21
TITLE: Are quantile risk measures suitable for risk-transfer decisions?
AUTHORS: Guerra, M ; Centeno, ML ;
PUBLISHED: 2012, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 50, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef Handle
22
TITLE: Optimal Reinsurance for Variance Related Premium Calculation Principles
AUTHORS: Manuel GUERRA ; Maria de Lourdes CENTENO;
PUBLISHED: 2010, SOURCE: ASTIN Bulletin, VOLUME: 40, ISSUE: 1
INDEXED IN: CrossRef
23
TITLE: OPTIMAL REINSURANCE FOR VARIANCE RELATED PREMIUM CALCULATION PRINCIPLES
AUTHORS: Manuel Guerra ; Maria de Lourdes Centeno ;
PUBLISHED: 2010, SOURCE: ASTIN BULLETIN, VOLUME: 40, ISSUE: 1
INDEXED IN: Scopus WOS
24
TITLE: The optimal reinsurance strategy - the individual claim case
AUTHORS: Centeno, ML ; Guerra, M ;
PUBLISHED: 2010, SOURCE: INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 46, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef Handle
25
TITLE: Generalized solutions for singular optimal control problems  Full Text
AUTHORS: Guerra, M ;
PUBLISHED: 2009, SOURCE: Journal of Mathematical Sciences, VOLUME: 156, ISSUE: 3
INDEXED IN: Scopus CrossRef
26
TITLE: Measuring singularity of generalized minimizers for control-affine problems  Full Text
AUTHORS: Manuel Guerra ; Andrey Sarychev;
PUBLISHED: 2009, SOURCE: JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS, VOLUME: 15, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
27
TITLE: Existence and Lipschitzian Regularity for Relaxed Minimizers  Full Text
AUTHORS: Manuel Guerra ; Andrey Sarychev;
PUBLISHED: 2008, SOURCE: Workshop on Mathematical Control Theory and Finance in MATHEMATICAL CONTROL THEORY AND FINANCE
INDEXED IN: Scopus WOS CrossRef
28
TITLE: Generalized synthesis for singular nonlinear optimal control problems  Full Text
AUTHORS: Guerra, M ;
PUBLISHED: 2008, SOURCE: AUTOMATION AND REMOTE CONTROL, VOLUME: 69, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
29
TITLE: Mathematical control theory and finance  Full Text
AUTHORS: Sarychev, A; Shiryaev, A; Guerra, M ; Do Rosario Grossinho, M ;
PUBLISHED: 2008, SOURCE: Mathematical Control Theory and Finance
INDEXED IN: Scopus CrossRef Openlibrary Handle
30
TITLE: Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria  Full Text
AUTHORS: Guerra, M ; Centeno, MD ;
PUBLISHED: 2008, SOURCE: 10th International Congress on Insurance - Mathematics and Economics in INSURANCE MATHEMATICS & ECONOMICS, VOLUME: 42, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
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