Montserrat Guillen
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Montserrat |
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Guillen |
Identifer
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Affiliations
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Universitat de Barcelona
/ Facultat d'Economia i Empresa
/ Institut de Recerca en Economia Aplicada (IREA)
/ Riskcenter
Research profile
author of:
- Non-parametric Models for Univariate Claim Severity Distributions - an approach using R (RePEc:bak:wpaper:201401)
by Catalina Bolance & Montserrat Guillen & David Pitt - Accounting for severity of risk when pricing insurance products (RePEc:bak:wpaper:201405)
by Ramon Alemany & Catalina Bolance & Montserrat Guillen - Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study (RePEc:bak:wpaper:201406)
by Leo Guelman & Montserrat Guillen & Ana M. Pérez-Marín - A joint longitudinal and survival model with health care usage for insured elderly (RePEc:bak:wpaper:201407)
by Xavier Piulachs & Ramon Alemany & Montserrat Guillen - The use of flexible quantile-based measures in risk assessment (RePEc:bak:wpaper:201409)
by Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino - Estimación del riesgo mediante el ajuste de cópulas (RePEc:bak:wpaper:201501)
by Catalina Bolancé & Montserrat Guillén & Alemar Padilla - Less is more: increasing retirement gains by using an upside terminal wealth constraint (RePEc:bak:wpaper:201502)
by Catherine Donnelly & Russell Gerrard & Montserrat Guillén & Jens Perch Nielsen - Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions (RePEc:bak:wpaper:201503)
by Helena Chuliá & Montserrat Guillén & Jorge M. Uribe - What attitudes to risk underlie distortion risk measure choices? (RePEc:bak:wpaper:201505)
by Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino - On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint (RePEc:bak:wpaper:201507)
by Catherine Donnelly & Montserrat Guillén & Jens Perch Nielsen - An application of the transformed kernel density estimation to labor earnings in Spain (RePEc:bar:bedcje:199833)
by Montserrat Guillen Estany & Catalina Bolance Losilla - Transformation kernel density estimation of actuarial loss functions (RePEc:bar:bedcje:2009219)
by Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London) - Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments (RePEc:bla:jrinsu:v:70:y:2003:i:4:p:577-599)
by Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet - Fraud Detection Using a Multinomial Logit Model With Missing Information (RePEc:bla:jrinsu:v:72:y:2005:i:4:p:539-550)
by Steven B. Caudill & Mercedes Ayuso & Montserrat Guillén - Selection Bias and Auditing Policies for Insurance Claims (RePEc:bla:jrinsu:v:74:y:2007:i:2:p:425-440)
by Jean Pinquet & Mercedes Ayuso & Montserrat Guillén - Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? (RePEc:bla:jrinsu:v:75:y:2008:i:3:p:713-737)
by Patrick L. Brockett & Linda L. Golden & Montserrat Guillen & Jens Perch Nielsen & Jan Parner & Ana Maria Perez‐Marin - Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data (RePEc:bla:jrinsu:v:76:y:2009:i:4:p:821-846)
by Jean‐Philippe Boucher & Michel Denuit & Montserrat Guillen - Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study (RePEc:bla:jrinsu:v:78:y:2011:i:4:p:983-1002)
by Jean Pinquet & Montserrat Guillén & Mercedes Ayuso - A Robust Unsupervised Method for Fraud Rate Estimation (RePEc:bla:jrinsu:v:80:y:2013:i:1:p:121-143)
by Jing Ai & Patrick L. Brockett & Linda L. Golden & Montserrat Guillén - Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator (RePEc:bla:scjsta:v:34:y:2007:i:2:p:419-431)
by Montserrat Guillen & Jens P. Nielsen & Ana M. Perez‐Marin - Strategies for detecting fraudulent claims in the automobile insurance industry (RePEc:eee:ejores:v:176:y:2007:i:1:p:565-583)
by Viaene, Stijn & Ayuso, Mercedes & Guillen, Montserrat & Van Gheel, Dirk & Dedene, Guido - Count data models for a credit scoring system (RePEc:eee:empfin:v:3:y:1996:i:3:p:303-325)
