Objective Bayesian meta-analysis for sparse discrete data von Moreno, E., Vázquez-Polo, F.J., Negrín, M.A.

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Generalising Exponential Distributions Using an Extended Marshall-Olkin Procedure von Garcia, Victoriano, Martel-Escobar, Maria, Vazquez-Polo, F. J.

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A new skew generalization of the normal distribution: Properties and applications von GARCIA, V. J, GOMEZ-DENIZ, E, VAZQUEZ-POLO, F. J

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Optimal healthcare decisions: Comparing medical treatments on a cost-effectiveness basis von Moreno, Elías, Girón, F.J., Vázquez-Polo, F.J., Negrı´n, M.A.

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An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model von Hernández, A., Pilar Fernández, M., Martel, M., Vázquez-Polo, F.J.

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Complementary information for skewness measures von García, V. J., Martel, M., Vázquez-Polo, F.J.

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Cost-effectiveness analysis for heterogeneous samples von Moreno, E., Girón, F.J., Vázquez–Polo, F.J.

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Optimal healthcare decisions: The importance of the covariates in cost–effectiveness analysis von Moreno, Elías, Girón, F.J., Vázquez-Polo, F.J., Negrín, M.A.

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On the independence between risk profiles in the compound collective risk actuarial model von Martel-Escobar, M., Hernández-Bastida, A., Vázquez-Polo, F.J.

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Optimal treatments in cost-effectiveness analysis in the presence of covariates: Improving patient subgroup definition von Moreno, E., Girón, F.J., Martínez, M.L., Vázquez-Polo, F.J., Negrín, M.A.

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On the use of posterior regret [Gamma]-minimax actions to obtain credibility premiums von Gomez-Deniz, E, Perez-Sanchez, José M, Vazquez-Polo, F.J

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Measuring sensitivity in a bonus–malus system von Hernandez, A, Gomez, E, Perez, J. M, Vazquez-Polo, F. J

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On the use of posterior regret Γ -minimax actions to obtain credibility premiums von Gómez-Déniz, E., Pérez-Sánchez, J.M., Vázquez-Polo, F.J.

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The Esscher premium principle in risk theory: a Bayesian sensitivity study von Gómez-Déniz, E., Hernández-Bastida, A., Vázquez-Polo, F.J.

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Modelling dependence between risk profiles through the Farlie-Gumbel-Morgenstern family in the compound Poisson-Lindley risk model von Martel, M, Hernández, A, F.J. Vázquez Polo

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Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model von Gómez-Déniz, E., Hernández-Bastida, A., Vázquez-Polo, F.J.

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Robust Bayesian Premium Principles in Actuarial Science von Deniz, E. G., Vazquez Polo, F. J., Bastida, A. H.

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A note on mixture prior distributions with applications inactuarial statistic von E. Gómez Déniz, F.J. Vázquez Polo, J. M. Pérez Sánchez

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Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies von Fernández, Carmen, León, Carmelo J, Steel, Mark F.J, Vázquez-Polo, Francisco José

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