Access Statistics for Montserrat Guillen

Author contact details at EconPapers.

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 1 2 4 220
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 58 1 2 3 178
A joint longitudinal and survival model with health care usage for insured elderly 0 0 0 80 0 0 3 80
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 2 78 0 1 4 229
Accounting for severity of risk when pricing insurance products 0 0 0 54 1 1 3 165
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 0 1 82
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 0 1 123 1 2 5 334
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 2 1,627 1 1 7 4,249
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 4 5 11 2,970
Calculation of the variance in surveys of the economic climate 0 0 0 10 1 1 1 242
Calculation of the variance in surveys of the economic climate 0 0 0 9 0 0 3 216
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 1 1 1 52 4 4 5 163
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 0 0 1 685 0 0 3 1,693
Estimación del riesgo mediante el ajuste de cópulas 0 0 0 47 1 1 2 92
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 0 2 3 121
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 0 1 223
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 1 12 1 1 2 62
How to use the standard model with own data? 0 0 0 10 0 2 2 61
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española 0 0 0 27 0 1 1 198
Indicators for the characterization of discrete Choquet integrals 0 0 0 9 2 3 3 59
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 0 0 3 585
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 0 1 3 88
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 0 72 1 1 1 223
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 2 2 5 79
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 1 2 4 99
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 1 67 4 4 6 264
Nonparametric estimation of Value-at-Risk 0 0 0 55 1 2 3 126
On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 1 1 1 212
On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach 1 1 1 12 1 1 1 118
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 1 1 2 404
On the link between credibility and frequency premium 0 0 0 20 0 0 1 87
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint 0 0 0 9 0 0 0 28
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 0 0 6 388 1 6 37 1,109
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 2 3 4 618
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 0 0 2 901
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 1 1 1 100
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 0 0 2 99
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 0 1 1 48
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 0 4 5 83
Solvency Capital estimation and Risk Measures 0 0 0 25 0 0 2 90
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 0 0 0 149
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 31 2 2 4 56
The use of flexible quantile-based measures in risk assessment 0 0 0 19 1 2 4 50
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 0 35 2 2 3 130
Time-varying effects when analysing customer lifetime duration, application to the insurance market 0 0 1 99 1 2 4 378
Transformation kernel density estimation of actuarial loss functions 0 0 1 98 0 0 2 266
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 2 18 5,617 40 67 171 19,408


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 1 2 2 168
A Robust Unsupervised Method for Fraud Rate Estimation 0 1 1 29 2 5 7 112
A nonparametric approach to calculating value-at-risk 0 0 0 45 1 1 4 133
A survey of personalized treatment models for pricing strategies in insurance 0 0 1 50 2 2 5 168
Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia 0 0 0 27 0 0 2 280
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 0 0 18 0 0 1 79
Bringing cost transparency to the life annuity market 0 0 1 19 1 1 5 77
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 0 0 1 314 2 4 7 800
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 0 18 0 1 3 72
Fraud Detection Using a Multinomial Logit Model With Missing Information 1 1 3 89 4 5 9 273
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application 0 0 0 41 4 4 4 115
GlueVaR risk measures in capital allocation applications 0 0 0 28 1 2 4 109
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 0 0 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 1 1 29
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 2 29 3 5 7 166
Kernel density estimation of actuarial loss functions 0 0 1 65 2 2 4 195
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 1 2 2 139
Longevity studies based on kernel hazard estimation 0 0 0 13 0 0 1 79
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 0 3 359 2 2 11 1,221
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 0 37 0 0 0 112
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 1 1 2 58
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 0 0 0 49 0 0 2 146
On the link between credibility and frequency premium 0 0 0 15 1 2 3 89
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 0 0 1 167
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 0 0 3 212
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 1 9 0 2 3 81
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 2 2 3 173
Simple risk measure calculations for sums of positive random variables 0 0 0 17 1 3 5 107
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 1 2 2 206
Strategies for detecting fraudulent claims in the automobile insurance industry 0 0 2 85 1 4 13 288
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 1 2 3 42 4 6 9 155
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 1 1 64 0 1 1 257
The connection between distortion risk measures and ordered weighted averaging operators 0 0 1 11 5 6 8 58
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 1 1 3 144
Using External Data in Operational Risk 0 0 0 125 1 1 2 312
Using risk analytics to prevent accidents before they occur – the future of insurance 0 1 1 17 1 2 3 51
Total Journal Articles 2 6 23 1,991 45 72 147 7,525


Statistics updated 2025-11-08