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 1 217
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 58 0 0 1 176
A joint longitudinal and survival model with health care usage for insured elderly 0 0 0 80 0 2 3 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 0 4 164
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 0 1 3 82
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 1 4 123 0 2 7 332
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 2 3 1,627 0 3 7 4,246
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 2 2 5 2,963
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 0 1 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 0 1 1 685 0 2 3 1,692
Estimación del riesgo mediante el ajuste de cópulas 0 0 0 47 0 1 2 91
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 0 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 0 153
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 0 1 1 223
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 1 12 0 0 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 0 1 583
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 0 0 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 0 2 466
Loss risk through fraud in car insurance 0 0 0 15 1 1 3 77
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 1 2 3 97
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 1 1 1 67 2 2 6 260
Nonparametric estimation of Value-at-Risk 0 0 0 55 0 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 0 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 1 28
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 1 2 9 385 4 8 47 1,093
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 0 1 1 615
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 1 1 2 99
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 0 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 0 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 2 2 48
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 0 35 0 0 1 128
Time-varying effects when analysing customer lifetime duration, application to the insurance market 0 0 1 99 0 1 2 376
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 0 1 403
What attitudes to risk underlie distortion risk measure choices? 0 0 0 33 0 0 0 61
Total Working Papers 2 7 22 5,609 12 36 129 19,310


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 0 1 1 106
A nonparametric approach to calculating value-at-risk 0 0 0 45 1 3 3 132
A survey of personalized treatment models for pricing strategies in insurance 1 1 2 50 1 2 6 166
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 0 3 19 0 1 7 76
Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study 0 0 1 12 0 0 3 58
Count data models for a credit scoring system 1 1 5 314 1 2 10 796
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 0 2 70
Fraud Detection Using a Multinomial Logit Model With Missing Information 0 1 4 88 0 1 11 268
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 0 1 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 1 2 28 0 1 2 160
Kernel density estimation of actuarial loss functions 1 1 1 65 1 1 2 192
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 0 1 1 79
Modelling different types of automobile insurance fraud behaviour in the Spanish market 1 1 4 359 2 4 12 1,218
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 1 49 0 1 7 146
On the link between credibility and frequency premium 0 0 0 15 0 0 1 87
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 0 0 2 167
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 1 89 0 1 3 210
SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA 0 0 0 11 0 0 0 56
Seguros Agricolas en Mexico 0 0 2 8 0 0 3 78
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 0 0 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 0 1 4 85 2 5 14 283
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 0 0 0 39 0 1 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 0 1 11 1 1 11 52
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 0 1 2 142
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 2 16 0 0 5 48
Total Journal Articles 4 7 37 1,982 9 28 130 7,435


Statistics updated 2025-05-12