PUBLICATIONS

1. Prieto, F., García-García, C., Salmerón-Gómez, R. (2025).
   Modeling global fossil CO2 emissions with a lognormal distribution.
   Socio-Economic Planning Sciences, 97, 102104.
   Article   Preprint
   


2. Jordá, V., Tejería, M., Prieto, F., Sarabia, J. M. (2024).
   Elaboración de vídeos de divulgación profesionales en asignaturas de métodos cuantitativos
   como herramienta de formación en competencias.
   Revista de Estudios Empresariales. Segunda Época, 1, 95-107.
   Article
   


3. Perelló, J., Lemus, M., Benito, R. M., Galán, J. M., Gómez, S., San Miguel, M., Floría, L. M., Prieto, F.,
   Losada, J. C, Antonioni, A., Fernández-Anta, A., Grimaldo, F., Montero, M., Díaz-Guilera, A. (2023)
   Libro blanco de los sistemas complejos socio-tecnológicos 2018-2022.
   Book
   


4. Prieto, F., Sarabia, J. M., Calderín-Ojeda, E. (2022).
   The risk of death in newborn businesses during the first years in market.
   Proceedings of the Royal Society A, 478(2263), 20210952.
   Article   Preprint
   


5. Prieto, F., Sarabia, J. M., Calderín-Ojeda, E. (2021).
   The nonlinear distribution of employment across municipalities.
   Journal of Economic Interaction and Coordination, 16(2), 287-307.
   Article   Preprint
   


6. Sarabia, J.M., Jordá, V., Prieto.F, Guillén, M. (2021).
   Multivariate classes of GB2 distributions with applications.
   Mathematics, 9(1),72.
   Article
   


7. Sarabia, J. M., Prieto, F., Jordá, V., Sperlich, S. (2020).
   A note on combining machine learning with statistical modeling for financial data analysis.
   Risks, 8(2), 32.
   Article


8. Sarabia, J.M., Guillén, M., Chuliá, H, Prieto, F. (2019).
   Tail risk measures using flexible parametric distributions.
   SORT-Statistics and Operations Research Transactions, 223–236.
   Article


9. Guillén, M., Sarabia, J.M., Prieto, F., Jordá, V. (2019).
   Aggregation of dependent risks with heavy-tail distributions.
   International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems.
   Article


10. Sarabia, J.M., Jordá, V., Prieto, F.(2019).
    On a new Pareto-type distribution with applications in the study of income inequality and risk analysis.
    Physica A: Statistical Mechanics and its Applications 527, 121.277.
    Article


11. Sarabia, J.M., Gómez-Déniz, E., Prieto, F., Jordá, V. (2018).
    Aggregation of dependent risks in mixtures of exponential distributions and extensions.
    ASTIN Bulletin 48, 3, 1079-1107.
    Article   Preprint


12. Guillen, M., Sarabia, J.M., Belles-Sampera, J., Prieto, F. (2018).
    Distortion risk measures for nonnegative multivariate risks.
    Journal of Operational Risk, 13, 2, 35-37.
    Article


13. Sarabia, J.M., Prieto, F., Jordá, V. (2018).
    Prácticas de Estadística con R (Economía y Empresa).
    Ediciones Pirámide.
    Book


14. Prieto, F., Sarabia, J.M. (2017).
    A generalization of the power law distribution with nonlinear exponent.
    Communications in Nonlinear Science and Numerical Simulation, 42, 215-228.
    Article   Preprint


15. Sarabia, J.M., Gómez-Déniz, E., Prieto, F., Jordá, V. (2016).
    Risk aggregation in multivariate dependent Pareto distributions.
    Insurance: Mathematics and Economics, 71, 154-163.
    Article   Preprint


16. Sarabia, J.M., Prieto, F., Jordá, V. (2015).
    About the hyperbolic Lorenz curve.
    Economics Letters, 136, 42-45.
    Article


17. Prieto, F., Gómez-Déniz, E., Sarabia, J.M. (2014).
    Modelling road accident blackspots data with the discrete generalized Pareto distribution.
    Accident Analysis & Prevention, 71, 38-49.
    Article   Preprint


18. Prieto, F., Sarabia, J.M., Sáez-Castillo, A.J. (2014).
    Modelling major failures in power grids in the whole range.
    International Journal of Electrical Power & Energy Systems, 54, 10-16.
    Article   Preprint


19. Sarabia, J.M., Prieto, F., Jordá, V. (2014).
    Bivariate Beta-generated distributions with applications to well-being data.
    Journal of Statistical Distributions and Applications, 1, 1-15.
    Article


20. Jordá, V., Sarabia, J.M., Prieto, F., (2014).
    On the estimation of the global income distribution using a parsimonious approach.
    Research on Economic Inequality, 22, 115-145.
    Article


21. Trueba, C., Sarabia, J.M., Remuzgo, L., Prieto, F., Jordá, V. (2014).
    Problemas resueltos de Estadística para las ciencias sociales.
    Ediciones Pirámide.
    Book


22. Guillén, M., Sarabia, J.M., Prieto, F. (2013).
    Simple risk measure calculations for sums of positive random variables.
    Insurance: Mathematics and Economics, 51, 1, 273-280.
    Article


23. Sarabia, J.M., Prieto, F., Trueba, C., Jordá, V. (2013).
    About the modified Gaussian family of income distributions with applications to individual incomes.
    Physica A: Statistical Mechanics and its Applications, 392, 6, 1398-1408.
    Article


24. Sarabia, J.M., Prieto, F., Trueba, C. (2012).
    The n-fold convolution of a finite mixture of densities.
    Applied Mathematics and Computation, 218, 19, 9992-9996.
    Article


25. Sarabia, J.M., Prieto, F., Trueba, C. (2012).
    Modeling the probabilistic distribution of the Impact Factor.
    Journal of Informetrics, 6, 1, 66-79.
    Article


26. Sáez-Castillo, A.J., Prieto, F., Sarabia, J.M. (2012).
    A two-tail version of the PPS distribution with application to Current Account Balance data.
    Physica A: Statistical Mechanics and its Applications, 391, 21, 5160-5171.
    Article


27. Guillen, M., Prieto, F., Sarabia, J.M. (2011).
    Modelling losses and locating the tail with the Pareto Positive Stable distribution.
    Insurance: Mathematics and Economics, 49, 3, 454-461.
    Article


28. Sarabia, J.M., Prieto, F. (2011).
    Sobre una clase de riesgos dependientes.
    Anales del Instituto de Actuarios Españoles, 17, 31-50.
    Article


29. Sarabia, J.M., Gómez-Déniz, E., Sarabia, M., Prieto, F. (2010).
    A general method for generating parametric Lorenz and Leimkuhler curves.
    Journal of Informetrics 4, 4, 524-539.
    Article


30. Sarabia, J.M., Prieto, F., Sarabia, M. (2010).
    Revisiting a functional form for the Lorenz Curve.
    Economics Letters, 107, 2, 249-252.
    Article


31. Gómez-Déniz, E., Sarabia, J.M., Prieto, F. (2009).
    La distribución Poisson-Beta: aplicaciones y propiedades en la Teoría del Riesgo Colectivo.
    Anales del Instituto de Actuarios Españoles, 15, 141-160.
    Article


32. Sarabia, J.M., Prieto, F. (2009).
    The Pareto-Positive Stable distribution: a new descriptive model for city size data.
    Physica A: Statistical Mechanics and its Applications, 388, 19, 4179-4191.
    Article

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Last modified: Dic 04, 2024
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Web: http://www.fprieto.com
E-mail: faustino.prieto@unican.es

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