Santiago Carrillo-Menéndez

Publication Activity (10 Years)

Years Active: 1995-2014
Publications (10 Years): 0

Top Topics

Operational Risk

Conditional Independence

Random Variables

Top Venues

Comput. Oper. Res.

Publications

Lorenzo Hernández, Jorge Tejero, Alberto Suárez, Santiago Carrillo-Menéndez
Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. Stat. Comput. 24 (3) (2014)
Santiago Carrillo-Menéndez, Alberto Suárez
Robust quantification of the exposure to operational risk: Bringing economic sense to economic capital. Comput. Oper. Res. 39 (4) (2012)
Paul M. Hofman, Francisco de Borja Rodríguez Ortiz, Juan A. Sigüenza, Vicente López, Santiago Carrillo-Menéndez
A Simple Probabilistic Neural Model Producing Multimodal ISHs. IWANN (1995)