IDEAS home Printed from https://ideas.repec.org/e/pag46.html
   My authors  Follow this author

Hernández-Bastida Agustín

Personal Details

First Name:Hernández-Bastida
Middle Name:
Last Name:Agustín
Suffix:
RePEc Short-ID:pag46

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/

: +34 958243699
+34 958243729
+34 958243699
RePEc:edi:dqugres (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. A.Hernández-Bastida & M.P. Fernández-Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model; The Variance Premium Principle With Exponential Poisson And Gamma-Gamma Distributions," FEG Working Paper Series 07/02, Faculty of Economics and Business (University of Granada).
  2. 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. Agustín Hernández-Bastida & M. Fernández-Sánchez, 2012. "A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 391-409, November.
  2. Hernández-Bastida, Agustin & Fernández-Sánchez, Mª Pilar & Gómez-Déniz, Emilio, 2011. "A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 395(18.)-39, Abril.
  3. José Luis Zafra-Gómez & Antonio Manuel López-Hernández & Agustin Hernández-Bastida, 2009. "Developing an alert system for local governments in financial crisis," Public Money & Management, Taylor & Francis Journals, vol. 29(3), pages 175-181, May.
  4. 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.
  5. 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.
  6. M. Martel-Escobar & F. J. Vázquez-Polo & A. Hernández-Bastida, 2005. "Analysing the independence hypothesis in models for rare errors: an application to auditing," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 54(4), pages 795-804.
  7. Fernández Sánchez, Mª.P. & Hernández Bastida, A. & Sánchez González, C., 2004. "Análisis de los ingresos y gastos trimestrales de los hogares españoles usando la Verosimilitud empírica”1/Analysing Spanish Income and Expenditure Through Empirical Likelihood," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 139-150, Abril.
  8. Gomez, E. & Hernandez, A. & Perez, J. M. & Vazquez-Polo, F. J., 2002. "Measuring sensitivity in a bonus-malus system," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 105-113, August.
  9. Gomez-Deniz, E. & Hernandez-Bastida, A. & Vazquez-Polo, F. J., 1999. "The Esscher premium principle in risk theory: a Bayesian sensitivity study," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 387-395, December.
  10. Martel Escobar, Mª C. & Hernández Bastida, A. & Vázquez Polo, F. J., 1999. "Análisis de robustez de los modelos bayesianos para Auditoría de Cuentas: La independencia entre Tasa y Cantidad de Error1," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 11, pages 101-120, Febrero.
  11. A. Hernandez-Bastida & F. J. Vazquez-Polo, 1998. "A note on the Quasi-Bayesian audit risk model for dollar unit sampling1," European Accounting Review, Taylor & Francis Journals, vol. 6(3), pages 501-507.
  12. Gómez Déniz, E. & Hernández Bastida, A. & Vázquez Polo, F.J., 1998. "Un Análisis de Sensibilidad del Proceso de Tarificación en los Seguros Generales," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 9, pages 19-34, Junio.
  13. Hernández Bastida, Agustín & Moreno Carretero, Mª Francisca & Vázquez Polo, Francisco José, 1997. "Cotas para el error total de una contabilidad: Aproximaciones bayesianas basadas en la distribución multinomial," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 7, pages 17-38, Junio.
  14. F.J. Vázquez Polo & A. Hernández Bastida, 1994. "Estimación del error total de una contabilidad incorporando la opinión del experto," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 181-195, Junio.
  15. Cano Sanchez, J.A. & Hernandez Bastida, A. & Moreno Bas, E., 1987. "A note on maximized likelihood sets," European Journal of Operational Research, Elsevier, vol. 32(2), pages 291-293, November.

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. Agustín Hernández-Bastida & M. Fernández-Sánchez, 2012. "A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 391-409, November.