by Dionne, Georges & Artis, Manuel & Guillen, Montserrat - Modelling different types of automobile insurance fraud behaviour in the Spanish market (RePEc:eee:insuma:v:24:y:1999:i:1-2:p:67-81)
by Artis, Manuel & Ayuso, Mercedes & Guillen, Montserrat - Longevity studies based on kernel hazard estimation (RePEc:eee:insuma:v:28:y:2001:i:2:p:191-204)
by Felipe, Angie & Guillen, Montserrat & Nielsen, Jens Perch - Kernel density estimation of actuarial loss functions (RePEc:eee:insuma:v:32:y:2003:i:1:p:19-36)
by Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch - Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects (RePEc:eee:insuma:v:33:y:2003:i:2:p:273-282)
by Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean - Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims (RePEc:eee:insuma:v:38:y:2006:i:2:p:229-252)
by Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch - On the link between credibility and frequency premium (RePEc:eee:insuma:v:43:y:2008:i:2:p:209-213)
by Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean - Skewed bivariate models and nonparametric estimation for the CTE risk measure (RePEc:eee:insuma:v:43:y:2008:i:3:p:386-393)
by Bolance, Catalina & Guillen, Montserrat & Pelican, Elena & Vernic, Raluca - Joint modelling of the total amount and the number of claims by conditionals (RePEc:eee:insuma:v:43:y:2008:i:3:p:466-473)
by Sarabia, José María & Guillén, Montserrat - Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application (RePEc:eee:insuma:v:45:y:2009:i:2:p:173-179)
by D'Amico, Guglielmo & Guillen, Montserrat & Manca, Raimondo - Multivariate density estimation using dimension reducing information and tail flattening transformations (RePEc:eee:insuma:v:48:y:2011:i:1:p:99-110)
by Buch-Kromann, Tine & Guillén, Montserrat & Linton, Oliver & Nielsen, Jens Perch - Modelling losses and locating the tail with the Pareto Positive Stable distribution (RePEc:eee:insuma:v:49:y:2011:i:3:p:454-461)
by Guillen, Montserrat & Prieto, Faustino & Sarabia, José María - Exchanging uncertain mortality for a cost (RePEc:eee:insuma:v:52:y:2013:i:1:p:65-76)
by Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch - A nonparametric approach to calculating value-at-risk (RePEc:eee:insuma:v:52:y:2013:i:2:p:255-262)
by Alemany, Ramon & Bolancé, Catalina & Guillén, Montserrat - The connection between distortion risk measures and ordered weighted averaging operators (RePEc:eee:insuma:v:52:y:2013:i:2:p:411-420)
by Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel - Simple risk measure calculations for sums of positive random variables (RePEc:eee:insuma:v:53:y:2013:i:1:p:273-280)
by Guillén, Montserrat & Sarabia, José María & Prieto, Faustino - Bringing cost transparency to the life annuity market (RePEc:eee:insuma:v:56:y:2014:i:c:p:14-27)
by Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch - GlueVaR risk measures in capital allocation applications (RePEc:eee:insuma:v:58:y:2014:i:c:p:132-137)
by Belles-Sampera, Jaume & Guillén, Montserrat & Santolino, Miguel - A survey of personalized treatment models for pricing strategies in insurance (RePEc:eee:insuma:v:58:y:2014:i:c:p:68-76)
by Guelman, Leo & Guillén, Montserrat & Pérez-Marín, Ana M. - Inverse beta transformation in kernel density estimation (RePEc:eee:stapro:v:78:y:2008:i:13:p:1757-1764)
by Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch - Long-range contagion in automobile insurance data : estimation and implications for experience rating (RePEc:ema:worpap:2000-43)
by J. Pinquet & M. Guillén & C. Bolancé - Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects (RePEc:ema:worpap:2002-18)
by C. Bolancé & M. Guillén & J. Pinquet - Longevidad y dependencia en España: consecuencias sociales y económicas (RePEc:fbb:booklb:201166)
by None - Pension Reform in Spain (1975-1997): the Role of Organized Labour (RePEc:fth:euroef:99/6)
