Montserrat Guillén

发表

Fraud Detection Using a Multinomial Logit Model with Missing Information

S. Caudill, Mercedes Ayuso, Montserrat Guillén, 2005 .

Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data

Jens Perch Nielsen, Mercedes Ayuso, Montserrat Guillen, 2018, Transportation.

What attitudes to risk underlie distortion risk measure choices

Montserrat Guillén, Jaume Belles-Sampera, Miguel Santolino, 2016 .

Health Care Utilization Among Immigrants and Native-Born Populations in 11 European Countries. Results from the Survey of Health, Ageing and Retirement in Europe

Montserrat Guillén, E. Crimmins, Aïda Solé-Auró, 2009 .

Discrete Time Non-Homogeneous Semi-Markov Processes Applied to Models for Disability Insurance

Montserrat Guillén, G. D’Amico, R. Manca, 2012 .

Less is more: Increasing retirement gains by using an upside terminal wealth constraint

J. Nielsen, Montserrat Guillén, C. Donnelly, 2015 .

On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint

J. Nielsen, Montserrat Guillén, C. Donnelly, 2015 .

Accounting for severity of risk when pricing insurance products

Montserrat Guillén, Catalina Bolancé, Ramon Alemany, 2014 .

Prevalence of Alcohol-Impaired Drivers Based on Random Breath Tests in a Roadside Survey

Montserrat Guillén, Miguel Santolino, M. Alcañiz, 2013 .

A joint longitudinal and survival model with health care usage for insured elderly

Montserrat Guillén, Ramon Alemany, X. Piulachs, 2014 .

Loss Risk Through Fraud in Car Insurance

Mercedes Ayuso, Montserrat Guillén, Catalina Bolancé, 2011 .

The Environmental Effects of Changing Speed Limits: A Quantile Regression Approach

Montserrat Guillén, Catalina Bolancé, G. Bel, 2014 .

Prediction of the Economic Cost of Individual Long-Term Care in the Spanish Population

Montserrat Guillén, Catalina Bolancé, Ramon Alemany, 2010 .

Modelling different types of automobile insurance fraud behaviour in the Spanish market

Mercedes Ayuso, Montserrat Guillén, M. Artís, 1999 .

Detection of Automobile Insurance Fraud with Discrete Choice Models and Misclassified Claims

Mercedes Ayuso, Montserrat Guillén, M. Artís, 2002 .

A nonparametric approach to calculating value-at-risk

Montserrat Guillén, Catalina Bolancé, Ramon Alemany, 2013 .

Count data models for a credit scoring system

Montserrat Guillén, M. Artís, G. Dionne, 1996 .

Empirical analysis of daily cash flow time series and its implications for forecasting

Francisco Salas-Molina, Montserrat Guillen, Montserrat Guillén, 2016, 1611.04941.

Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data

Michel Denuit, Montserrat Guillen, Jean-Philippe Boucher, 2009 .

A survey on models for panel count data with applications to insurance

Montserrat Guillén, Jean-Philippe Boucher, Montserrat Guillén, 2009 .

Disability Caused by Occupational Accidents in the Spanish Long-Term Care System

Montserrat Guillén, Catalina Bolancé, Ramon Alemany, 2012 .

Skewed bivariate models and nonparametric estimation for the CTE risk measure

Raluca Vernic, Montserrat Guillén, Catalina Bolancé, 2008 .

The connection between distortion risk measures and ordered weighted averaging operators

J. Merigó, Montserrat Guillén, Jaume Belles-Sampera, 2013 .

Kernel density estimation for heavy-tailed distributions using the champernowne transformation

J. Nielsen, Montserrat Guillén, Catalina Bolancé, 2005 .

Decision support models for optimal personalized marketing interventions in insurance

Montserrat Guillén, Leo Guelman, A. M. Pérez-Marín, 2015 .

Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures

Montserrat Guillén, Jaume Belles-Sampera, Miguel Santolino, 2014, Risk analysis : an official publication of the Society for Risk Analysis.

Impact of road traffic injuries on disability rates and long-term care costs in Spain.

Mercedes Ayuso, Montserrat Guillén, Ramon Alemany, 2013, Accident; analysis and prevention.

Alternative Methods of Estimating the Longevity Risk

Montserrat Guillén, Catalina Bolancé, A. Ornelas, 2018 .

Models of Insurance Claim Counts with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions

Michel Denuit, Montserrat Guillén, Montserrat Guillén, 2008 .

Risk Classification for Claim Counts

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2007 .

Do young insured drivers slow down after suffering an accident?

Mercedes Ayuso, Montserrat Guillen, Ana María Pérez-Marín, 2019, Transportation Research Part F: Traffic Psychology and Behaviour.

