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José M. Perez-Sanchez
(Jose M. Perez-Sanchez)

Personal Details

First Name:Jose M.
Middle Name:
Last Name:Perez-Sanchez
Suffix:
RePEc Short-ID:ppe303
[This author has chosen not to make the email address public]

Affiliation

Departamento de Métodos Cuantitativos para la Economía y la Empresa
Facultad de Ciencias Económicas y Empresariales
Universidad de Granada

Granada, Spain
http://www.ugr.es/~metcuant/
RePEc:edi:dqugres (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions," FEG Working Paper Series 07/03, Faculty of Economics and Business (University of Granada).

Articles

  1. Agustin Hernandez Bastida & Emilio Gomez Deniz & Jose Maria Perez Sanchez, 2009. "Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(8), pages 853-869.
  2. Gomez-Deniz, E. & Perez-Sanchez, J.M. & Vazquez-Polo, F.J., 2006. "On the use of posterior regret [Gamma]-minimax actions to obtain credibility premiums," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 115-121, August.
    RePEc:lrk:eeaart:19_3_13 is not listed on IDEAS
    RePEc:lrk:eeaart:18_2_4 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Agustin Hernandez Bastida & Emilio Gomez Deniz & Jose Maria Perez Sanchez, 2009. "Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(8), pages 853-869.

    Cited by:

    1. García, V.J. & Gómez-Déniz, E. & Vázquez-Polo, F.J., 2010. "A new skew generalization of the normal distribution: Properties and applications," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 2021-2034, August.
    2. Hernández-Bastida, A. & Fernández-Sánchez, M.P. & Gómez-Déniz, E., 2009. "The net Bayes premium with dependence between the risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 247-254, October.
    3. Gómez Déniz, Emilio & Calderín Ojeda, Enrique, 2013. "The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 16(1), pages 121-142, December.

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