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 5 181
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 51 1 6 15 232
A joint longitudinal and survival model with health care usage for insured elderly 0 0 1 81 5 9 20 99
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 2 78 3 3 13 238
Accounting for severity of risk when pricing insurance products 0 0 0 54 1 4 10 174
An application of the transformed kernel density estimation to labor earnings in Spain 0 0 0 0 2 3 7 281
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions 0 0 0 19 4 4 6 88
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 0 0 123 1 6 24 356
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 4 7 18 2,981
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 1,627 2 2 8 4,254
Calculation of the variance in surveys of the economic climate 0 0 0 9 3 3 6 222
Calculation of the variance in surveys of the economic climate 0 0 0 10 2 2 6 247
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 1 1 2 53 3 6 13 172
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 0 0 0 685 1 1 7 1,699
Estimación del riesgo mediante el ajuste de cópulas 0 0 1 48 3 5 8 99
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 2 2 6 125
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 3 8 161
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 9 232
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 0 12 4 4 6 67
How to use the standard model with own data? 0 0 0 10 0 0 4 63
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española 0 0 0 27 1 1 4 201
Indicators for the characterization of discrete Choquet integrals 0 0 0 9 2 3 17 73
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 2 3 9 592
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 2 3 12 98
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 0 72 2 2 5 227
Longevity Studies Based on Kernel Hazard Estimation 0 0 0 100 2 3 8 474
Loss risk through fraud in car insurance 0 0 0 15 4 4 12 89
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 4 7 20 117
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 67 3 5 19 279
Nonparametric estimation of Value-at-Risk 0 0 0 55 1 4 10 134
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 1 4 9 126
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 1 2 8 411
On the link between credibility and frequency premium 0 0 0 20 2 4 7 93
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint 0 0 1 10 1 2 11 39
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 0 1 5 390 3 9 32 1,125
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 0 1 7 622
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 3 3 9 908
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 1 3 7 106
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 6 7 12 111
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 3 8 22 101
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 3 3 12 59
Solvency Capital estimation and Risk Measures 0 0 0 25 2 2 4 93
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 2 6 21 170
The environmental effects of changing speed limits: a quantile regression approach 0 0 0 9 1 2 5 29
The use of flexible quantile-based measures in risk assessment 0 0 0 31 2 2 8 60
The use of flexible quantile-based measures in risk assessment 0 0 0 19 4 5 11 59
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 0 35 1 2 6 134
Time-varying effects when analysing customer lifetime duration, application to the insurance market 1 1 1 100 3 6 12 388
Transformation kernel density estimation of actuarial loss functions 0 0 1 98 2 3 8 272
Two-Dimensional Hazard Estimation for Longevity Analysis 0 0 0 0 2 4 7 410
What attitudes to risk underlie distortion risk measure choices? 0 0 0 33 2 2 11 72
Total Working Papers 2 3 15 5,624 110 188 545 19,855


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 1 1 14 6 7 18 184
A Robust Unsupervised Method for Fraud Rate Estimation 0 0 1 29 3 3 19 125
A nonparametric approach to calculating value-at-risk 0 0 1 46 0 1 11 143
A survey of personalized treatment models for pricing strategies in insurance 1 1 4 54 7 14 23 189
Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia 0 0 0 27 3 3 9 288
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 0 1 19 1 3 9 87
Bringing cost transparency to the life annuity market 0 1 2 21 3 6 13 89
Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study 0 0 0 12 1 5 8 66
Count data models for a credit scoring system 0 0 3 317 1 1 12 808
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 5 5 5 102
Exchanging uncertain mortality for a cost 0 0 0 18 3 5 9 79
Fraud Detection Using a Multinomial Logit Model With Missing Information 0 0 1 89 0 2 10 278
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application 1 2 3 44 4 8 18 129
GlueVaR risk measures in capital allocation applications 0 0 0 28 1 2 11 116
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 2 3 6 58
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 3 31
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator 0 0 0 51 4 5 9 336
Inverse beta transformation in kernel density estimation 0 0 0 33 4 4 5 109
Joint modelling of the total amount and the number of claims by conditionals 0 0 1 29 0 1 12 172
Kernel density estimation of actuarial loss functions 0 0 1 66 1 3 9 201
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 2 2 11 148
Longevity studies based on kernel hazard estimation 0 0 0 13 2 3 9 88
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 0 0 359 2 3 11 1,229
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 0 37 1 2 6 118
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 2 3 7 63
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 0 1 2 51 3 4 11 157
On the link between credibility and frequency premium 0 0 0 15 1 2 8 95
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 5 5 7 174
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 1 1 11 221
SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA 0 0 0 11 2 3 4 60
Seguros Agricolas en Mexico 0 0 1 9 2 2 9 87
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 1 2 10 181
Simple risk measure calculations for sums of positive random variables 0 0 0 17 3 7 21 125
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 2 2 9 213
Strategies for detecting fraudulent claims in the automobile insurance industry 0 0 0 85 5 5 12 295
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 0 1 5 44 3 8 23 171
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 0 1 64 0 0 2 258
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 11 5 15 29 81
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 2 2 15 157
Using External Data in Operational Risk 0 0 0 125 1 1 7 317
Using risk analytics to prevent accidents before they occur – the future of insurance 0 0 3 19 2 2 13 61
Total Journal Articles 2 7 31 2,013 96 156 454 7,889


Statistics updated 2026-05-06