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Position at University
Professor
at ISEG, TULisbon, (
Member of CEMAPRE
Contact Information
Telephone: + 351 21 3925 871
Fax: + 351 21 3922782
e-mail: lcenteno@iseg.utl.pt
Office: Quelhas 205
Postal
address: ISEG, Rua do Quelhas 6, 1200-871 Lisboa, Portugal
Research Interests
Reinsurance
Credibility
Theory
Bonus
Systems
Claim
Reserving
Research Publications
Guerra, M. and Centeno, M. L. (2008), Optimal reinsurance
policy: The adjustment coefficient and the expected utility criteria, Insurance:
Mathematics & Economics ,
42/2, pp. 529-539.
Centeno,
M. L. and Andrade e Silva J. M. (2005) Applying the
Proportional Hazard Premium Calculation Principle, ASTIN Bulletin, 35/2, pp.
409-425.
Centeno, M. L., (2005) Dependent
Risks and Excess of Loss Reinsurance, Insurance: Mathematics and
Economics, 37/2, pp. 229-238.
Andrade e Silva, J. M. and Centeno, M. L.,(2005) A Note on Bonus
Scales, The Journal of Risk and
Insurance, 72 (4), pp. 601-607.
Centeno, M.
L. (2004) Retention and reinsurance programmes. Encyclopedia of Actuarial Science. Wiley.
Centeno,
M. L. (2003) Teoria
do Risco na Actividade Seguradora. Celta Editora - Colecção Económicas.
Oeiras.
Pinheiro, P., Andrade e Silva, J. M. and
Centeno, M. L. (2003) Bootstrap Methodology
in Claim Reserving, The Journal of Risk and
Insurance, 70 (4), pp. 701-714.
Centeno, M. L. (2002) Excess of loss
reinsurance and Gerber's inequality in the Sparre
Andersen model , Insurance: Mathematics and Economics, 31, pp.
415-427
Centeno, M. L. (2002) Measuring the Effect of
Reinsurance by the Adjustment Coefficient in the Sparre
Andersen Model, Insurance: Mathematics and Economics, 30/1, pp.
37-50.
Centeno M. L., Andrade e Silva J. M.,
(2002) Optimal
bonus scales under path-dependent bonus rules, Scandinavian Actuarial
Journal.
Centeno M. L., Andrade e Silva J. M.
(2001) Bonus Systems
in an Open Portfolio, Insurance: Mathematics and Economics, 28/3,
pp 341-350.
Centeno, M. L. (1997) Excess of Loss
Reinsurance and the Probability of Ruin in Finite Horizon, ASTIN
Bulletin, 27, pp 59-70.
Centeno, M. L. (1995) The
Effect of the Retention Limit on the Risk Reserve, ASTIN Bulletin, 25,
pp 67-74.
Centeno, M. L. and
Andrade e Silva, J. (1995/6) Applying Credibility
Theory to Solvency, Buletin de l'Association Royale des Actuaires Belges, nº 88.
Centeno, M. L. (1993) Reserving in
Portugal, in Reserving and Solvency in insurance in the EC, pp. 213-224,
edited by H. Wolthuis and M.J.
Centeno, L. (1991) An
Insight into the Excess of Loss Retention Limit, Skandinavian
Actuarial Journal, pp 97-102.
Centeno,
L. and
Centeno, L. and Simões, O. (1991) Combining
Quota-Share and Excess of Loss Treaties on the Reinsurance of n Independent
Risks, ASTIN Bulletin, 21, pp 41-55.
Centeno, L. (1989) The Buhlmann-Straub
Model with the premium calculated according to the variance principle, Insurance:
Mathematics and Economics, 8, pp 3-10.
Centeno, M. L. (1988) The Expected
Utility Applied to Reinsurance, in Risk, Decision and Rationality, pp
679-689, edited by Bertrand R. Munier. D. Reidel Publishing Company,
Centeno, L. (1986) Measuring the Effects of
Reinsurance by the Adjustment Coefficient, Insurance: Mathematics and
Economics, 5, pp 169-182.
Centeno, L. (1986) Some Mathematical
Aspects of Combining Proportional and Non-Proportional Reinsurance'', in Insurance
and Risk Theory, pp 247-266, edited by M.
Centeno, L. (1985) On Combining
Quota-Share and Excess of Loss, ASTIN Bulletin, 15, pp 49-63.
Biographical Information
PhD, Heriot-Watt
University,
Diploma
in Mathematics, Faculty of Science,
Associate Editor of Insurance: Mathematics and Economics
Member of the Editorial Board of the ASTIN Bulletin
Editor of the Section on
Reinsurance of the Encyclopedia
of Actuarial Science
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Last Revised: March 2008