Edit Profile (opens in new tab) Garrido, José Luis Co-Author Distance Author ID: garrido.jose-luis Published as: Garrido, José Luis; Garrido, J. L. External Links: ORCID Documents Indexed: 50 Publications since 1945, including 1 Additional arXiv Preprint 4 Contributions as Editor Co-Authors: 14 Co-Authors with 8 Joint Publications 54 Co-Co-Authors all top 5 Co-Authors 4 single-authored 6 Li, Shuanming 4 Balbás, Alejandro 4 Léveillé, Ghislain 4 Lu, Yi 4 Noguera, Manuel 3 Rodríguez, María Luisa 2 Chung, Lawrence M. L. 2 Feng, Runhuan 2 Gea, Miguel 2 Hurtado, María V. 2 Londoño, Jaime A. 2 Morales, Manuel 2 Okhrati, Ramin 2 Quijano Xacur, Oscar Alberto 2 Romero, Neptalí 2 Rovella, Alvaro 2 Tejerina, A. F. 2 Vilamajó, Francesc 2 Wang, Yafang 1 Albrecher, Hansjörg 1 Balbás, Raquel 1 Ben Salah, Zied 1 Benghazi, Kawtar 1 Bofill, Francesc 1 Bravo, Crescencio 1 Cal, Jun 1 Chaubey, Yogendra Prasad 1 Chukova, Stefanka St. 1 Constantinescu, Corina D. 1 Delgado, Jorge F. M. 1 Dimitrov, Boyan N. 1 Dufresne, Daniel 1 Duque, Rafael 1 Genest, Christian 1 Hernández-Hernández, Daniel 1 Jeanblanc, Monique 1 Jin, Longhao 1 Loke, Sooie-Hoe 1 Luong, Andrew 1 Makarow, Artemi 1 Mayoral, Silvia 1 Mozumder, Sharif 1 Pellicer, Julio 1 Pellicier, J. 1 Sagliano, Marco 1 Schulz, Juliana 1 Seelbinder, David 1 Subramanian, Nary 1 Theil, Stephan 1 Trudeau, Sonia 1 Wang, Wenyuan 1 Xu, Ran 1 Zhang, Linfeng 1 Zhou, Jun all top 5 Serials 11 Insurance Mathematics & Economics 4 Methodology and Computing in Applied Probability 4 Scandinavian Actuarial Journal 3 Science of Computer Programming 3 North American Actuarial Journal 2 ASTIN Bulletin 2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales de Madrid 2 Springer Proceedings in Mathematics & Statistics 1 Advances in Applied Probability 1 Annales des Sciences Mathématiques du Québec 1 The Australian Journal of Statistics 1 Journal of Applied Probability 1 Scandinavian Actuarial Journal 1 Statistics & Probability Letters 1 European Journal of Operational Research 1 Stochastic Processes and their Applications 1 Advances in Engineering Software 1 International Transactions in Operational Research 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Publicaciones Matemáticas del Uruguay 1 Advanced Nonlinear Studies 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 Statistical Methodology 1 European Actuarial Journal all top 5 Fields 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 6 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 3 Operations research, mathematical programming (90-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Biology and other natural sciences (92-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) Publications by Year Citations contained in zbMATH Open 42 Publications have been cited 6 times in 4 Documents Cited by ▼ Year ▼ On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089 Li, Shuanming; Garrido, José 151 2004 On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345 Li, Shuanming; Garrido, José 65 2004 On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063 Li, Shuanming; Garrido, José 60 2005 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515 Garrido, J.; Genest, C.; Schulz, J. 39 2016 Moments of compound renewal sums with discounted claims. Zbl 0988.91045 Léveillé, Ghislain; Garrido, José 34 2001 The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049 Li, Shuanming; Garrido, José 34 2005 On the expected discounted penalty function for Lévy risk processes. Zbl 1480.91076 Garrido, José; Morales, Manuel 32 2006 Recursive moments of compound renewal sums with discounted claims. Zbl 0979.91048 Léveillé, Ghislain; Garrido, José 30 2001 Properties of distortion risk measures. Zbl 1170.91368 Balbás, Alejandro; Garrido, José; Mayoral, Silvia 29 2009 A review of discrete-time risk models. Zbl 1180.62151 Li, Shuanming; Lu, Yi; Garrido, José 24 2009 Actuarial applications of epidemiological models. Zbl 1213.91089 Feng, Runhuan; Garrido, Jose 15 2011 Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410 Dufresne, Daniel; Garrido, Jose; Morales, Manuel 14 2009 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108 Cai, Jun; Garrido, José 14 1999 Moment generating functions of compound renewal sums with discounted claims. Zbl 1226.91027 Léveillé, Ghislain; Garrido, José; Wang, Ya Fang 14 2010 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123 Cai, Jun; Garrido, José 13 1998 Extending