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 1 1 1 59 4 5 8 186
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 51 0 2 14 234
A joint longitudinal and survival model with health care usage for insured elderly 0 0 1 81 1 1 22 102
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 1 79 0 0 11 240
Accounting for severity of risk when pricing insurance products 1 1 1 55 4 5 14 179
An application of the transformed kernel density estimation to labor earnings in Spain 0 0 0 0 2 3 10 284
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions 0 0 0 19 1 1 8 90
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 0 0 123 0 0 24 358
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 1,627 1 1 6 4,255
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 1 2 14 2,984
Calculation of the variance in surveys of the economic climate 0 0 0 10 3 3 8 250
Calculation of the variance in surveys of the economic climate 0 0 0 9 1 1 8 224
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 0 0 1 53 1 1 10 173
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 0 0 0 685 1 1 8 1,701
Estimación del riesgo mediante el ajuste de cópulas 0 0 1 48 1 1 8 100
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 1 2 6 127
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 4 4 13 166
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 2 12 235
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 0 12 1 1 6 68
How to use the standard model with own data? 0 0 0 10 1 2 5 66
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española 0 0 0 27 3 3 6 204
Indicators for the characterization of discrete Choquet integrals 0 0 1 10 4 5 20 79
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 2 3 10 595
Less is more: increasing retirement gains by using an upside terminal wealth constraint 1 1 1 28 1 4 15 103
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 0 72 1 2 6 229
Longevity Studies Based on Kernel Hazard Estimation 0 0 0 100 2 4 13 479
Loss risk through fraud in car insurance 0 0 0 15 2 3 14 93
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 3 3 21 120
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 1 68 2 4 24 288
Nonparametric estimation of Value-at-Risk 0 0 1 56 4 6 16 142
On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 3 3 3 215
On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach 0 0 0 12 6 6 14 132
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 2 2 9 413
On the link between credibility and frequency premium 0 0 0 20 1 1 8 95
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint 0 0 1 10 1 1 13 41
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 1 2 5 393 4 7 26 1,135
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 2 2 6 624
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 2 2 13 914
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 0 0 13 113
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 0 0 8 107
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 0 0 19 102
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 1 1 14 62
Solvency Capital estimation and Risk Measures 0 0 0 25 1 2 6 96
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 0 1 22 171
The environmental effects of changing speed limits: a quantile regression approach 0 0 0 9 0 0 5 29
The use of flexible quantile-based measures in risk assessment 0 0 0 19 1 1 11 61
The use of flexible quantile-based measures in risk assessment 0 0 0 31 2 2 7 63
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 0 35 0 0 4 134
Time-varying effects when analysing customer lifetime duration, application to the insurance market 0 0 3 102 4 4 21 399
Transformation kernel density estimation of actuarial loss functions 0 0 0 98 2 2 8 274
Two-Dimensional Hazard Estimation for Longevity Analysis 0 0 0 0 4 5 12 415
What attitudes to risk underlie distortion risk measure choices? 0 0 0 33 0 0 11 72
Total Working Papers 4 5 19 5,636 89 117 613 20,021


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 1 14 3 3 19 187
A Robust Unsupervised Method for Fraud Rate Estimation 0 0 0 29 1 1 15 127
A nonparametric approach to calculating value-at-risk 0 0 2 47 1 1 15 148
A survey of personalized treatment models for pricing strategies in insurance 0 0 4 54 4 4 25 193
Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia 0 0 0 27 2 2 10 290
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 0 1 19 1 4 13 92
Bringing cost transparency to the life annuity market 0 1 4 23 0 2 17 94
Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study 0 0 0 12 0 0 9 67
Count data models for a credit scoring system 0 0 3 317 0 0 9 809
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 1 3 8 105
Exchanging uncertain mortality for a cost 0 0 0 18 2 3 11 83
Fraud Detection Using a Multinomial Logit Model With Missing Information 0 1 1 90 3 4 9 282
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application 0 0 5 46 2 2 18 133
GlueVaR risk measures in capital allocation applications 0 0 0 28 1 1 8 117
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 2 3 10 62
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 4 4 6 35
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator 0 0 1 52 0 0 11 338
Inverse beta transformation in kernel density estimation 0 0 0 33 2 3 9 113
Joint modelling of the total amount and the number of claims by conditionals 0 0 0 29 3 3 10 176
Kernel density estimation of actuarial loss functions 0 1 2 67 1 2 10 205
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 1 1 10 149
Longevity studies based on kernel hazard estimation 0 0 0 13 2 2 11 90
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 0 0 359 2 3 13 1,234
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 0 37 1 1 7 119
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 1 1 7 65
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 0 0 3 52 2 4 18 164
On the link between credibility and frequency premium 0 0 0 15 4 5 11 100
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 0 1 8 175
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 2 4 16 228
SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA 0 0 0 11 3 3 8 64
Seguros Agricolas en Mexico 0 0 0 9 3 3 10 91
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 0 0 9 182
Simple risk measure calculations for sums of positive random variables 0 1 1 18 1 2 23 130
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 0 0 8 214
Strategies for detecting fraudulent claims in the automobile insurance industry 1 1 1 86 2 7 17 305
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 2 2 8 50 8 10 34 189
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 0 0 64 1 1 4 261
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 11 1 1 26 84
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 1 1 14 158
Using External Data in Operational Risk 0 0 0 125 1 1 6 318
Using risk analytics to prevent accidents before they occur – the future of insurance 0 1 3 20 4 5 17 68
Total Journal Articles 3 8 40 2,031 73 101 519 8,044


Statistics updated 2026-11-12