Guillermo Franco

According to our database, Guillermo Franco authored at least 10 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

A Hybrid Machine Learning Framework for Predicting Hurricane Losses in Parametric Insurance with Highly Imbalanced Data.

Yangchongyi Men, Roberto Guidotti, Javier A. Cuartas-Micieces, Angel A. Juan, Guillermo Franco, Patricia Carracedo, Laura Lemke-Verderame

Algorithms, 2025

Sensitivity of Ground Motion Index Parametric Solutions to Polynomial Order and Data Splitting.

Roberto Guidotti, Xabier A. Martin, Elnaz Ghorbani, Guillermo Franco

Proceedings of the Decision Sciences, 2025

Loss Capture Ratio: A Metric to Measure Basis Risk in Parametric Insurance Transactions.

Guillermo Franco, Roberto Guidotti

Proceedings of the Decision Sciences, 2025

Exploring Different Parameters in the Design of Cat-in-a-Grid Tropical Cyclone Parametric Solutions.

Marc Escoto, Wenwen Chen, Roberto Guidotti, Laura Lemke-Verderame, Guillermo Franco

Proceedings of the Decision Sciences, 2025

2024

Optimal Design of Cat-in-a-Circle Solutions for Tropical Cyclone Parametric Risk Transfer.

Laura Lemke-Verderame, Roberto Guidotti, Guillermo Franco

Proceedings of the Decision Sciences, 2024

Spatial Interpolation Model With Covariates Using Thin Plate Splines.

David Hervas, Patricia Carracedo, Guillermo Franco

Proceedings of the Decision Sciences, 2024

2020

A biased-randomized algorithm for optimizing efficiency in parametric earthquake (Re) insurance solutions.

Christopher Bayliss, Roberto Guidotti, Alejandro Estrada-Moreno, Guillermo Franco, Angel A. Juan

Comput. Oper. Res., 2020

2019

Combining Simulation with a Biased-Randomized Heuristic to Develop Parametric Bonds for Insurance Coverage against Earthquakes.

Christopher Bayliss, Angel A. Juan, Guillermo Franco, Roberto Guidotti, Alejandro Estrada-Moreno

Proceedings of the 2019 Winter Simulation Conference, 2019

2016

Minimizing Trigger Error in Parametric Earthquake Catastrophe Bonds via Statistical Approaches.

Jésica de Armas, Laura Calvet, Guillermo Franco, Madeleine Lopeman, Angel A. Juan

Proceedings of the Modeling and Simulation in Engineering, Economics and Management, 2016

2012

Optimal selection of simulated years of catastrophe activity for improved efficiency in insurance risk management.

Guillermo Franco

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012