by Guillen, A.M. - On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach (RePEc:fth:pnegmi:9509)
by Dionne, G. & Artis, M. & Guillen, M. - On the link between credibility and frequency premium (RePEc:hal:wpaper:hal-00243063)
by Jean Pinquet & Guillén Montserrat & Catalina Bolancé - Longevity Studies Based on Kernel Hazard Estimation (RePEc:hhb:aarfin:2000_003)
by Felipe, Angie & Guillen, Montserrat & Perch Nielsen, Jens - Kernel Density Estimation of Actuarial Loss Functions (RePEc:hhb:aarfin:2000_004)
by Bolance, Catalina & Guillen, Montserrat & Perch Nielsen, Jens - Two-Dimensional Hazard Estimation for Longevity Analysis (RePEc:hhb:aarfin:2001_010)
by Fledelius, P. & Guillen, Montserrat & Perch Nielsen, Jens & Vogelius, M. - Seguros Agricolas en Mexico (RePEc:ibf:rgnego:v:1:y:2013:i:1:p:97-105)
by Armando Ramirez Roman & Montserrat Guillen I Estany & Daniel Sanchez-Moscona - Time-varying effects when analysing customer lifetime duration, application to the insurance market (RePEc:ira:wpaper:200604)
by Montserrat Guillen & Jens Perch Nielsen & Tomas Scheike & Ana Maria Perez-Marin - Calculation of the variance in surveys of the economic climate (RePEc:ira:wpaper:200605)
by Manuela Alcañiz & Àlex Costa & Montserrat Guillén & Cristina Rovira & Carme Luna - Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe (RePEc:ira:wpaper:200920)
by Aïda Solé-Auró & Montserrat Guillén & Eileen M. Crimmins - Prediction of the economic cost of individual long-term care in the Spanish population (RePEc:ira:wpaper:201011)
by Catalina Bolancé & Ramon Alemany & Montserrat Guillén - A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation (RePEc:ira:wpaper:201113)
by Lluís Bermúdez & Antoni Ferri & Montse Guillén - The connection between distortion risk measures and ordered weighted averaging operators (RePEc:ira:wpaper:201201)
by Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino - “Beyond Value-at-Risk: GlueVaR Distortion Risk Measures” (RePEc:ira:wpaper:201302)
by Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino - “Indicators for the characterization of discrete Choquet integrals” (RePEc:ira:wpaper:201311)
by Jaume Belles-Sampera & Montserrat Guillén & José M. Merigó & Miguel Santolino - “Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey” (RePEc:ira:wpaper:201313)
by Manuela Alcañiz & Montserrat Guillén & Daniel Sánchez-Moscona & Miguel Santolino & Oscar Llatje & Lluís Ramon - “The use of flexible quantile-based measures in risk assessment” (RePEc:ira:wpaper:201323)
by Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino - On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach (RePEc:mtl:montde:9528)
by Dionne, G. & Aris, M. & Guillen, M. - On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach (RePEc:mtl:montec:9528)
by Dionne, G. & Aris, M. & Guillen, M. - 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 betwee (RePEc:pab:rmcpee:v:12:y:2011:i:1:p:111-131)
by Alcañiz Zanón, Manuela & Alemany Leira, Ramón & Bolancé Losilla, Catalina & Guillén Estany, Montserrat - 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 (RePEc:pab:rmcpee:v:16:y:2013:i:1:p:47-67)
by Ornelas, Arelly & Guillén, Montserrat - Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia (RePEc:pab:rmcpee:v:5:y:2008:i:1:p:3-16)
by Bermúdez Morata, Lluís & Blay Berrueta, Daniel & Guillén Estany, Montserrat - Using External Data in Operational Risk (RePEc:pal:gpprii:v:32:y:2007:i:2:p:178-189)
by Montserrat Guillen & Jim Gustafsson & Jens Perch Nielsen & Paul Pritchard - The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry (RePEc:pal:gpprii:v:33:y:2008:i:2:p:207-218)
by Montserrat Guillen & Jens Perch Nielsen & Ana M Pérez-Marín - Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase (RePEc:pal:gpprii:v:33:y:2008:i:4:p:659-672)
by Montserrat Guillén & Jean Pinquet - How Much Risk Is Mitigated by LTC Protection Schemes? A Methodological Note and a Case Study of the Public System in Spain (RePEc:pal:gpprii:v:37:y:2012:i:4:p:712-724)
