A Simple Probabilistic Neural Model Producing Multimodal ISHs. - Paul M. Hofman; Francisco de Borja Rodríguez Ortiz; Juan A. Sigüenza; Vicente López 002; Santiago Carrillo-Menéndez (IWANN, 1995)

Robust quantification of the exposure to operational risk: Bringing economic sense to economic capital. - Santiago Carrillo-Menéndez; Alberto Suárez 001 (Comput. Oper. Res., 2012)

Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. - Lorenzo Hernández; Jorge Tejero; Alberto Suárez 001; Santiago Carrillo-Menéndez (Stat. Comput., 2014)