José Garrido

Management Science and Operations Research · 2001–2015

A researcher in the Science corpus: 10 papers; trusts 27 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 50 citations into it; #969 of 11,946 by trust here, #1,695 by citations
• Demography — 30 citations into it; #538 of 4,236 by trust here, #970 by citations
• Finance — 28 citations into it; #1,327 of 10,518 by trust here, #2,330 by citations
• Statistics and Probability — 23 citations into it; #2,789 of 12,932 by trust here, #3,609 by citations
• Economics and Econometrics — 15 citations into it
• Artificial Intelligence — 7 citations into it

Whom José Garrido trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Hailiang Yang
2. Shaun S. Wang
3. Dilip B Madan 5
4. Claudia Klüppelberg
5. Miljenko Huzak
6. Alan L. Lewis
7. Qihe Tang
8. Sebastian Raible
9. Roger Lee
10. Andreas E. Kyprianou

Who trusts José Garrido overall

1. Kristina P. Pavlova
2. Hélène Cossette
3. Shuanming Li
4. Gordon E. Willmot
5. Hansjörg Albrecher *
6. Mathieu Boudreault
7. É. Marceau
8. David Landriault
9. Chuancun Yin
10. Heli Gao

Papers from José Garrido's perspective

Ordered by how strongly the researchers José Garrido trusts endorse each paper. Same corpus, a different order for every researcher.

1. Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
2. Ruin probabilities and overshoots for general Lévy insurance risk processes
3. The Variance Gamma Process and Option Pricing
4. Coherent Risk Measures on General Probability Spaces
5. Ruin probabilities and decompositions for general perturbed risk processes
6. Premium Calculation by Transforming the Layer Premium Density
7. Convex measures of risk and trading constraints (Finance and Stochastics)
8. On law invariant coherent risk measures
9. Risk Measures and Comonotonicity: A Review
10. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)

Their papers

• On ruin for the Erlang(n) risk process (2004) — 287 citations
• On a general class of renewal risk process: analysis of the Gerber-Shiu function (2005) — 103 citations
• On a class of renewal risk models with a constant dividend barrier (2004) — 120 citations
• On The Expected Discounted Penalty function for Lévy Risk Processes (2006) — 87 citations
• Recursive Moments of Compound Renewal Sums with Discounted Claims (2001) — 64 citations
• A Strategy for Resolving Europe's Problem Loans (2015) — 168 citations
• Generalized linear models for dependent frequency and severity of insurance claims (2015) — 120 citations
• Fourier Inversion Formulas in Option Pricing and Insurance (2009) — 51 citations
• Properties of Distortion Risk Measures (2009) — 117 citations
• The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion (2005) — 57 citations