by Montserrat Guillén & Adelina Comas-Herrera - Sistema Público De Dependencia Y Reducción Del Coste Individual De Cuidados A Lo Largo De La Vida (RePEc:rev:reveca:v:21:y:2013:i:1:p:97-117)
by Catalina Bolancé & Ramon Alemany & Montserrat Guillén - Quantitative modeling of operational risk losses when combining internal and external data (RePEc:ris:jofitr:1538)
by Nielsen, Jens Perch & Guillen, Montserrat & Bolance, Catalina & Gustafsson, Jim - Using risk analytics to prevent accidents before they occur – the future of insurance (RePEc:ris:jofitr:1672)
by Guillen, Montserrat & Cevolini, Alberto - Estimation Of Actuarial Loss Functions And The Tail Index Using Transformations In Kernel Density Estimation (RePEc:sce:scecf0:79)
by Montserrat Guillen & Jens Perch Nielsen & Catalina Bolance - Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE (RePEc:spr:eujhec:v:13:y:2012:i:6:p:741-754)
by Aïda Solé-Auró & Montserrat Guillén & Eileen Crimmins - Ownership Structure and Distribution Systems in Property-Liability Insurance (RePEc:wop:riskar:009)
by Garven, J. R. & M. Guillen - Count Data Models For A Credit Scoring System (RePEc:wop:riskar:021)
by Guillen, Montserrat & Manuel Artis - Count Data Models For A Credit Scoring System (RePEc:wpa:wuwpri:9407004)
by Montserrat Guillen & Manuel Artis - Calculation of the variance in surveys of the economic climate (RePEc:xrp:wpaper:creap2006-06)
by Manuela Alcañiz & Àlex Costa & Montserrat Guillén & Carme Luna & Cristina Rovira - Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española (RePEc:xrp:wpaper:xreap2007-13)
by Lluís Bermúdez Morata & Montserrat Guillén Estany & Aïda Solé Auró - Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe (RePEc:xrp:wpaper:xreap2009-10)
by Aïda Solé-Auró & Montserrat Guillén & Eileen M. Crimmins - An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions (RePEc:xrp:wpaper:xreap2010-03)
by David Pitt & Montserrat Guillén - Prediction of the economic cost of individual long-term care in the Spanish population (RePEc:xrp:wpaper:xreap2010-08)
by Catalina Bolancé & Ramon Alemany & Montserrat Guillén - Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R (RePEc:xrp:wpaper:xreap2011-06)
by David Pitt & Montserrat Guillen & Catalina Bolancé - How much risk is mitigated by LTC Insurance? A case study of the public system in Spain (RePEc:xrp:wpaper:xreap2011-07)
by Montserrat Guillen & Adelina Comas-Herrera - Loss risk through fraud in car insurance (RePEc:xrp:wpaper:xreap2011-08)
by Mercedes Ayuso & Montserrat Guillen & Catalina Bolancé - A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation (RePEc:xrp:wpaper:xreap2011-12)
by Lluís Bermúdez & Antoni Ferri & Montserrat Guillén - A logistic regression approach to estimating customer profit loss due to lapses in insurance (RePEc:xrp:wpaper:xreap2011-13)
by Montserrat Guillén & Ana María Pérez-Marín & Montserrat Guillén - Solvency Capital estimation and Risk Measures (RePEc:xrp:wpaper:xreap2012-02)
by Antoni Ferri & Montserrat Guillén & Lluís Bermúdez - How to use the standard model with own data? (RePEc:xrp:wpaper:xreap2012-03)
by Antoni Ferri & Lluís Bermúdez & Montserrat Guillén - Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance (RePEc:xrp:wpaper:xreap2012-05)
by Guglielmo D’Amico & Montserrat Guillen & Raimondo Manca - Nonparametric estimation of Value-at-Risk (RePEc:xrp:wpaper:xreap2012-19)
by Ramon Alemany & Catalina Bolancé & Montserrat Guillén - Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey (RePEc:xrp:wpaper:xreap2013-05)
by Manuela Alcañiz & Montserrat Guillén & Daniel Sánchez-Moscona & Miguel Santolino & Oscar Llatje & Lluís Ramon - The environmental effects of changing speed limits: a quantile regression approach (RePEc:xrp:wpaper:xreap2014-09)
by Germà Bel & Catalina Bolancé & Montserrat Guillén & Jordi Rosell