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 0 1 3 178
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 51 2 5 7 224
A joint longitudinal and survival model with health care usage for insured elderly 1 1 1 81 3 6 9 86
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 2 78 1 2 6 231
Accounting for severity of risk when pricing insurance products 0 0 0 54 0 3 4 167
An application of the transformed kernel density estimation to labor earnings in Spain 0 0 0 0 0 1 1 275
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions 0 0 0 19 0 1 2 83
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 0 1 123 6 9 13 342
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 2 6 13 2,972
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 2 1,627 2 3 9 4,251
Calculation of the variance in surveys of the economic climate 0 0 0 9 0 0 1 216
Calculation of the variance in surveys of the economic climate 0 0 0 10 0 2 2 243
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 0 1 1 52 1 6 6 165
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 0 0 1 685 1 2 5 1,695
Estimación del riesgo mediante el ajuste de cópulas 1 1 1 48 1 2 3 93
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 1 1 4 122
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 3 3 3 156
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 4 4 5 227
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 1 12 0 1 2 62
How to use the standard model with own data? 0 0 0 10 0 0 2 61
Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española 0 0 0 27 1 2 3 200
Indicators for the characterization of discrete Choquet integrals 0 0 0 9 2 6 7 63
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 2 3 6 588
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 2 2 5 90
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 0 72 1 2 2 224
Longevity Studies Based on Kernel Hazard Estimation 0 0 0 100 2 3 5 469
Loss risk through fraud in car insurance 0 0 0 15 3 5 8 82
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 3 7 10 105
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 1 67 1 11 13 271
Nonparametric estimation of Value-at-Risk 0 0 0 55 0 3 5 128
On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 0 1 1 212
On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach 0 1 1 12 0 2 2 119
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 3 4 5 407
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 1 1 1 10 5 6 6 34
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 0 1 6 389 1 6 32 1,114
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 2 4 6 620
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 2 3 5 904
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 3 3 4 102
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 2 3 3 102
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 1 5 10 88
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 0 2 3 50
Solvency Capital estimation and Risk Measures 0 0 0 25 0 1 3 91
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 2 13 13 162
The environmental effects of changing speed limits: a quantile regression approach 0 0 0 9 1 2 2 26
The use of flexible quantile-based measures in risk assessment 0 0 0 31 1 3 5 57
The use of flexible quantile-based measures in risk assessment 0 0 0 19 0 1 4 50
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 0 35 0 2 2 130
Time-varying effects when analysing customer lifetime duration, application to the insurance market 0 0 0 99 2 3 5 380
Transformation kernel density estimation of actuarial loss functions 0 0 1 98 0 2 4 268
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 3 7 7 68
Total Working Papers 3 6 20 5,621 72 175 288 19,543


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 4 6 7 173
A Robust Unsupervised Method for Fraud Rate Estimation 0 0 1 29 2 11 16 121
A nonparametric approach to calculating value-at-risk 1 1 1 46 5 6 9 138
A survey of personalized treatment models for pricing strategies in insurance 1 1 2 51 3 6 8 172
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 3 282
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 1 1 19 1 2 3 81
Bringing cost transparency to the life annuity market 0 1 1 20 1 4 5 80
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 2 3 4 317 2 6 11 804
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 1 4 73
Fraud Detection Using a Multinomial Logit Model With Missing Information 0 1 2 89 0 4 8 273
Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application 0 1 1 42 1 6 6 117
GlueVaR risk measures in capital allocation applications 0 0 0 28 4 6 9 114
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 1 2 3 54
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 1 2 30
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator 0 0 0 51 2 2 2 329
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 0 4 8 167
Kernel density estimation of actuarial loss functions 0 1 2 66 0 4 6 197
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 1 4 5 142
Longevity studies based on kernel hazard estimation 0 0 0 13 2 2 3 81
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 0 2 359 2 5 12 1,224
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 0 37 0 2 2 114
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 0 1 2 58
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 0 1 1 50 0 2 3 148
On the link between credibility and frequency premium 0 0 0 15 1 4 5 92
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 1 1 1 168
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 3 3 6 215
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 1 2 5 83
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 0 4 5 175
Simple risk measure calculations for sums of positive random variables 0 0 0 17 1 5 7 111
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 1 2 3 207
Strategies for detecting fraudulent claims in the automobile insurance industry 0 0 1 85 0 2 12 289
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 0 1 3 42 2 8 13 159
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 0 1 64 1 1 2 258
The connection between distortion risk measures and ordered weighted averaging operators 0 0 1 11 2 8 11 61
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 3 5 7 148
Using External Data in Operational Risk 0 0 0 125 1 2 3 313
Using risk analytics to prevent accidents before they occur – the future of insurance 0 1 2 18 1 5 7 55
Total Journal Articles 4 13 30 2,002 53 141 227 7,621


Statistics updated 2026-01-09