A Sarmanov Distribution with Beta Marginals: An Application to Motor Insurance Pricing

Montserrat Guillén, Catalina Bolancé, Albert Pitarque, 2020 .

Telematics and Gender Discrimination: Some Usage-Based Evidence on Whether Men’s Risk of Accidents Differs from Women’s

Montserrat Guillén, Ana M. Pérez-Marín, Mercedes Ayuso, 2016 .

The Use of Telematics Devices to Improve Automobile Insurance Rates

Jens Perch Nielsen, Mercedes Ayuso, Montserrat Guillen, 2018, Risk analysis : an official publication of the Society for Risk Analysis.

Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey in Catalonia (Spain).

Manuela Alcañiz, Montserrat Guillén, Miguel Santolino, 2014, Accident; analysis and prevention.

Long-Run Savings and Investment Strategy Optimization

J. Nielsen, Montserrat Guillén, R. Gerrard, 2014, TheScientificWorldJournal.

Multivariate Density Estimation Using Dimension Reducing Information and Tail Flattening Transformations

O. Linton, J. Nielsen, Montserrat Guillén, 2010 .

Multivariate Density Estimation Using Dimension Reducing Information and Tail Flattening Transformations

O. Linton, J. Nielsen, Montserrat Guillén, 2011 .

Transformation kernel estimation of insurance claim cost distributions

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2010 .

Modelling losses and locating the tail with the Pareto Positive Stable distribution

José María Sarabia, Montserrat Guillén, Faustino Prieto, 2011 .

Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2003 .

Forecasting Compositional Risk Allocations

Montserrat Guillén, Miguel Santolino, T. Boonen, 2017 .

Compositional Methods Applied to Capital Allocation Problems

Montserrat Guillén, Jaume Belles-Sampera, Miguel Santolino, 2016 .

1 Predicting motor insurance claims using telematics 2 data-XGBoost vs . logistic regression 3

Montserrat Guillén, M. Alcañiz, Jessica Pesantez-Narvaez, 2019 .

Exposure to risk increases the excess of zero accident claims frequency in automobile insurance

J. Nielsen, Mercedes Ayuso, Montserrat Guillén, 2018 .

Consumer preferences for electric vehicles in Germany

Xavier Piulachs Lozada-Benavente, Montserrat Guillén, Anja Schulze-Darup, 2018 .

Joint Modelling of Survival and Emergency Medical Care Usage in Spanish Insureds Aged 65+

Montserrat Guillén, Ramon Alemany, X. Piulachs, 2016, PloS one.

Bootstrap control charts in monitoring value at risk in insurance

Babak Abbasi, Montserrat Guillen, Montserrat Guillén, 2013, Expert Syst. Appl..

An algorithm to fit conditional tail expectation regression models for vehicle excess speed in driving data

Montserrat Guillén, Albert Pitarque, 2020 .

Risk-Adjusted Impact of Administrative Costs on the Distribution of Terminal Wealth for Long-Term Investment

J. Nielsen, Montserrat Guillén, S. F. Jarner, 2014, TheScientificWorldJournal.

Mortality and longevity risks in the United Kingdom: Dynamic factor models and copula-functions

Montserrat Guillén, Helena Chuliá Soler, Jorge Mario Uribe Gil, 2015 .

MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE

Jorge M. Uribe, Montserrat Guillén, Helena Chuliá, 2015, ASTIN Bulletin.

DOCUMENT DE TREBALL XREAP2012-19 Nonparametric estimation of Value-at-Risk

Montserrat Guillén, Catalina Bolancé, Ramon Alemany, 2012 .

Price bubbles in lithium markets around the world

Jorge M. Uribe, Montserrat Guillén, Natalia Restrepo, 2023, Frontiers in Energy Research.

Uncertainty, Systemic Shocks and the Global Banking Sector: Has the Crisis Modified their Relationship?

Jorge M. Uribe, Montserrat Guillén, Helena Chuliá, 2017 .

Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE

Montserrat Guillén, E. Crimmins, Aïda Solé-Auró, 2012, The European Journal of Health Economics.

Acute respiratory infection rates in primary care anticipate ICU bed occupancy during COVID-19 waves

Montserrat Guillén, Catalina Bolancé, D. Moriña, 2022, PloS one.

Joint Modeling of Health Care Usage and Longevity Uncertainty for an Insurance Portfolio

Montserrat Guillén, Ramon Alemany, X. Piulachs, 2015 .

A Case Study: Modeling Energy Markets by the Means of Quantile Regression

Jorge M. Uribe, Montserrat Guillén, 2020 .

