Concepedia
Statistics
Publications
39
Citations
1.6K
H-Index
23
Active since
1974
Affiliations
Concordia University(Current)
The University of Melbourne
Universidad Carlos III de Madrid
Université Laval
Université de Montréal
José Garrido is an author at Concordia University specializing in engineering, probability theory, and finance.
Top concepts
EngineeringProbabilityFinanceStatisticsRisk ManagementBusinessStochastic CalculusInsuranceAsset PricingStochastic Processes
Publications per year
1974–2016
On ruin for the Erlang(n) risk process
Shuanming Li, José Garrido · Insurance Mathematics and Economics · 2004 · 257 citations
Reliability Engineering, Engineering, Risk Process +5
On a class of renewal risk models with a constant dividend barrier
Shuanming Li, José Garrido · Insurance Mathematics and Economics · 2004 · 114 citations
Economics, Asset Pricing, Financial Risk Management +10
Properties of Distortion Risk Measures
Alejandro Balbás, José Garrido, Silvia Mayoral · Methodology And Computing In Applied Probability · 2008 · 114 citations · Full text
Engineering, Risk Management, Risk Metric +4
On a general class of renewal risk process: analysis of the Gerber-Shiu function
Shuanming Li, José Garrido · Advances in Applied Probability · 2005 · 97 citations
Engineering, Risk Metric, Risk Analysis +18
On The Expected Discounted Penalty function for Lévy Risk Processes
José Garrido, Manuel Morales · North American Actuarial Journal · 2006 · 83 citations
Option Pricing, Risk Model, Asset Pricing +15
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