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 58 1 2 4 180
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 51 1 5 10 227
A joint longitudinal and survival model with health care usage for insured elderly 0 1 1 81 3 10 14 93
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 2 78 0 5 10 235
Accounting for severity of risk when pricing insurance products 0 0 0 54 1 4 7 171
An application of the transformed kernel density estimation to labor earnings in Spain 0 0 0 0 1 4 5 279
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions 0 0 0 19 0 1 2 84
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 0 0 123 3 17 21 353
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 0 4 13 2,974
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 1 1,627 0 3 7 4,252
Calculation of the variance in surveys of the economic climate 0 0 0 9 0 3 3 219
Calculation of the variance in surveys of the economic climate 0 0 0 10 0 2 4 245
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 0 0 1 52 1 3 8 167
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 0 0 0 685 0 4 7 1,698
Estimación del riesgo mediante el ajuste de cópulas 0 1 1 48 1 3 4 95
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 0 2 4 123
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 9 9 232
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 2 7 7 160
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 0 12 0 1 2 63
How to use the standard model with own data? 0 0 0 10 0 2 4 63
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española 0 0 0 27 0 1 3 200
Indicators for the characterization of discrete Choquet integrals 0 0 0 9 1 10 15 71
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 1 4 7 590
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 1 8 10 96
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 0 72 0 2 3 225
Longevity Studies Based on Kernel Hazard Estimation 0 0 0 100 1 5 6 472
Loss risk through fraud in car insurance 0 0 0 15 0 6 9 85
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 0 8 14 110
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 1 67 2 6 18 276
Nonparametric estimation of Value-at-Risk 0 0 0 55 2 4 8 132
On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 0 0 1 212
On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach 0 0 1 12 3 6 8 125
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 0 5 6 409
On the link between credibility and frequency premium 0 0 0 20 1 3 4 90
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint 0 1 1 10 1 9 10 38
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 0 0 6 389 5 8 34 1,121
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 1 4 8 622
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 0 3 6 905
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 1 5 6 104
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 1 5 6 105
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 0 6 9 56
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 2 8 16 95
Solvency Capital estimation and Risk Measures 0 0 0 25 0 0 2 91
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 1 5 16 165
The environmental effects of changing speed limits: a quantile regression approach 0 0 0 9 0 2 3 27
The use of flexible quantile-based measures in risk assessment 0 0 0 31 0 2 6 58
The use of flexible quantile-based measures in risk assessment 0 0 0 19 0 4 7 54
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 0 35 0 2 4 132
Time-varying effects when analysing customer lifetime duration, application to the insurance market 0 0 0 99 1 5 8 383
Transformation kernel density estimation of actuarial loss functions 0 0 1 98 0 1 5 269
Two-Dimensional Hazard Estimation for Longevity Analysis 0 0 0 0 2 5 5 408
What attitudes to risk underlie distortion risk measure choices? 0 0 0 33 0 5 9 70
Total Working Papers 0 3 16 5,621 42 238 417 19,709


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 8 11 177
A Robust Unsupervised Method for Fraud Rate Estimation 0 0 1 29 0 3 16 122
A nonparametric approach to calculating value-at-risk 0 1 1 46 1 10 13 143
A survey of personalized treatment models for pricing strategies in insurance 0 3 4 53 2 8 12 177
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 5 6 285
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 0 1 19 0 4 6 84
Bringing cost transparency to the life annuity market 1 1 2 21 1 5 8 84
Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study 0 0 0 12 2 5 5 63
Count data models for a credit scoring system 0 2 4 317 0 5 13 807
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 1 3 5 75
Fraud Detection Using a Multinomial Logit Model With Missing Information 0 0 1 89 0 3 8 276
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application 0 0 1 42 2 7 12 123
GlueVaR risk measures in capital allocation applications 0 0 0 28 0 4 9 114
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 0 2 3 55
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 1 2 3 31
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator 0 0 0 51 0 4 4 331
Inverse beta transformation in kernel density estimation 0 0 0 33 0 1 1 105
Joint modelling of the total amount and the number of claims by conditionals 0 0 2 29 1 5 13 172
Kernel density estimation of actuarial loss functions 0 0 2 66 1 2 8 199
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 0 5 9 146
Longevity studies based on kernel hazard estimation 0 0 0 13 1 7 7 86
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 0 1 359 1 5 12 1,227
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 0 37 1 3 5 117
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 0 2 4 60
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 1 1 2 51 1 6 9 154
On the link between credibility and frequency premium 0 0 0 15 0 2 6 93
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 0 2 2 169
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 0 8 10 220
SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA 0 0 0 11 1 2 2 58
Seguros Agricolas en Mexico 0 0 1 9 0 3 7 85
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 0 4 8 179
Simple risk measure calculations for sums of positive random variables 0 0 0 17 3 11 17 121
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 0 5 7 211
Strategies for detecting fraudulent claims in the automobile insurance industry 0 0 0 85 0 1 10 290
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 0 1 4 43 2 8 17 165
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 0 1 64 0 1 2 258
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 11 8 15 23 74
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 0 10 14 155
Using External Data in Operational Risk 0 0 0 125 0 4 6 316
Using risk analytics to prevent accidents before they occur – the future of insurance 0 1 3 19 0 5 11 59
Total Journal Articles 2 10 31 2,008 30 195 344 7,763


Statistics updated 2026-03-04