Publications

2017

10 Articles in international journals with referee

A Simple Nonparametric Method to Estimate the Expected Time to Cross a Threshold
J. Nicolau
Statistics and Probability Letters 123, 146-152 (2017).

Assessing Nonlinear Dynamics of Central Bank Reaction Function: The case of Mozambique
G. N. Nhapulo and J. Nicolau
South African Journal of Economics 85, 28-51 (2017).

Hyperbolic polygonal billiards with finitely many ergodic SRB measures
G. Del Magno, J. Lopes Dias, P. Duarte and J. P. Gaivão
Ergodic Theory and Dynamical Systems, to appear (2017).

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 a quasilinear non-local Benney system
F. Oliveira
Journal of Hyperbolic Differential Equations 14, 135-156 (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).

Performance and predictive power of risk-neutral densities and subjective probability density functions
A. Santos, J. M. E. Guerra and T. Neves
International Review of Finance, to appear (2017).

Ratemaking of Dependent Risks
J. Andrade e Silva and M. L. Centeno
ASTIN Bulletin, to appear (2017).

Trade Potential Revisited: A Panel Data Analysis For Zimbabwe
I. Proença, E. Martinez- Gálan and M. P. Fontoura
Applied Econometrics and International Development 17, 113-130 (2017).

Why tourists spend extravagantly in Portugal: A binary logistic regression by quartiles
A. Correia, M. Kosac and F. F. Gonçalves
Tourism Planning & DEvelopment, to appear (2017).


1 Articles in national journals without referee

Breve Introdução à Análise Quantitativa do Risco
J. Nicolau
Cultivar 7, 21-31 (2017).


1 Chapters in international books with referee

Indifference pricing in a market with transaction costs and jumps
N. Cantarutti, J. M. E. Guerra, M. Guerra and M. R. Grossinho
Novel Methods in Computational Finance, Eds. M. Ehrhardt, M. Günther and E.J.W. ter Maten, Springer 25, 31-46 (2017).


4 Preprints

Asymptotic periodicity in outer billiards with contraction
J. P. Gaivão
preprint (2017). PDF

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
preprint (2017).

Econometric analysis of private medicines expenditure in Portugal - dealing with excess of zeros
M. Ines, F. Duarte Ramos and N. Rosati
preprint (2017).

Renormalization of Gevrey vector fields with a Brjuno type arithmetical condition
J. Lopes Dias and J. P. Gaivão
preprint (2017). PDF