USABEL RODRIGO, MIGUEL ARTURO

category: Associate Professor

https://orcid.org/0000-0002-1341-4275

Positions

Academic Department : Business Administration
Institute : University Institute of Law and Economics (IUDEC)
Institute : Institute for the Development of Enterprises and Markets (INDEM)

Contact Info

usabel@emp.uc3m.es >> Other Contact Information

Co-author Network

Co-researcher Network

sample of publications

articles
- A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process. INSURANCE MATHEMATICS & ECONOMICS. 49:126-131. 2011
- The Gerber-Shiu Expected Discounted Penalty-Reward Function under an Affine Jump-Diffusion Model. Astin Bulletin-The Journal of the International Actuarial Association. 38:461-481. 2008

principal researcher on

ORGANIZACION SEMINARIO AGEINGNOMICS 2023 FUNDACION MAPFRE awarded by FUNDACION MAPFRE 2023
Cátedra de Investigación Actuarial awarded by FUNDACIÓN PRICEWATERHOUSECOOPERS 2008 - 2012
Desarrollo y Análisis de Experiencia de la Entidad: RGA Reinsurance Company awarded by RGA REINSURANCE COMPANY 2006

researcher on

Modelo de pricing avanzado de seguro de hogar en el perímetro de los datos de multiasistencia awarded by SERVICIOS COMPARTIDOS MULTIASISTENCIA, S.L. 2018 - 2019
La gestión del riesgo de crédito: valoración, cobertura y riesgo político awarded by MINISTERIO DE ECONOMÍA, COMERCIO Y EMPRESA 2013 - 2016

other activities

mobility
- ESTANCIA DEP MATHEMATICSAARHUS UNIVERSITY DENMARK (2013)
supervised theses
- Risk theory and optimal control of levy driven processes (2012)

category

Associate Professor

ORCID iD

https://orcid.org/0000-0002-1341-4275

Scopus ID

6602801676