Prof. Jose Garrido, PhD

Distinguished Professor Emeritus, Mathematics and Statistics
Full Professor, Mathematics and Statistics

Status: Retired, since June 1, 2021

Research areas: Risk Theory, Insurance Loss Models, Climate Change Risk, Credibility Theory, Risk Management and Credit Risk, Machine Learning and Predictive Modelling in Insurance, and Robust Methods.

Contact information

Email:

jose.garrido@concordia.ca

Websites:

ResearchGate
Google Scholar

ORCID:

0000-0002-2016-7524

CV:

View Jose Garrido's CV

Biography

Education

Ph.D.: University of Waterloo, Canada 1987

Research interests

Actuarial Science, Climate Change Risk, Credibility Theory, Credit Risk, Insurance Data Analysis, Machine Learning and Predictive Modelling in Insurance, Risk Measures, Risk Theory, Robust Methods.

Publications

Most recent publications

Alejandro Balbás, Jose Garrido and R. Okhrati (2019) “Good deal indices in asset pricing: Actuarial and financial implications”, International Transactional in Operational Research, 26, 4, 1475-1503.

Ran Xu, WenYuan Wang and Jose Garrido (2022) “Optimal dividend strategy under Parisian ruin with affine penalty”, Methodology and Computing in Applied Probability, 24, 3, 1385-1409.

Nan Zhou, José-Luis Vilar-Zanón, Jose Garrido and Antonio-José Heras Martínez (2023) “On the definition of an actuarial climate index for the Iberian Peninsula”, Anales del Instituto de Actuarios Españoles, 29, 37-59.

Jose Garrido, Yuxiang Shang and Ran Xu (2024) “LSTM-based coherent mortality forecasting for developing countries”, Risks, 12, 2, 27, 24.

Parisa Davar, Frédéric Godin and Jose Garrido (2025) “Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients”, Journal of Finance and Data Science, 11, 100165.

Barbara Rogo, Jose Garrido and Stefano Demartis (2025) “The Italian Actuarial Climate Index: A national implementation within the emerging European framework”, Risks, 13, 10, 192, 53 pages.