    Cited by:

    1. Bolancé, Catalina & Bahraoui, Zuhair & Artís, Manuel, 2014. "Quantifying the risk using copulae with nonparametric marginals," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 46-56.
    2. Yang, Yang & Ignatavičiūtė, Eglė & Šiaulys, Jonas, 2015. "Conditional tail expectation of randomly weighted sums with heavy-tailed distributions," Statistics & Probability Letters, Elsevier, pages 20-28.
    3. Gildas Ratovomirija, 2015. "Multivariate Stop loss Mixed Erlang Reinsurance risk: Aggregation, Capital allocation and Default risk," Papers 1501.07297, arXiv.org.

  2. José Luis Zafra-Gómez & Antonio Manuel López-Hernández & Agustin Hernández-Bastida, 2009. "Developing an alert system for local governments in financial crisis," Public Money & Management, Taylor & Francis Journals, vol. 29(3), pages 175-181, May.

    Cited by:

    1. Cohen, Sandra & Doumpos, Michael & Neofytou, Evi & Zopounidis, Constantin, 2012. "Assessing financial distress where bankruptcy is not an option: An alternative approach for local municipalities," European Journal of Operational Research, Elsevier, vol. 218(1), pages 270-279.
    2. Beatriz Cuadrado-Ballesteros & Noemí Mordán & Isabel-María García-Sánchez, 2014. "Is Local Financial Health Associated with Citizens’ Quality of Life?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 119(2), pages 559-580, November.
    3. Pérez López, Gemma & Plata Díaz, Ana María & Zafra Gómez, José L. & López Hernández, Antonio M., 2013. "Deuda viva municipal en un contexto de crisis económica: análisis de los factores determinantes y de las formas de gestión," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 16(2), pages 83-93.
    4. Guyot, Alexis & Doumpos, Michael & Zopounidis, Constantin, 2016. "A novel multi-attribute benchmarking approach for assessing the financial performance of local governments: Empirical evidence from FranceAuthor-Name: Galariotis, Emilios," European Journal of Operational Research, Elsevier, vol. 248(1), pages 301-317.
    5. Robbins Geraldine & Turley Gerard & McNena Stephen, 2016. "Benchmarking the financial performance of local councils in Ireland," Administration, De Gruyter Open, vol. 64(1), pages 1-27, May.
    6. Manuel Pedro Rodríguez Bolívar & Andrés Navarro Galera & Laura Alcaide Muñoz & María Deseada López Subires, 2016. "Analyzing Forces to the Financial Contribution of Local Governments to Sustainable Development," Sustainability, MDPI, Open Access Journal, vol. 8(9), pages 1-18, September.

  3. 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. Hernández-Bastida, Agustin & Fernández-Sánchez, Mª Pilar & Gómez-Déniz, Emilio, 2011. "A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 29, pages 395(18.)-39, Abril.
    2. 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.
    3. 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, pages 2021-2034.
    4. 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.

  4. Gomez-Deniz, E. & Hernandez-Bastida, A. & Vazquez-Polo, F. J., 1999. "The Esscher premium principle in risk theory: a Bayesian sensitivity study," Insurance: Mathematics and Economics, Elsevier, vol. 25(3), pages 387-395, December.

    Cited by:

    1. Gómez Déniz, E. & Pérez Sánchez, J. M., 2001. "Fijación de primas de seguros bajo técnicas de robustez bayesiana," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 19, pages 5-20, Diciembre.
    2. .Fernández Huerga, E., 2004. "Causas de la utilización del empleo temporal y la subcontratación: Análisis empírico de las industrias extractivas en León," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 371(30á)-37, Agosto.
    3. Migon, Helio S. & Moura, Fernando A.S., 2005. "Hierarchical Bayesian collective risk model: an application to health insurance," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 119-135, April.

  5. Cano Sanchez, J.A. & Hernandez Bastida, A. & Moreno Bas, E., 1987. "A note on maximized likelihood sets," European Journal of Operational Research, Elsevier, vol. 32(2), pages 291-293, November.

    Cited by:

    1. José Bernardo, 2005. "Intrinsic credible regions: An objective Bayesian approach to interval estimation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(2), pages 317-384, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Hernández-Bastida Agustín should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.