Sarabia Alegría, José María

Quantitative methods

PhD: Universidad de Cantabria

Office: E6.3

BIO

Full Professor of Quantitative Methods, University of Cantabria since 2001 and Full Professor of Statistics and Operations Research, Universidad Complutense de Madrid since 2000. He is a Member of the Royal Academy of Economic and Financial Sciences RACEF, 2018.

President of the Economic and Business Committee at the National Commission for the Evaluation of the Research Activity CNEAI, 2017-2018.

He published more than 180 research articles in scientific journals, including Journal of Econometrics, Journal of the American Statistical Association, Statistical Science, Insurance Mathematics and Economics, Journal of Risk and Insurance, Social Choice and Welfare, Journal of Economic Inequality, Econometric Reviews, Journal of Multivariate Analysis.

He received the Julio Castelo Matrán/Fundación Mapfre International Research Award in 2008 and the Research Award of the Consejo Social de la Universidad de Cantabria in 2011. He has been visiting professor at the LSE, Imperial College and at the ICMA University of Reading, UK.

 

 

Education

Ph.D in Mathematical Sciences, Universidad de Cantabria

Bachelor Degree in Mathematical Sciences, major in Statistics and Operational Research, Universidad de Valladolid

Research Interests

Distribution theory, Economic inequality, Risk analysis and actuarial statistics, Multivariate analysis

Career

Chief Editor, Spanish Journal of Statistics, Instituto Nacional de Estadística, INE, since 2019.

President of the Economic and Business Committee at the National Commission for the Evaluation of the Research Activity CNEAI, 2017-2018.

Academic Member of the Royal Academy of Economic and Financial Sciences RACEF, since 2018.

Affiliated Researcher, IREA-UB, Research Group on Risk in Insurance and Finance. Universidad de Barcelona, since June 2012.

Visiting professor at the LSE, Imperial College and at the ICMA Center, University of Reading, UK., in 2009-2010.

Publications in Scientific Journals

Jordá, Vanesa; Sarabia, José María; Jäntti, Markus: “Inequality measurement with grouped data: Parametric and non-parametric methods”, Journal of the Royal Statistical Society: Series A, 184, (3), 964-984, 2021.

Arnold, Barry C.; Sarabia, José María: ”Conditional specification of statistical models: Classical models, new developments and challenges”, Journal of Multivariate Analysis, 188, Art. 104801, 2021.

Gómez-Déniz, Emilio; Sarabia, José María, Calderín-Ojeda, Enrique: “Bimodal normal distribution: Extensions and applications, Journal of Computational and Applied Mathematics, 388, Art. 113292, 2021.

Navarro, Jorge; Sarabia, José María, “Copula representations for the sum of dependent risk: models and comparisons”, Probability in the Engineering and Informational Sciences, 2020.

Arnod, Barry, C.; Sarabia, José María: “Majorization and the Lorenz Order with Applications in Applied Mathematics and Economics (Statistics for Social and Behavioral Sciences)”, Springer, 2018.

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