| 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 | 87 | 2007 |
| 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 | 36 | 2018 |
| 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 | 34 | 2002 |
| Matemática de los seguros de vida JA Gil Fana, A Antonio, JL Vilar Zanón Matemática de los seguros de vida, 1999 | 32 | 1999 |
| 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 | 22 | 2004 |
| Arithmetization of distributions and linear goal programming JL Vilar Insurance: Mathematics and Economics 27 (1), 113-122, 2000 | 19 | 2000 |
| Problemas de Álgebra lineal para la economía A Heras, JLV Zanón AC, 1988 | 15 | 1988 |
| 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 | 12 | 2003 |
| Predicción de insolvencias con el método Rough Set MJ Segovia Vargas, JA Gil Fana, AJ Heras Martínez, JL Vilar Zanón Facultad de Ciencias Económicas y Empresariales. Decanato, 2003 | 12 | 2003 |
| 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 | 12 | 2002 |
| 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 | 11 | 2007 |
| Conditional tail expectation and premium calculation A Heras, B Balbas, JL Vilar ASTIN Bulletin: The Journal of the IAA 42 (1), 325-342, 2012 | 10 | 2012 |
| Using Rough Sets to predict insolvency of Spanish non-life insurance companies MJ Segovia Vargas, JA Gil Fana, AJ Heras Martínez, JL Vilar Zanón, ... Facultad de Ciencias Económicas y Empresariales. Decanato, 2003 | 8 | 2003 |
| Bayesian and credibility estimation for the chain ladder reserving method JR Sanchez, JL Vilar Anales del Istituto de Actuarios Españoles 17, 51-74, 2011 | 7 | 2011 |
| 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 | 6 | 2003 |
| 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 | 5 | 2020 |
| 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 | 5 | 2003 |
| 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 | 4 | 2023 |
| Online product returns risk assessment and management JL Vilar-Zanón, E Vilar, A Heras Top 25, 445-466, 2017 | 4 | 2017 |
| Matemática actuarial vida JA Gil, A Heras, JL Vilar Madrid, MAPFRE, 1999 | 4 | 1999 |
