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JOSE LUIS VILAR ZANON
JOSE LUIS VILAR ZANON
Department of Financial and Actuarial Economics & Statistics Universidad Complutense de Madrid
Verified email at ucm.es
Title
Cited by
Cited by
Year
Rough Sets and the role of the monetary policy in financial stability (macroeconomic problem) and the prediction of insolvency in insurance sector (microeconomic problem)
A Sanchis, MJ Segovia, JA Gil, A Heras, JL Vilar
European Journal of Operational Research 181 (3), 1554-1573, 2007
872007
An application of two-stage quantile regression to insurance ratemaking
A Heras, I Moreno, JL Vilar-Zanón
Scandinavian Actuarial Journal 2018 (9), 753-769, 2018
342018
Asymptotic fairness of Bonus-Malus Systems and optimal scales of premiums
A Heras, JL Vilar, JA Gil
The Geneva Papers on Risk and Insurance Theory 27, 61-82, 2002
312002
Matemática de los seguros de vida
JA Gil Fana, A Antonio, JL Vilar Zanón
Matemática de los seguros de vida, 1999
311999
El Padre Manuel Barbado y su" Introduccion a la Psiologia Experimental."
JL Zanon, H Carpintero
Revista de Historia de la Psicología, 1981
251981
An application of linear programming to Bonus Malus system design
A Heras, JA Gil, P García-Pineda, JL Vilar
ASTIN Bulletin: The Journal of the IAA 34 (2), 435-456, 2004
192004
Arithmetization of distributions and linear goal programming
JL Vilar
Insurance: Mathematics and Economics 27 (1), 113-122, 2000
182000
Problemas de Álgebra lineal para la economía
A Heras, JLV Zanón
AC, 1988
151988
La metodología rough set frente al análisis discriminante en la predicción de insolvencias en empresas aseguradoras
MJ Segovia Vargas, JA Gil Fana, JL Vilar Zanón, AJ Heras Martínez
Anales del Instituto de Actuarios Españoles 9, 153-180, 2003
132003
Predicción de insolvencias con el método Rough Set
Universidad Complutense. Madrid, MJS Vargas
Universidad Complutense, 2003
132003
On Pareto conjugate priors and their application to large claims reinsurance premium calculation
JL Vilar-Zanón, C Lozano-Colomer
ASTIN Bulletin: The Journal of the IAA 37 (2), 405-428, 2007
112007
Using Rough Sets to predict insolvency of Spanish non-life insurance companies
MJ Segovia, JA Gil, A Heras, JL Vilar, A Sanchis
Proceedings of Sixth International Congress on Insurance: Mathematics and …, 2002
112002
Conditional tail expectation and premium calculation
A Heras, B Balbas, JL Vilar
ASTIN Bulletin: The Journal of the IAA 42 (1), 325-342, 2012
102012
Using Rough Sets to predict insolvency of Spanish non-life insurance companies
MJ Segovia-Vargas, JA Gil-Fana, A Heras-Martínez, JL Vilar-Zanón, ...
Documentos de trabajo de la facultad deficiencias económicas y empresariales, 2003
82003
Bayesian and credibility estimation for the chain ladder reserving method
JR Sanchez, JL Vilar
Anales del Istituto de Actuarios Españoles 17, 51-74, 2011
72011
La metodología Rough Set frente al Análisis Discriminante en los problemas de clasificación multiatributo
MJ Segovia, JA Gil, A Heras, JL Vilar
XI Jornadas ASEPUMA, Oviedo, Spain, 2003
62003
An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance
JL Vilar-Zanón, A Heras, E de Frutos
European Actuarial Journal, 1-15, 2020
52020
La metodología Rough Set frente al Análisis Discriminante en los problemas de clasificación multiatributo
MJ SEGOVIA VARGAS, JA Gil Fana, A Heras Martínez, JL Vilar Zanón
Departamento de Economía Financiera y Contabilidad I, Facultad de C …, 2003
52003
On the definition of an actuarial climate index for the Iberian peninsula
N Zhou, JL Vilar-Zanón, J Garrido, AJH Martínez
Anales del Instituto de Actuarios Españoles, 37-59, 2023
42023
Online product returns risk assessment and management
JL Vilar-Zanón, E Vilar, A Heras
Top 25, 445-466, 2017
42017
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Articles 1–20