Items where Author is "Garrido, José"

Monograph

Feng, Runhuan and Garrido, José (2008) Actuarial Applications of Epidemiological Models. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.

Balbás, Alejandro and Balbás, Raquel and Garrido, José (2008) Extending Pricing Rules with General Risk Functions. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.

Mozumder, Md. Sharif and Garrido, José (2007) On the Relation Between The Lévy Measure And The Jump Function Of A Lévy Process. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.

Dufresne, Daniel and Garrido, José and Morales, Manuel (2006) Fourier Inversion Formulas in Option Pricing and Insurance. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.

Garrido, José and Morales, Manuel (2005) On the Expected Discounted Penalty Function for Lévy Risk Processes. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.

Lu, Yi and Garrido, José (2004) Regime-Switching Periodic Models for Claim Counts. Technical Report. Concordia University. Department of Mathematics & Statistics, Montreal, Quebec.