pricing rules with general risk functions. Zbl 1177.91143 Balbás, Alejandro; Balbás, Raquel; Garrido, José 12 2010 Stochastic differential equations for compounded risk reserves. Zbl 0688.62056 Garrido, José 11 1989 Doubly periodic non-homogeneous Poisson models for hurricane data. Zbl 1248.86003 Lu, Yi; Garrido, José 11 2005 On the computation of aggregate claims distributions: some new approximations. Zbl 0920.62131 Chaubey, Yogendra P.; Garrido, José; Trudeau, Sonia 10 1998 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075 Quijano Xacur, Oscar Alberto; Garrido, José 10 2015 A unified approach to the study of tail probabilities of compound distributions. Zbl 0967.60014 Cal, Jun; Garrido, José 9 1999 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021 Cai, Jun; Garrido, José 9 2002 Ruin probabilities for two classes of risk processes. Zbl 1098.62139 Li, Shuanming; Garrido, José 6 2005 The distribution of discounted compound PH-renewal processes. Zbl 1384.62303 Wang, Ya Fang; Garrido, José; Léveillé, Ghislain 6 2018 On double periodic non-homogeneous Poisson processes. Zbl 1333.62253 Garrido, José; Lu, Yi 6 2004 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067 Okhrati, Ramin; Balbás, Alejandro; Garrido, José 6 2014 Minimum quadratic distance estimation for a parametric family of discrete distributions defined recursively. Zbl 0772.62012 Luong, Andrew; Garrido, José 5 1993 Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate. Zbl 0771.60065 Chukova, Stefanka; Dimitrov, Boyan; Garrido, José 5 1993 Diffusion premiums for claim severities subject to inflation. Zbl 0657.62120 Garrido, José 4 1988 Regime-switching periodic models for claim counts. Zbl 1480.91225 Lu, Yi; Garrido, José 3 2006 Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037 Cai, Jun; Garrido, José 2 2000 Epidemic compartmental models and their insurance applications. Zbl 1504.92128 Feng, Runhuan; Garrido, José; Jin, Longhao; Loke, Sooie-Hoe; Zhang, Linfeng 2 2022 On the quadratic endomorphisms of the plane. Zbl 1056.37054 Bofill, F.; Garrido, J. L.; Vilamajó, F.; Romero, N.; Rovella, A. 2 2004 Bayesian credibility for GLMs. Zbl 1406.62127 Quijano Xacur, Oscar Alberto; Garrido, José 2 2018 On the geometry of quadratic maps of the plane. Zbl 1309.37044 Delgado, J.; Garrido, J. L.; Romero, N.; Rovella, A.; Vilamajó, F. 2 2013 Full credibility with generalized linear and mixed models. Zbl 1231.62139 Garrido, José; Zhou, Jun 2 2009 Definition and use of computation independent models in an MDA-based groupware development process. Zbl 1115.68529 Garrido, José Luis; Noguera, Manuel; González, Miguel; Hurtado, María V.; Rodríguez, María L. 1 2007 A coloured Petri net formalisation for a UML-based notation applied to cooperative system modelling. Zbl 1035.68602 Garrido, José Luis; Gea, Miguel 1 2002 Weak convergence of risk processes. Zbl 0602.62091 Garrido, J. 1 1986 Optimal dividend strategy under Parisian ruin with affine penalty. Zbl 1492.93207 Xu, Ran; Wang, Wenyuan; Garrido, Jose 1 2022 Editorial: Special issue on Gerber-Shiu functions. Zbl 1231.91001 1 2010 On fair reinsurance premiums; capital injections in a perturbed risk model. Zbl 1416.91157 Ben Salah, Zied; Garrido, José 1 2018 Epidemic compartmental models and their insurance applications. Zbl 1504.92128 Feng, Runhuan; Garrido, José; Jin, Longhao; Loke, Sooie-Hoe; Zhang, Linfeng 2 2022 Optimal dividend strategy under Parisian ruin with affine penalty. Zbl 1492.93207 Xu, Ran; Wang, Wenyuan; Garrido, Jose 1 2022 The distribution of discounted compound PH-renewal processes. Zbl 1384.62303 Wang, Ya Fang; Garrido, José; Léveillé, Ghislain 6 2018 Bayesian credibility for GLMs. Zbl 1406.62127 Quijano Xacur, Oscar Alberto; Garrido, José 2 2018 On fair reinsurance premiums; capital injections in a perturbed risk model. Zbl 1416.91157 Ben Salah, Zied; Garrido, José 1 2018 Generalized linear models for dependent frequency and severity of insurance claims. Zbl 1373.62515 Garrido, J.; Genest, C.; Schulz, J. 39 2016 Generalised linear models for aggregate claims: to Tweedie or not? Zbl 1329.91075 Quijano Xacur, Oscar Alberto; Garrido, José 10 2015 Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. Zbl 1348.60067 Okhrati, Ramin; Balbás, Alejandro; Garrido, José 6 2014 On the geometry of quadratic maps of the plane. Zbl 1309.37044 Delgado, J.; Garrido, J. L.; Romero, N.; Rovella, A.; Vilamajó, F. 2 2013 Actuarial applications of