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William Guevara Alarcon

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Publications

4 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Guevara-Alarcon W., Albrecher H. ; Chowdhury P. (in press). On marine liability portfolio modeling. ASTIN Bulletin. Peer Reviewed


Arbenz P. , Guevara-Alarcón W. (2018). Piecewise Linear Approximation of Empirical Distributions under a Wasserstein Distance Constraint. Journal of Statistical Computation and Simulation, 88, 3193-3216. Peer Reviewed


Arbenz P. , Guevara-Alarcón W. (2016). Risk Measure Preserving Piecewise Linear Approximation of Empirical Distributions. European Actuarial Journal, 6, 113-148. Peer Reviewed


Thesis

Guevara Alarcón William Miguel (2019). Data Compression Algorithms, Marine Liability Modeling, and Hierarchical Risk Aggregation in Reinsurance. Université de Lausanne, Faculté des hautes études commerciales. Albrecher Hansjörg (Dir.)



 
 
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