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Gracinda Rita Diogo Guerreiro
AuthID:
R-000-M4N
Publications
Confirmed
To Validate
Document Source:
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Document Type:
All Document Types
Article (17)
Proceedings Paper (2)
Book Chapter (1)
Editorial Material (1)
Year Start - End:
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Order:
Year Dsc
Year Asc
Cit. WOS Dsc
IF WOS Dsc
Cit. Scopus Dsc
IF Scopus Dsc
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Results:
10
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Confirmed Publications: 21
11
TITLE:
Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
AUTHORS:
Afonso, LB
;
Cardoso, RMR
;
Egídio Dos Reis, AD
;
Guerreiro, GR
;
PUBLISHED:
2017
,
SOURCE:
ASTIN Bulletin,
VOLUME:
47,
ISSUE:
2
INDEXED IN:
Scopus
CrossRef
Handle
IN MY:
ORCID
12
TITLE:
OPEN MARKOV CHAIN SCHEME MODELS FED BY SECOND ORDER STATIONARY AND NON STATIONARY PROCESSES
Full Text
AUTHORS:
Manuel L Esquivel
;
Gracinda R Guerreiro
; Jose M Fernandes;
PUBLISHED:
2017
,
SOURCE:
REVSTAT-STATISTICAL JOURNAL,
VOLUME:
15,
ISSUE:
2
INDEXED IN:
WOS
13
TITLE:
Open markov chain scheme models fed by second order stationary and non stationary processes
AUTHORS:
Esquível, ML
;
Guerreiro, GR
;
Fernandes, JM
;
PUBLISHED:
2017
,
SOURCE:
Revstat Statistical Journal,
VOLUME:
15,
ISSUE:
2
INDEXED IN:
Scopus
IN MY:
ORCID
14
TITLE:
An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes
Full Text
AUTHORS:
Manuel L Esquivel
;
Jose Moniz Fernandes
;
Gracinda R Guerreiro
;
PUBLISHED:
2016
,
SOURCE:
International Conference on Numerical Analysis and Applied Mathematics (ICNAAM)
in
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM-2015),
VOLUME:
1738
INDEXED IN:
Scopus
WOS
CrossRef
IN MY:
ORCID
15
TITLE:
On a Spread Model for Portfolio Credit Risk Modeling
Full Text
AUTHORS:
Manuel L Esquivel
;
Gracinda R Guerreiro
;
Jose M Fernandes
;
Ana F Silva
;
PUBLISHED:
2015
,
SOURCE:
International Conference on Numerical Analysis and Applied Mathematics (ICNAAM)
in
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014),
VOLUME:
1648
INDEXED IN:
Scopus
WOS
CrossRef
:
1
IN MY:
ORCID
16
TITLE:
ON THE EVOLUTION AND ASYMPTOTIC ANALYSIS OF OPEN MARKOV POPULATIONS: APPLICATION TO CONSUMPTION CREDIT
Full Text
AUTHORS:
Manuel L Esquivel
;
Jose M Fernandes
;
Gracinda R Guerreiro
;
PUBLISHED:
2014
,
SOURCE:
STOCHASTIC MODELS,
VOLUME:
30,
ISSUE:
3
INDEXED IN:
Scopus
WOS
CrossRef
:
9
IN MY:
ORCID
17
TITLE:
STATISTICAL APPROACH FOR OPEN BONUS MALUS
AUTHORS:
Guerreiro, GR
;
Mexia, JT
;
Miguens, MD
;
PUBLISHED:
2014
,
SOURCE:
ASTIN BULLETIN,
VOLUME:
44,
ISSUE:
1
INDEXED IN:
Scopus
WOS
CrossRef
:
7
IN MY:
ORCID
18
TITLE:
Preliminary results on confidence intervals for open bonus malus
AUTHORS:
Gracinda R Guerreiro
;
João T Mexia
;
Maria F Miguens
;
PUBLISHED:
2013
,
SOURCE:
Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies
INDEXED IN:
Scopus
CrossRef
:
3
IN MY:
ORCID
19
TITLE:
Stable distributions for open populations subject to periodical reclassifications
AUTHORS:
Guerreiro, GR
;
Mexia, JT
; De Fatima Miguens, M;
PUBLISHED:
2012
,
SOURCE:
Journal of Statistical Theory and Practice,
VOLUME:
6,
ISSUE:
4
INDEXED IN:
Scopus
CrossRef
:
3
IN MY:
ORCID
20
TITLE:
A model for open populations subject to periodical re-classifications
AUTHORS:
Guerreiro G.R.
;
Mexia J.T.
;
Miguens M.F.
;
PUBLISHED:
2010
,
SOURCE:
Journal of Statistical Theory and Practice,
VOLUME:
4,
ISSUE:
2
INDEXED IN:
Scopus
CrossRef
:
7
IN MY:
ORCID
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