Jose garrido

About

Dr. José Garrido is Distinguished Professor Emeritus at the Department of Mathematics and Statistics of Concordia University, in Montreal, Canada. He retired in 2021 after 35 years of service. Prof. Garrido received his PhD in 1987 from the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. His research interests are in Actuarial Science, Risk Theory, Statistical Learning in Insurance, Risk Measures, Climate Risk, Credibility Theory. Prof. Garrido has written more than 50 articles in international refereed journals and conference proceedings. He is Associate Editor of several journals, including Insurance: Mathematics and Economics and the North American Actuarial Journal, as well as an Editor of the European Actuarial Journal and of Risks. The list of the many service roles he has played over the years includes President of the Actuarial Section of the Statistical Society of Canada and Chair of the Academic Research Committee of the Canadian Institute of Actuaries. He is active in graduate education, having supervised over 50 graduate and post-doctoral students.

Work

Concordia University
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Distinguished Professor Emeritus

Canada

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Concordia University
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Professor Emeritus

Canada

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Concordia University
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Professor

Canada

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Concordia University
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Associate Professor

Canada

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Concordia University
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Assistant Professor

Canada

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Concordia University
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Lecturer

Canada

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Education

University of Waterloo
Canada

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PhD

Université Catholique de Louvain
Belgium

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Diplôme Spécial en Statistiques

Université de Montreal
Canada

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BSc

Publications

Measuring climate change from an actuarial perspective: A survey of insurance applications

Published by

Global Policy

Summary

journal-article

LSTM-Based Coherent Mortality Forecasting for Developing Countries

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Risks

Summary

journal-article

LSTM-Based Coherent Mortality Forecasting for Developing Countries

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Risks

Summary

journal-article

The definition of a French actuarial climate index; one more step towards a European index

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Unpublished

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preprint

On the definition of an actuarial climate index for the Iberian peninsula

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Anales del Instituto de Actuarios Españoles

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journal-article

On the definition of an actuarial climate index for the Iberian Peninsula

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Unpublished

Summary

preprint

Bayesian risk loadings for uncertain exposures

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Unpublished

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preprint

Optimal Dividend Strategy Under Parisian Ruin with Affine Penalty

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Methodology and Computing in Applied Probability

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journal-article

Epidemic Compartmental Models and Their Insurance Applications

Published by

Pandemics: Insurance and Social Protection

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book-chapter

Good deal indices in asset pricing: actuarial and financial implications

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International Transactions in Operational Research

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journal-article

Bayesian credibility for GLMs

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Insurance: Mathematics and Economics

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journal-article

On fair reinsurance premiums; Capital injections in a perturbed risk model

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Insurance: Mathematics and Economics

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journal-article

Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums

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Risks

Summary

journal-article

Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums

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Risks

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journal-article

Generalized linear models for dependent claims frequency and severity

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journal-article

Generalized linear models for dependent frequency and severity of insurance claims

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Insurance: Mathematics and Economics

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journal-article

The Distribution of Discounted Compound PH–Renewal Processes

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Methodology and Computing in Applied Probability

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journal-article

Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014

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Actuarial Sciences and Quantitative Finance: ICASQF, Bogotá, Colombia, June 2014

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book

Generalised linear models for aggregate claims: to Tweedie or not?

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European Actuarial Journal

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journal-article

Special Issue on Risk Management Techniques for Catastrophic and Heavy-Tailed Risks

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Risks

Summary

journal-article

Hedging of defaultable claims in a structural model using a locally risk-minimizing approach

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Stochastic Processes and their Applications

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journal-article

Hedging of defaultable claims in a structural model using a locally risk-minimizing approach

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Stochastic Processes and their Applications

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journal-article

Measuring risk when expected losses are unbounded

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Risks

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journal-article

Preface

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Springer Proceedings in Mathematics and Statistics

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conference-paper

Measuring Risk When Expected Losses Are Unbounded

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Risks

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journal-article

Actuarial applications of epidemiological models

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North American Actuarial Journal

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journal-article

Discussion of 'risk modelling with the mixed Erlang distribution' by Gordon E. Willmot and X. Sheldon Lin

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Applied Stochastic Models in Business and Industry

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journal-article

Discussion of 'Risk Modelling with the Mixed Erlang Distribution' by Gordon E. Willmot and X. Sheldon Lin

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Applied Stochastic Models in Business and Industry

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journal-article

Moment generating functions of compound renewal sums with discounted claims

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Scandinavian Actuarial Journal

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journal-article

Editorial for the special issue on Gerber-Shiu functions

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Insurance: Mathematics and Economics

