Optimal reinsurance of dependent risks
A. Moura and M. L. Centeno
REVSTAT Statistical Journal, to appear (2020).
Ratemaking of Dependent Risks
J. Andrade e Silva and M. L. Centeno
ASTIN Bulletin, to appear (2017).
Tariff Systems for Fleets of Vehicles: a Study on the Portfolio of Fidelidade
T. Fardilha, M. L. Centeno and R. Esteves
European Actuarial Journal 6, nº2, 331-349 (2016).
Are quantile risk measures suitable for risk-transfer decisions?
M. Guerra and M. L. Centeno
Insurance: Mathematics and Economics 50, 446-461 (2012).
Optimal reinsurance for variance related premium calculation principles
M. Guerra and M. L. Centeno
ASTIN Bulletin 40, 63-87 (2010).
The optimal reinsurance strategy - the individual claim case
M. L. Centeno and M. Guerra
Insurance: Mathematics and Economics 46, 450-460 (2010).
Optimal reinsurance
M. L. Centeno and O. Simões
Revista de la Real Academia de Ciencias; Serie A: Matemáticas 103, 387-405 (2009).
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
M. Guerra and M. L. Centeno
Insurance: Mathematics and Economics 42, 529-539 (2008).
A note on bonus scales
J. Andrade e Silva and M. L. Centeno
Journal of Risk and Insurance 72, 601-607 (2005).
Applying the proportional hazard premium calculation principle
M. L. Centeno and J. Andrade e Silva
ASTIN Bulletin 35, 409-425 (2005).
Dependent risks and excess of loss reinsurance
M. L. Centeno
Insurance: Mathematics and Economics 37, 229-238 (2005).
Bootstrap methodology in claim reserving
P. J. Pinheiro, J. Andrade e Silva and M. L. Centeno
Journal of Risk and Insurance 70, 701-714 (2003).
Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model
M. L. Centeno
Insurance: Mathematics and Economics 31, 415-427 (2002).
Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model
M. L. Centeno
Insurance: Mathematics and Economics 30, 37-50 (2002).
Optimal bonus scales under path-dependent bonus rules
M. L. Centeno and J. Andrade e Silva
Scandinavian Actuarial Journal 2002, 129136 (2002).
Bonus systems in an open portfolio
M. L. Centeno and J. Andrade e Silva
Insurance: Mathematics and Economics 28, 341-350 (2001).
Comparing risk adjusted premiums from the reinsurance point of view
J. Andrade e Silva and M. L. Centeno
ASTIN Bulletin 28, 221-239 (1998).
Excess of loss reinsurance and the probability of ruin in finite horizon
M. L. Centeno
ASTIN Bulletin 27, 59-70 (1997).
The effect of the retention limit on the risk reserve
M. L. Centeno
ASTIN Bulletin 25, 67-74 (1995).
An insight into the excess of loss retention limit
M. L. Centeno
Scandinavian Actuarial Journal, 97-102 (1991).
Combining quota-share and excess of loss treaties on the reinsurance of n independent risks
M. L. Centeno and O. Simões
ASTIN Bulletin 21, 41-55 (1991).
The Buhlmann-Straub model with the premium calculated according to the variance principle
M. L. Centeno
Insurance: Mathematics and Economics 8, 3-10 (1989).
Measuring the effects of reinsurance by the adjustment coefficient
M. L. Centeno
Insurance: Mathematics and Economics 5, 169-182 (1986).
On combining quota-share and excess of loss
M. L. Centeno
ASTIN Bulletin 15, 49-63 (1985).
Applying credibility theory to solvency
M. L. Centeno and J. Andrade e Silva
Bulletin de l'Association Royale des Actuaires Belges 88, (1995).
Sistemas de Bonus-Malus: Uma análise crítica da proposta do ISP
J. Andrade e Silva and M. L. Centeno
Boletim do Instituto dos Actuários Portugueses 32, 5-25 (1991).
Teoria do risco na actividade seguradora
M. L. Centeno
Celta Editora - Colecção Económicas, Oeiras, (2003).
Reinsurance
O. Simões and M. L. Centeno
in Encyclopedia of Quantitative Risk Assessment and Analysis, Eds. Melnick and Everitt, Jonh Wiley & Sons, 1425-1429 (2008).
Retention and reinsurance programmes
M. L. Centeno
in Encyclopedia of Actuarial Science, Wiley 3, 1443-1452 (2004).
The expected utility applied to reinsurance
M. L. Centeno
in Risk, Decision and Rationality, Ed. Munier, Reidel, 679-689 (1988).
Some mathematical aspects of combining proportional and non-proportional reinsurance
M. L. Centeno
in Insurance and Risk Theory, Eds. Goovaerts, de Vylder and Haezendonck, Reidel, 247-266 (1986).
Reserving in Portugal
M. L. Centeno
in Reserving and Solvency in Insurance in the EC, Eds. Wolthuis and Goovaerts, Caire, 213-224 (1993).
Generalised linear models under constraints
M. L. Centeno and J. Andrade e Silva
Actas da 3ª Conferência do Cemapre, 491-499 (1991).
Optimal per claim reinsurance for dependent risks
M. Guerra and M. L. Centeno
preprint (2010).
Optimal trading under coherent comonotonic risk measures
M. Guerra and M. L. Centeno
preprint (2010).