Access Statistics for Montserrat Guillen

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 51 0 0 2 217
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 58 0 1 1 176
A joint longitudinal and survival model with health care usage for insured elderly 0 0 1 80 2 2 4 79
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 0 76 0 0 0 225
Accounting for severity of risk when pricing insurance products 0 0 0 54 0 1 8 164
An application of the transformed kernel density estimation to labor earnings in Spain 0 0 0 0 0 0 0 274
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions 0 0 0 19 1 1 3 82
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 1 1 4 123 2 3 8 332
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 0 2 3 2,961
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 1 1 2 1,626 2 3 8 4,245
Calculation of the variance in surveys of the economic climate 0 0 0 10 0 0 0 241
Calculation of the variance in surveys of the economic climate 0 0 0 9 1 3 3 216
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 0 0 1 51 0 0 2 159
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 1 1 1 685 1 1 2 1,691
Estimación del riesgo mediante el ajuste de cópulas 0 0 0 47 1 1 2 91
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 1 1 1 119
Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe 0 0 0 39 0 0 1 153
Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe 0 0 0 74 1 1 1 223
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 1 1 12 0 1 1 61
How to use the standard model with own data? 0 0 0 10 0 0 0 59
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española 0 0 0 27 0 0 1 197
Indicators for the characterization of discrete Choquet integrals 0 0 0 9 0 0 1 56
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 0 1 1 583
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 0 1 1 86
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 1 72 0 0 1 222
Longevity Studies Based on Kernel Hazard Estimation 0 0 0 100 0 2 2 466
Loss risk through fraud in car insurance 0 0 0 15 0 2 2 76
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 1 56 1 1 4 96
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 66 0 0 4 258
Nonparametric estimation of Value-at-Risk 0 0 0 55 1 1 1 124
On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 0 0 0 211
On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach 0 0 0 11 0 0 0 117
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 0 1 2 403
On the link between credibility and frequency premium 0 0 0 20 0 0 0 86
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint 0 0 0 9 0 0 3 28
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 0 0 8 383 2 11 52 1,087
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 0 0 0 614
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 0 0 1 899
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 0 0 1 98
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 0 0 0 99
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 1 1 1 79
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 0 0 1 47
Solvency Capital estimation and Risk Measures 0 0 0 25 0 1 1 89
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 0 0 2 149
The environmental effects of changing speed limits: a quantile regression approach 0 0 0 9 0 0 0 24
The use of flexible quantile-based measures in risk assessment 0 0 0 19 1 1 1 47
The use of flexible quantile-based measures in risk assessment 0 0 0 31 0 0 0 52
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 1 35 0 0 2 128
Time-varying effects when analysing customer lifetime duration, application to the insurance market 0 1 1 99 0 1 1 375
Transformation kernel density estimation of actuarial loss functions 0 0 0 97 0 0 0 264
Two-Dimensional Hazard Estimation for Longevity Analysis 0 0 0 0 0 1 1 403
What attitudes to risk underlie distortion risk measure choices? 0 0 0 33 0 0 0 61
Total Working Papers 3 5 22 5,605 18 46 137 19,292


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison between General Population Mortality and Life Tables for Insurance in Mexico under Gender Proportion Inequality || Una comparación entre la mortalidad de la población general y las tablas de vida de los seguros en México ante porcentajes desiguales de género 0 0 0 13 0 0 2 166
A Robust Unsupervised Method for Fraud Rate Estimation 0 0 0 28 1 1 1 106
A nonparametric approach to calculating value-at-risk 0 0 1 45 1 1 2 130
A survey of personalized treatment models for pricing strategies in insurance 0 0 1 49 1 1 5 165
Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia 0 0 1 27 0 0 3 279
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 0 1 18 0 0 1 78
Bringing cost transparency to the life annuity market 0 1 4 19 1 3 8 76
Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study 0 1 1 12 0 3 3 58
Count data models for a credit scoring system 0 0 6 313 0 1 11 794
El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis between 1999 and 2008 0 0 0 11 0 0 0 97
Exchanging uncertain mortality for a cost 0 0 1 18 0 1 3 70
Fraud Detection Using a Multinomial Logit Model With Missing Information 1 2 4 88 1 4 12 268
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application 0 0 0 41 0 0 0 111
GlueVaR risk measures in capital allocation applications 0 0 0 28 0 0 2 105
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 1 2 2 52
How Much Risk Is Mitigated by LTC Protection Schemes? A Methodological Note and a Case Study of the Public System in Spain 0 0 0 6 0 0 0 28
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator 0 0 0 51 0 0 0 327
Inverse beta transformation in kernel density estimation 0 0 0 33 0 0 0 104
Joint modelling of the total amount and the number of claims by conditionals 0 0 1 27 0 0 1 159
Kernel density estimation of actuarial loss functions 0 0 0 64 0 0 1 191
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 0 0 0 137
Longevity studies based on kernel hazard estimation 0 0 0 13 1 1 1 79
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 1 4 358 1 4 12 1,215
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 1 37 0 0 1 112
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 0 0 2 56
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 0 0 2 49 0 0 7 145
On the link between credibility and frequency premium 0 0 0 15 0 0 2 87
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 0 1 2 167
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 2 89 1 1 5 210
SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA 0 0 0 11 0 0 1 56
Seguros Agricolas en Mexico 0 0 2 8 0 0 4 78
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 0 1 2 171
Simple risk measure calculations for sums of positive random variables 0 0 0 17 0 0 2 104
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 0 0 0 204
Strategies for detecting fraudulent claims in the automobile insurance industry 1 2 4 85 2 4 13 280
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 0 0 0 39 1 2 5 148
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 0 0 63 0 0 0 256
The connection between distortion risk measures and ordered weighted averaging operators 0 1 2 11 0 1 12 51
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 0 0 3 141
Using External Data in Operational Risk 0 0 0 125 0 0 0 310
Using risk analytics to prevent accidents before they occur – the future of insurance 0 0 4 16 0 0 7 48
Total Journal Articles 2 8 42 1,977 12 32 138 7,419


Statistics updated 2025-03-03