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journal-article

Editorial for the special issue on Gerber-Shiu functions

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Insurance Mathematics & Economics

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journal-article

Extending pricing rules with general risk functions

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European Journal of Operational Research

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journal-article

Moment generating functions of compound renewal sums with discounted claims

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Scandinavian Actuarial Journal

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journal-article

Properties of distortion risk measures

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Methodology and Computing in Applied Probability

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journal-article

A review of discrete-time risk models | Una revista de modelos de riesgo en tiempo discreto

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Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas

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journal-article

Fourier inversion formulas in option pricing and insurance

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Methodology and Computing in Applied Probability

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journal-article

Fourier Inversion Formulas in Option Pricing and Insurance

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Methodology and Computing in Applied Probability

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journal-article

Full credibility with generalized linear and mixed models

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ASTIN Bulletin

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journal-article

Properties of Distortion Risk Measures

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Methodology and Computing in Applied Probability

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journal-article

Recent advances in actuarial and financial mathematics Preface

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Revista De La Real Academia De Ciencias Exactas Fisicas Y Naturales Serie a-Matematicas

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journal-article

On the expected discounted penalty function for lévy risk processes

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North American Actuarial Journal

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journal-article

Regime-switching periodic models for claim counts

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North American Actuarial Journal

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journal-article

Ruin Probabilities for Two Classes of Risk Processes

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ASTIN Bulletin

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journal-article

Doubly periodic non-homogeneous Poisson models for hurricane data

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Statistical Methodology

Summary

journal-article

On a general class of renewal risk process: Analysis of the Gerber-Shiu function

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Advances in Applied Probability

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journal-article

On a general class of renewal risk process: Analysis of the Gerber-Shiu function

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Advances in Applied Probability

Summary

journal-article

Ruin probabilities for two classes of risk processes

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ASTIN BULLETIN

Summary

journal-article

On a class of renewal risk models with a constant dividend barrier

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Insurance: Mathematics and Economics

Summary

journal-article

On a class of renewal risk models with a constant dividend barrier

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INSURANCE MATHEMATICS & ECONOMICS

Summary

journal-article

On ruin for the Erlang(n) risk process

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Insurance: Mathematics and Economics

Summary

journal-article

On ruin for the Erlang(n) risk process

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INSURANCE MATHEMATICS & ECONOMICS

Summary

journal-article

Moments of compound renewal sums with discounted claims

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Insurance: Mathematics and Economics

Summary

journal-article

Compound counting processes in a periodic random environment

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Journal of Statistical Research

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journal-article

On robust estimation in Bühlmann-Straub’s credibility model

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Journal of Statistical Research

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journal-article

Two-sided bounds for tails of compound negative binomial distributions in the exponential and heavy-tailed cases

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Scandinavian Actuarial Journal

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journal-article

A unified approach to the study of tail probabilities of compound distributions

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Journal of Applied Probability

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journal-article

Two-sided bounds for ruin probabilities when the adjustment coefficient does not exist

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Scandinavian Actuarial Journal

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journal-article

Aging properties and bounds for ruin probabilities and stop-loss premiums

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Insurance: Mathematics and Economics

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journal-article

On the computation of aggregate claims distributions: Some new approximations

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Insurance: Mathematics and Economics

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journal-article

Robust credibility with the Kalman filter

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Carlos III of Madrid Working Papers, Statistics and Econometrics

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report

Minimum Quadratic Distance Estimation for a Parametric Family of Discrete Distributions Defined Recursively

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Australian Journal of Statistics

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journal-article

MINIMUM QUADRATIC DISTANCE ESTIMATION FOR A PARAMETRIC FAMILY OF DISCRETE DISTRIBUTIONS DEFINED RECURSIVELY

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Australian Journal of Statistics

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journal-article

Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate

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Statistics and Probability Letters

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journal-article

Estimación no paramétrica por distancias mínimo-cuadráticas para el modelo de regresión lineal múltiple

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Cuadernos Aragoneses de Economía

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journal-article

Stochastic differential equations for compounded risk reserves

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Insurance Mathematics and Economics

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journal-article

Diffusion premiums for claim severities subject to inflation

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Insurance Mathematics and Economics

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journal-article

Weak convergence of risk processes

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Proceedings of the NATO ASI Series (Series C: Mathematical and Physical Sciences), vol 171, pp.349-360, Springer, Dordrecht

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conference-paper

Bornes pour espérances sous des contraintes d’égalité

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Bulletin de l’Association Royale des Actuaires Belges

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journal-article

Jose garrido