Ana C. Cebrián
University of Zaragoza
29 Papers
34 Citations
Ana C. Cebrián is an academic researcher from University of Zaragoza. The author has contributed to research in topics: Poisson distribution & Computer science. The author has an hindex of 9, co-authored 23 publications.
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Papers
Generalized Pareto Fit to the Society Of Actuaries Large Claims Database
TL;DR: In this article, a statistical modeling strategy based on extreme value theory was proposed to describe the behavior of an insurance portfolio, with particular emphasis on large claims, using the 1991-92 group medical claims database maintained by the Society of Actuaries.
114
Trend analysis of water quality series based on regression models with correlated errors
TL;DR: In this article, the authors proposed a methodology for characterizing the time evolution of water quality time series taking into consideration the inherent problems that often appear in this type of data such as non-linear trends, series having missing data, outliers, irregular measurement patterns, seasonal behavior, and serial correlation.
55
Analysis of bivariate tail dependence using extreme value copulas: An application to the SOA medical large claims database
Ana C. Cebrián,Michel Denuit,Philippe Lambert +2 more
- 01 Jan 2003
TL;DR: A procedure to select and estimate the copula based on a parametric estimation of the dependence function is proposed and an application to the evaluation of reinsurance premiums is performed in group medical insurance.
42
Modelling the occurrence of heat waves in maximum and minimum temperatures over Spain and projections for the period 2031-60
TL;DR: In this paper, the occurrence of extreme heat events in maximum and minimum daily temperatures is modelled using a non-homogeneous common Poisson shock process, applied to five Spanish locations, representative of the most common climates over the Iberian Peninsula.
20
Drought Analysis Based on a Marked Cluster Poisson Model
Ana C. Cebrián,Jesús Abaurrea +1 more
TL;DR: In this article, an operational definition of drought events based on an "excess over threshold" approach applied on rainfall series and a stochastic model for describing droughts defined in that way is presented.
20