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Pilar Fernandez-Sanchez

Personal Details

First Name:Pilar
Middle Name:
Last Name:Fernandez-Sanchez
Suffix:
RePEc Short-ID:pfe189

Affiliation

Facultad de Ciencias Económicas y Empresariales
Universidad de Granada

Granada, Spain
http://fccee.ugr.es/
RePEc:edi:feugres (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions," FEG Working Paper Series 07/02, Faculty of Economics and Business (University of Granada).

Articles

  1. Agustín Hernández-Bastida & M. Fernández-Sánchez, 2012. "A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 391-409, November.
  2. Hernández-Bastida, A. & Fernández-Sánchez, M.P. & Gómez-Déniz, E., 2009. "The net Bayes premium with dependence between the risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 247-254, October.
    RePEc:lrk:eeaart:22_1_7 is not listed on IDEAS
    RePEc:lrk:eeaart:29_1_15 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Agustín Hernández-Bastida & M. Fernández-Sánchez, 2012. "A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 391-409, November.

    Cited by:

    1. Bolancé, Catalina & Bahraoui, Zuhair & Artís, Manuel, 2014. "Quantifying the risk using copulae with nonparametric marginals," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 46-56.
    2. Gildas Ratovomirija, 2015. "Multivariate Stop loss Mixed Erlang Reinsurance risk: Aggregation, Capital allocation and Default risk," Papers 1501.07297, arXiv.org.
    3. Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas, 2015. "Conditional tail expectation of randomly weighted sums with heavy-tailed distributions," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 20-28.

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