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 5 181
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation 0 0 0 51 0 5 14 232
A joint longitudinal and survival model with health care usage for insured elderly 0 0 1 81 0 6 19 99
A logistic regression approach to estimating customer profit loss due to lapses in insurance 0 0 0 78 1 4 11 239
Accounting for severity of risk when pricing insurance products 0 0 0 54 0 3 10 174
An application of the transformed kernel density estimation to labor earnings in Spain 0 0 0 0 0 2 7 281
An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions 0 0 0 19 0 4 6 88
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures 0 0 0 123 0 3 24 356
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 907 0 7 17 2,981
COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM 0 0 0 1,627 0 2 8 4,254
Calculation of the variance in surveys of the economic climate 0 0 0 9 0 3 6 222
Calculation of the variance in surveys of the economic climate 0 0 0 10 0 2 6 247
Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance 0 1 2 53 0 5 13 172
ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION 0 0 0 685 1 2 7 1,700
Estimación del riesgo mediante el ajuste de cópulas 0 0 1 48 0 4 8 99
Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R 0 0 0 25 0 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 1 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 1 1 10 233
How much risk is mitigated by LTC Insurance? A case study of the public system in Spain 0 0 0 12 0 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 0 1 4 201
Indicators for the characterization of discrete Choquet integrals 1 1 1 10 1 3 18 74
Kernel Density Estimation of Actuarial Loss Functions 0 0 0 195 0 2 8 592
Less is more: increasing retirement gains by using an upside terminal wealth constraint 0 0 0 27 1 3 13 99
Long-range contagion in automobile insurance data: estimation and implications for experience rating 0 0 0 72 0 2 5 227
Longevity Studies Based on Kernel Hazard Estimation 0 0 0 100 0 2 8 474
Loss risk through fraud in car insurance 0 0 0 15 1 5 13 90
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 0 0 0 56 0 7 20 117
Non-parametric Models for Univariate Claim Severity Distributions - an approach using R 1 1 1 68 2 5 21 281
Nonparametric estimation of Value-at-Risk 1 1 1 56 1 3 11 135
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 0 1 9 126
On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach 0 0 0 0 0 2 8 411
On the link between credibility and frequency premium 0 0 0 20 0 3 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 12 40
Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study 0 1 5 390 0 4 29 1,125
Ownership Structure and Distribution Systems in Property-Liability Insurance 0 0 0 148 0 0 7 622
Pension Reform in Spain (1975-1997): the Role of Organized Labour 0 0 0 0 4 7 12 912
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 21 0 2 7 106
Prediction of the economic cost of individual long-term care in the Spanish population 0 0 0 31 1 7 13 112
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 4 2 5 14 61
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey 0 0 0 17 1 7 23 102
Solvency Capital estimation and Risk Measures 0 0 0 25 1 3 5 94
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 35 0 5 21 170
The environmental effects of changing speed limits: a quantile regression approach 0 0 0 9 0 2 5 29
The use of flexible quantile-based measures in risk assessment 0 0 0 31 0 2 8 60
The use of flexible quantile-based measures in risk assessment 0 0 0 19 1 6 12 60
Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects 0 0 0 35 0 2 6 134
Time-varying effects when analysing customer lifetime duration, application to the insurance market 2 3 3 102 4 9 16 392
Transformation kernel density estimation of actuarial loss functions 0 0 0 98 0 3 7 272
Two-Dimensional Hazard Estimation for Longevity Analysis 0 0 0 0 0 2 7 410
What attitudes to risk underlie distortion risk measure choices? 0 0 0 33 0 2 11 72
Total Working Papers 5 8 17 5,629 24 170 556 19,879


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 0 7 18 184
A Robust Unsupervised Method for Fraud Rate Estimation 0 0 1 29 0 3 18 125
A nonparametric approach to calculating value-at-risk 0 0 1 46 2 2 13 145
A survey of personalized treatment models for pricing strategies in insurance 0 1 4 54 0 12 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 0 3 9 288
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments 0 0 1 19 1 4 9 88
Bringing cost transparency to the life annuity market 0 0 2 21 2 7 15 91
Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study 0 0 0 12 1 4 9 67
Count data models for a credit scoring system 0 0 3 317 1 2 13 809
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 0 5 5 102
Exchanging uncertain mortality for a cost 0 0 0 18 0 4 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 0 2 3 44 0 6 18 129
GlueVaR risk measures in capital allocation applications 0 0 0 28 0 2 11 116
Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE 0 0 0 11 0 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 0 3 31
Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator 0 0 0 51 1 6 10 337
Inverse beta transformation in kernel density estimation 0 0 0 33 0 4 5 109
Joint modelling of the total amount and the number of claims by conditionals 0 0 1 29 0 0 12 172
Kernel density estimation of actuarial loss functions 0 0 1 66 1 3 9 202
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase 0 0 0 25 0 2 11 148
Longevity studies based on kernel hazard estimation 0 0 0 13 0 2 9 88
Modelling different types of automobile insurance fraud behaviour in the Spanish market 0 0 0 359 1 3 11 1,230
Modelling losses and locating the tail with the Pareto Positive Stable distribution 0 0 0 37 0 1 6 118
Multivariate density estimation using dimension reducing information and tail flattening transformations 0 0 0 5 0 3 7 63
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data 0 0 2 51 1 4 12 158
On the link between credibility and frequency premium 0 0 0 15 0 2 8 95
Quantitative modeling of operational risk losses when combining internal and external data 0 0 0 0 0 5 7 174
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims 0 0 0 89 1 2 10 222
SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA 0 0 0 11 0 2 4 60
Seguros Agricolas en Mexico 0 0 1 9 1 3 10 88
Selection Bias and Auditing Policies for Insurance Claims 0 0 0 23 0 2 10 181
Simple risk measure calculations for sums of positive random variables 0 0 0 17 1 5 22 126
Skewed bivariate models and nonparametric estimation for the CTE risk measure 0 0 0 53 0 2 9 213
Strategies for detecting fraudulent claims in the automobile insurance industry 0 0 0 85 3 8 14 298
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? 0 1 5 44 1 7 24 172
The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry 0 0 1 64 1 1 3 259
The connection between distortion risk measures and ordered weighted averaging operators 0 0 0 11 0 7 29 81
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects 0 0 0 33 0 2 15 157
Using External Data in Operational Risk 0 0 0 125 0 1 6 317
Using risk analytics to prevent accidents before they occur – the future of insurance 0 0 3 19 0 2 12 61
Total Journal Articles 0 5 31 2,013 19 145 464 7,908


Statistics updated 2026-06-04