José Garrido

On ruin for the Erlang(n) risk process

Shuanming Li, José Garrido · Insurance Mathematics and Economics · 2004 · 258 citations

Engineering, Economics, Probability Theory +9

Properties of Distortion Risk Measures

Alejandro Balbás, José Garrido, Silvia Mayoral · Methodology And Computing In Applied Probability · 2008 · 116 citations · Full text

Engineering, Insurance, Probability Theory +8

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

Shuanming Li, José Garrido · Insurance Mathematics and Economics · 2004 · 114 citations

Business, Economics, Finance +13

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, Finance, Risk Management +14

On The Expected Discounted Penalty function for Lévy Risk Processes

José Garrido, Manuel Morales · North American Actuarial Journal · 2006 · 83 citations

Engineering, Finance, Risk Management +17