| On ruin for the Erlang (n) risk process S Li, J Garrido Insurance: Mathematics and Economics 34 (3), 391-408, 2004 | 348 | 2004 |
| Generalized linear models for dependent frequency and severity of insurance claims J Garrido, C Genest, J Schulz Insurance: Mathematics and Economics 70, 205-215, 2016 | 174 | 2016 |
| On a class of renewal risk models with a constant dividend barrier S Li, J Garrido Insurance: Mathematics and Economics 35 (3), 691-701, 2004 | 169 | 2004 |
| Properties of distortion risk measures A Balbás, J Garrido, S Mayoral Methodology and Computing in Applied Probability 11 (3), 385-399, 2009 | 158 | 2009 |
| On a general class of renewal risk process: analysis of the Gerber-Shiu function S Li, J Garrido Advances in Applied probability 37 (3), 836-856, 2005 | 132 | 2005 |
| On the expected discounted penalty function for Lévy risk processes J Garrido, M Morales North American Actuarial Journal 10 (4), 196-216, 2006 | 97 | 2006 |
| Moments of compound renewal sums with discounted claims G Léveillé, J Garrido Insurance: Mathematics and Economics 28 (2), 217-231, 2001 | 86 | 2001 |
| The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion S Li, J Garrido* Scandinavian Actuarial Journal 2005 (3), 161-186, 2005 | 85 | 2005 |
| A review of discrete-time risk models S Li, Y Lu, J Garrido Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales 103 (2 …, 2009 | 79 | 2009 |
| Recursive moments of compound renewal sums with discounted claims G Léveillé, J Garrido Scandinavian Actuarial Journal 2001 (2), 98-110, 2001 | 79 | 2001 |
| Actuarial applications of epidemiological models R Feng, J Garrido North American Actuarial Journal 15 (1), 112-136, 2011 | 63 | 2011 |
| Moment generating functions of compound renewal sums with discounted claims G Léveillé, J Garrido, Y Fang Wang Scandinavian Actuarial Journal 2010 (3), 165-184, 2010 | 60 | 2010 |
| Doubly periodic non-homogeneous Poisson models for hurricane data Y Lu, J Garrido Statistical Methodology 2 (1), 17-35, 2005 | 58 | 2005 |
| Generalised linear models for aggregate claims: to Tweedie or not? OA Quijano Xacur, J Garrido European Actuarial Journal 5 (1), 181-202, 2015 | 54 | 2015 |
| Fourier inversion formulas in option pricing and insurance D Dufresne, J Garrido, M Morales Methodology and Computing in Applied Probability 11, 359-383, 2009 | 53 | 2009 |
| Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist J Cai, J Garrido Scandinavian Actuarial Journal 1999 (1), 80-92, 1999 | 52 | 1999 |
| Ruin probabilities for two classes of risk processes S Li, J Garrido ASTIN Bulletin: The Journal of the IAA 35 (1), 61-77, 2005 | 48 | 2005 |
| Aging properties and bounds for ruin probabilities and stop-loss premiums J Cai, J Garrido Insurance: Mathematics and Economics 23 (1), 33-43, 1998 | 42 | 1998 |
| On the time value of ruin in the discrete time risk model S Li, J Garrido Nº.: Workings Paper. Bussiness Economics 2002-12, 2002 | 36 | 2002 |
| Extending pricing rules with general risk functions A Balbás, R Balbás, J Garrido European Journal of Operational Research 201 (1), 23-33, 2010 | 34 | 2010 |
Shuanming LiUniversity of Melbourne確認したメール アドレス: unimelb.edu.au
