritus Jose Garrido

  23. Editorial for the special issue on Gerber–Shiu functions

    Article • Insurance Mathematics and Economics, February 2010, Elsevier

    Distinguished Professor Emeritus Jose Garrido, Corina Constantinescu

  24. Extending pricing rules with general risk functions

    Article • European Journal of Operational Research, February 2010, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  25. Preface Recent advances in actuarial and financial mathematics

    Article • Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas, September 2009, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  26. A review of discrete-time risk models

    Article • Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas, September 2009, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  27. Full Credibility with Generalized Linear and Mixed Models

    Article • Astin Bulletin, May 2009, Cambridge University Press

    Distinguished Professor Emeritus Jose Garrido

  28. Properties of Distortion Risk Measures

    Article • Methodology And Computing In Applied Probability, July 2008, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  29. Fourier Inversion Formulas in Option Pricing and Insurance

    Article • Methodology And Computing In Applied Probability, November 2007, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido

  30. Regime-Switching Periodic Models For Claim Counts

    Article • North American Actuarial Journal, October 2006, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  31. On The Expected Discounted Penalty function for Lévy Risk Processes

    Article • North American Actuarial Journal, October 2006, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  32. On a general class of renewal risk process: analysis of the Gerber-Shiu function

    Article • Advances in Applied Probability, September 2005, Cambridge University Press

    Distinguished Professor Emeritus Jose Garrido

  33. The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion

    Article • Scandinavian Actuarial Journal, May 2005, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  34. Ruin Probabilities for Two Classes of Risk Processes

    Article • Astin Bulletin, May 2005, Cambridge University Press

    Distinguished Professor Emeritus Jose Garrido

  35. Doubly periodic non-homogeneous Poisson models for hurricane data

    Article • Statistical Methodology, March 2005, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  36. On a class of renewal risk models with a constant dividend barrier

    Article • Insurance Mathematics and Economics, December 2004, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  37. Claim Number Processes

    Article • September 2004, Wiley

    Distinguished Professor Emeritus Jose Garrido

  38. Inflation Impact on Aggregate Claims

    Article • September 2004, Wiley

    Distinguished Professor Emeritus Jose Garrido

  39. On ruin for the Erlang(n) risk process

    Article • Insurance Mathematics and Economics, June 2004, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  40. Moments of compound renewal sums with discounted claims

    Article • Insurance Mathematics and Economics, April 2001, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  41. Recursive Moments of Compound Renewal Sums with Discounted Claims

    Article • Scandinavian Actuarial Journal, January 2001, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  42. Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases

    Article • Scandinavian Actuarial Journal, January 2000, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  43. A unified approach to the study of tail probabilities of compound distributions

    Article • Journal of Applied Probability, December 1999, Cambridge University Press

    Distinguished Professor Emeritus Jose Garrido

  44. Two-Sided Bounds for Ruin Probabilities when the Adjustment Coefficient does not Exist

    Article • Scandinavian Actuarial Journal, January 1999, Taylor & Francis

    Distinguished Professor Emeritus Jose Garrido

  45. On the computation of aggregate claims distributions: some new approximations

    Article • Insurance Mathematics and Economics, December 1998, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  46. Aging properties and bounds for ruin probabilities and stop-loss premiums

    Article • Insurance Mathematics and Economics, October 1998, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  47. Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate

    Article • Statistics & Probability Letters, May 1993, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  48. MINIMUM QUADRATIC DISTANCE ESTIMATION FOR A PARAMETRIC FAMILY OF DISCRETE DISTRIBUTIONS DEFINED RECURSIVELY

    Article • Australian Journal of Statistics, March 1993, Wiley

    Distinguished Professor Emeritus Jose Garrido

  49. Stochastic differential equations for compounded risk reserves

    Article • Insurance Mathematics and Economics, November 1989, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  50. Diffusion premiums for claim severities subject to inflation

    Article • Insurance Mathematics and Economics, April 1988, Elsevier

    Distinguished Professor Emeritus Jose Garrido

  51. Weak Convergence of Risk Processes

    Article • January 1986, Springer Science + Business Media

    Distinguished Professor Emeritus Jose Garrido