Measuring the impact of a bonus-malus system in finite and continuous time ruin probabilities for large portfolios in motor insurance
L. B. Afonso, R. M. R. Cardoso, A. D. Egídio dos Reis and G. R. Guerreiro
ASTIN Bulletin, (2017).
On shadowing and hyperbolicity for geodesic flows on surfaces
M. Bessa, J. Lopes Dias and M. J. Torres
Nonlinear Analysis: Theory, Methods & Applications 155, 250-263 (2017).
Indifference pricing in a market with transaction costs and jumps
N. Cantarutti, J. M. E. Guerra, M. Guerra and M. R. Grossinho
in STRIKE - Novel Methods in Computational Finance, Eds. M. Ehrhardt, M. Günther and E.J.W. ter Maten, Springer, 31-46 (2017).
Does Acute Myocardial Infarction kill more people on weekends? Analysis of in-hospital mortality rate of patients admitted during weekends in Portugal
F. Fiorentino, R. Ascenção and N. Rosati
Performance and predictive power of risk-neutral densities and subjective probability density functions
A. Santos and J. M. E. Guerra
preprint (2017). PDF