Faustino Prieto is currently an Associate Professor of Quantitative Methods in Business and Economics in the Department of Economics at the University of Cantabria, Spain. He has over 15 years' experience in the Information and Communication Technology (ICT) Industry. He holds a Ph.D in Economics from University of Cantabria, a Master of Business Administration (MBA) from ICADE (Comillas Pontifical University) and a Master in Telecommunications Engineering from Technical University of Madrid. His research interests include: applied mathematics, networks, and complex systems. He has published his recent research work in journals such as Accident Analysis & Prevention, ASTIN Bulletin, Communications in Nonlinear Science and Numerical Simulation, Insurance: Mathematics and Economics, International Journal of Electrical Power & Energy Systems, and Physica A: Statistical Mechanics and its Applications.
Articles by Faustino Prieto
Distortion risk measures for nonnegative multivariate risks
In this paper, the authors present a way to address multivariate distortion risk measures and give some examples of distortion functions and distributions where the final expression has a closed form.