José L. Vilar-Zanón

Rough Sets and the role of the monetary policy in financial stability (macroeconomic problem) and the prediction of insolvency in insurance sector (microeconomic problem)

Araceli Sanchis, M.J. Segovia, Antonio Heras et al. · European Journal of Operational Research · 2006 · 54 citations

Rough Sets, Monetary Policy, Financial System +8

An application of two-stage quantile regression to insurance ratemaking

Antonio Heras, Ignacio Moreno, José L. Vilar-Zanón · Scandinavian Actuarial Journal · 2018 · 34 citations

Generalized Linear Models, Quantile Regression, Economic Analysis +17

Asymptotic Fairness of Bonus-Malus Systems and Optimal Scales of Premiums

Antonio Heras, José L. Vilar-Zanón · The Geneva Risk and Insurance Review · 2002 · 18 citations

Economics, Pricing Policy, Game Theory +8

Arithmetization of distributions and linear goal programming

José L. Vilar-Zanón · Insurance Mathematics and Economics · 2000 · 12 citations

Mathematical Programming, Parametric Programming, Engineering +6

Conditional Tail Expectation and Premium Calculation

Antonio Heras, Beatriz Balbás, José L. Vilar-Zanón · Astin Bulletin · 2012 · 11 citations

Expectation Formation, Asset Pricing, Derivative Pricing +11