ISEG
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Matemática
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MARIA DE LURDES CENTENO
Publicações
- Andrade e Silva, J.M. and Centeno, M.L. (2017), Ratemaking of Dependent Risks, ASTIN Bulletin, Volume 47, nº 3, pp. 875-894. https://doi.org/10.1017/asb.2017.16
- Fardilha, T., Centeno, M.L. and Esteves, R., (2016), Tariff Systems for Fleets of Vehicles: a Study on the Portfolio of Fidelidade, European Actuarial Journal, Volume 6, nº2, pp 331-349. https://doi.org/10.1007/s13385-016-0138- 7
- Guerra, M. and Centeno M. L. (2012), Are quantile risk measures suitable for risk-transfer decisions? Insurance: Mathematics and Economics, Volume 50/3 , 446-461. https://doi.org/10.1016/j.insmatheco.2012.02.006
- Centeno, M.L. and Guerra, M. (2010), The optimal reinsurance strategy - The individual claim case. Insurance: Mathematics & Economics, 46/3, 450-460.
- Guerra, M. and Centeno, M. L. (2010), Optimal Reinsurance for variance Related Premium Calculation Principles. ASTIN Bulletin, 40/1, 63-87. https://doi.org/10.2143/AST.40.1.2049220
- Centeno, M.L. and Simões, O. (2009) Optimal Reinsurance. Real Academia das Ciências, Série A, Vol.103, nº2, Matemática, 387-404.
- Guerra, M. and Centeno, M. L. (2008), Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria , Insurance: Mathematics & Economics , 42/2, 529-539 . [MR2404312 (2009d:91111); Zbl 1152.91583 ]
- Simões, O. and Centeno, M.L. , Reinsurance, (2008). Encyclopedia of Quantitative Risk Assessment and Analysis, Eds. Melnick,and Everitt, Jonh Wiley & Sons, 1425-1429.
- Centeno, M. L. and Andrade e Silva J. M. (2005) Applying the Proportional Hazard Premium Calculation Principle , ASTIN Bulletin, 35/2, 409-425. [MR2216676; Zbl 1097.62119 ]
- Centeno, M. L., (2005) Dependent Risks and Excess of Loss Reinsurance , Insurance: Mathematics and Economics, 37/2, 229-238. [MR2172100 (2006g:91097); Zbl 1125.91062 ]
- Andrade e Silva, J. M. and Centeno, M. L. ,(2005) A Note on Bonus Scales , The Journal of Risk and Insurance, 72 (4), 601-607.
- Centeno, M.L. (2005) Ciências Actuariais. Memorial da Sociedade Portuguesa de Estatística.
- Centeno, M. L. (2004) Retention and reinsurance programmes. Encyclopedia of Actuarial Science . Wiley .
- Centeno, M. L. (2003) Teoria do Risco na Actividade Seguradora . Celta Editora - Colecção Económicas. Oeiras.
- Pinheiro, P., Andrade e Silva, J. M. and Centeno, M. L. (2003) Bootstrap Methodology in Claim Reserving , The Journal of Risk and Insurance, 70 (4), 701-714.
- Centeno, M.L. and Andrade e Silva, J.M. (2003), The Bootstrap Technique and the PH Premium Calculation Principle, in First Brazilian Conference on Statistical Modelling in Insurance and Finance (Jan Dhaene, Nikolai Kolev and Pedro Morettin ) , 92-99.
- Centeno, M. L. (2002) Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model , Insurance: Mathematics and Economics, 31, 415-427 [MR1945542; Zbl 1074.91567 ]
- Centeno, M. L. (2002) Measuring the Effect of Reinsurance by the Adjustment Coefficient in the Sparre Andersen Model, Insurance: Mathematics and Economics, 30/1, 37-50. [MR1898847 (2003e:91093); Zbl 1037.62106 ]
- Centeno M. L., Andrade e Silva J. M., (2002) Optimal bonus scales under path-dependent bonus rules , Scandinavian Actuarial Journal, 129-136. [MR1904788; Zbl 1015.62103 ]
- Centeno M. L., Andrade e Silva J. M. (2001 ) Bonus Systems in an Open Portfolio , Insurance: Mathematics and Economics, 28/3, 341-350. [MR1857579 (2002f:62099); Zbl 1055.91021 ]
- Andrade e Silva J. M , Centeno M. L. (1998), Comparing Risk Adjusted Premiums from the Reinsurance Point of View , ASTIN Bulletin, 28, 221-239. [ Zbl pre05564906 ]
- Centeno, M. L. (1997) Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon , ASTIN Bulletin, 27, 59-70.
- Centeno, M. L. (1995) The Effect of the Retention Limit on the Risk Reserve , ASTIN Bulletin, 25, 67-74.
- Centeno, M. L. and Andrade e Silva , J. (1995/6) Applying Credibility Theory to Solvency , Buletin de l'Association Royale des Actuaires Belges, nº 88, 41-52.
- Centeno, M. L. (1993) Técnicas Actuariais, ISEGI.
- Centeno, M. L. (1993) Reserving in Portugal, in Reserving and Solvency in insurance in the EC, 213-224, edited by H. Wolthuis and M.J. Goovaerts. Caire , Brussels , Insurance and Finance Series.
- Centeno, L. (1991) An Insight into the Excess of Loss Retention Limit , S kandinavian Actuarial Journal, 97-102. [MR1183446 (93g:62128); Zbl 0783.62082 ]
- Andrade e Silva , J. M. e Centeno, M. L. (1991) Sistemas de Bonus-Malus: Uma análise crítica da proposta do I.S.P. , Boletim dos Actuários Portugueses, 32, 5-25.
- Centeno, L. and Andrade e Silva , J. M. (1991) Generalised Linear Models under Constraints , Actas da 3ª Conferência do CEMAPRE , 491-499.
- Centeno, L. and Simões, O. (1991) Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of n Independent Risks , ASTIN Bulletin, 21, 41-55.
- Centeno, L. (1989) The Buhlmann-Straub Model with the premium calculated according to the variance principle , Insurance: Mathematics and Economics, 8, 3-10. [MR1007673 (90g:62248) Zbl 0701.62101 ]
- Centeno, M. L. (1988 ) The Expected Utility Applied to Reinsurance , in Risk, Decision and Rationality, 679-689, edited by Bertrand R. Munier. D. Reidel Publishing Company, Holland. [MR0930729 (89b:90023); Zbl 0658.62123 ]
- Centeno, L. (1986) Measuring the Effects of Reinsurance by the Adjustment Coefficient , Insurance: Mathematics and Economics, 5, 169-182. [MR0841687 (87g:62158); Zbl 0598.62141 ]
- Centeno, L. (1986) Some Mathematical Aspects of Combining Proportional and Non-Proportional Reinsurance '', in Insurance and Risk Theory, 247-266, edited by M. Goovaerts, F. de Vylder e J. Haezendonck. D. Reidel Publishing Company, Holland. [MR0864543; Zbl 0615.62133 ]
- Centeno, L. (1985) On Combining Quota-Share and Excess of Loss , ASTIN Bulletin, 15, 49-63.