epidemiological models. Zbl 1213.91089 Feng, Runhuan; Garrido, Jose 15 2011 Moment generating functions of compound renewal sums with discounted claims. Zbl 1226.91027 Léveillé, Ghislain; Garrido, José; Wang, Ya Fang 14 2010 Extending pricing rules with general risk functions. Zbl 1177.91143 Balbás, Alejandro; Balbás, Raquel; Garrido, José 12 2010 Editorial: Special issue on Gerber-Shiu functions. Zbl 1231.91001 1 2010 Properties of distortion risk measures. Zbl 1170.91368 Balbás, Alejandro; Garrido, José; Mayoral, Silvia 29 2009 A review of discrete-time risk models. Zbl 1180.62151 Li, Shuanming; Lu, Yi; Garrido, José 24 2009 Fourier inversion formulas in option pricing and insurance. Zbl 1170.91410 Dufresne, Daniel; Garrido, Jose; Morales, Manuel 14 2009 Full credibility with generalized linear and mixed models. Zbl 1231.62139 Garrido, José; Zhou, Jun 2 2009 Definition and use of computation independent models in an MDA-based groupware development process. Zbl 1115.68529 Garrido, José Luis; Noguera, Manuel; González, Miguel; Hurtado, María V.; Rodríguez, María L. 1 2007 On the expected discounted penalty function for Lévy risk processes. Zbl 1480.91076 Garrido, José; Morales, Manuel 32 2006 Regime-switching periodic models for claim counts. Zbl 1480.91225 Lu, Yi; Garrido, José 3 2006 On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063 Li, Shuanming; Garrido, José 60 2005 The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049 Li, Shuanming; Garrido, José 34 2005 Doubly periodic non-homogeneous Poisson models for hurricane data. Zbl 1248.86003 Lu, Yi; Garrido, José 11 2005 Ruin probabilities for two classes of risk processes. Zbl 1098.62139 Li, Shuanming; Garrido, José 6 2005 On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089 Li, Shuanming; Garrido, José 151 2004 On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345 Li, Shuanming; Garrido, José 65 2004 On double periodic non-homogeneous Poisson processes. Zbl 1333.62253 Garrido, José; Lu, Yi 6 2004 On the quadratic endomorphisms of the plane. Zbl 1056.37054 Bofill, F.; Garrido, J. L.; Vilamajó, F.; Romero, N.; Rovella, A. 2 2004 Asymptotic forms and bounds for tails of convolutions of compound geometric distributions, with applications. Zbl 1270.60021 Cai, Jun; Garrido, José 9 2002 A coloured Petri net formalisation for a UML-based notation applied to cooperative system modelling. Zbl 1035.68602 Garrido, José Luis; Gea, Miguel 1 2002 Moments of compound renewal sums with discounted claims. Zbl 0988.91045 Léveillé, Ghislain; Garrido, José 34 2001 Recursive moments of compound renewal sums with discounted claims. Zbl 0979.91048 Léveillé, Ghislain; Garrido, José 30 2001 Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases. Zbl 0971.91037 Cai, Jun; Garrido, José 2 2000 Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist. Zbl 0922.62108 Cai, Jun; Garrido, José 14 1999 A unified approach to the study of tail probabilities of compound distributions. Zbl 0967.60014 Cal, Jun; Garrido, José 9 1999 Aging properties and bounds for ruin probabilities and stop-loss premiums. Zbl 0954.62123 Cai, Jun; Garrido, José 13 1998 On the computation of aggregate claims distributions: some new approximations. Zbl 0920.62131 Chaubey, Yogendra P.; Garrido, José; Trudeau, Sonia 10 1998 Minimum quadratic distance estimation for a parametric family of discrete distributions defined recursively. Zbl 0772.62012 Luong, Andrew; Garrido, José 5 1993 Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate. Zbl 0771.60065 Chukova, Stefanka; Dimitrov, Boyan; Garrido, José 5 1993 Stochastic differential equations for compounded risk reserves. Zbl 0688.62056 Garrido, José 11 1989 Diffusion premiums for claim severities subject to inflation. Zbl 0657.62120 Garrido, José 4 1988 Weak convergence of risk processes. Zbl 0602.62091 Garrido, J. 1 1986 all top 5 Cited by 12 Authors 1 Chung, Lawrence M. L. 1 Farnik, Michał 1 Garrido, José Luis 1 Hurtado, María V. 1 Jelonek, Zbigniew 1 Khimshiashvili, Giorgi 1 McGehee, Richard P. 1 Migus, Piotr 1 Nien, Chia-Hsing 1 Noguera, Manuel 1 Peckham, Bruce B. 1 Rodríguez, María Luisa Cited in 4 Serials 1 Science of Computer Programming 1 Linear Algebra and its Applications 1 Journal of Mathematical Sciences (New York) 1 Journal of Difference Equations and Applications all top 5 Cited in 6 Fields 2 Dynamical systems and ergodic theory (37-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year