Joint modelling of the total amount and the number of claims by conditionals

Montserrat Guillén, J. Sarabia, 2008 .

Price and Profit Optimization for Financial Services

J. Nielsen, Montserrat Guillén, Catalina Bolancé, 2018 .

Risk aggregation in Solvency II through recursive log-normals

E. Bølviken, Montserrat Guillén, 2017 .

Recent Mortality Trends in the Spanish Population

Montserrat Guillén, A. M. Pérez-Marín, A. Felipe, 2002 .

SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL

Montserrat Guillén, Elena Vigna, A. Chen, 2018, ASTIN Bulletin.

Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines

J. Nielsen, Montserrat Guillén, M. Bräutigam, 2017 .

Do not pay for a Danish interest guarantee. The law of the triple blow

Agnieszka Karolina Konicz, J. Nielsen, Montserrat Guillén, 2012, Annals of Actuarial Science.

Impact of home and leisure accident rates on disability and costs of long term care in Spain

Montserrat Guillén, Ramon Alemany, Mercedes Ayuso Gutiérrez, 2018 .

Using Logistic Regression Models to Predict and Understand Why Customers Leave an Insurance Company

Montserrat Guillén, J. Parner, A. M. Pérez-Marín, 2003 .

Estimation Of Actuarial Loss Functions And The Tail Index Using Transformations In Kernel Density Estimation

J. Nielsen, Montserrat Guillén, Catalina Bolancé, 2000 .

On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach.

Montserrat Guillén, G. Dionne, M. Aris, 1995 .

SEASONAL AND TIME-TREND VARIATION OF ALCOHOL-IMPAIRED DRIVERS AT PREVENTIVE SOBRIETY CHECKPOINTS

Montserrat Guillén, Òscar Llatje, Helena Chuliá, 2017 .

Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility

Montserrat Guillén, Xenxo Vidal-Llana, 2022, The North American Journal of Economics and Finance.

European stock market volatility connectedness: The role of country and sector membership

Jorge M. Uribe, Montserrat Guillén, Xenxo Vidal-Llana, 2022, Journal of International Financial Markets, Institutions and Money.

Tail risk measures using flexible parametric distributions

J. M. S. Alegría, Montserrat Guillén, Helena Chuliá, 2019 .

Fundamentals of Risk Measurement and Aggregation for Insurance Applications

Miguel Santolino, Montserrat Guillen, Catalina Bolancé, 2016, MDAI.

The use of flexible quantile-based measures in risk assessment

Montserrat Guillén, Miguel Santolino, Jaume Belles-Sampera, 2013 .

Simple risk measure calculations for sums of positive random variables

José María Sarabia, Montserrat Guillén, Faustino Prieto, 2013 .

Generalizing Some Usual Risk Measures in Financial and Insurance Applications

Miguel Santolino, Montserrat Guillen, Jaume Belles-Sampera, 2013, MS.

A causal inference approach to measure price elasticity in Automobile Insurance

Leo Guelman, Montserrat Guillen, Montserrat Guillén, 2014, Expert Syst. Appl..

Uplift Random Forests

LEO GUELMAN, MONTSERRAT GUILLÉN, ANA M. PÉREZ-MARÍN, 2015, Cybern. Syst..

A survey of personalized treatment models for pricing strategies in insurance

Leo Guelman, Montserrat Guillén, Ana M. Pérez-Marín, 2014 .

Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study

Leo Guelman, Montserrat Guillén, Ana M. Pérez-Marín, 2014 .

Risk of dependence associated with health, social support, and lifestyle

Montserrat Guillén, Aïda Solé-Auró, M. Alcañiz, 2015, Revista de saude publica.

Cooperatives and Migration: Two paths towards economic security for domestic workers in Ecuador?

Montserrat Guillén, Jessica Pesantez-Narvaez, 2019 .

Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed

Montserrat Guillén, Albert Pitarque, 2022, Risks.

RiskLogitboost Regression for Rare Events in Binary Response: An Econometric Approach

Manuela Alcañiz, Montserrat Guillén, Jessica Pesantez-Narvaez, 2021, Mathematics.

Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression

Manuela Alcañiz, Montserrat Guillen, Jessica Pesantez-Narvaez, 2019, Risks.

Implications of Unisex Assumptions in the Analysis of Longevity for Insurance Portfolios

Manuela Alcañiz, Montserrat Guillen, Arelly Ornelas, 2013, MS.

A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data

Montserrat Guillén, M. Monteverde, M. Ayuso, 2005 .

Time-varying effects in the analysis of customer loyalty: A case study in insurance

Jens Perch Nielsen, Montserrat Guillen, Thomas H. Scheike, 2012, Expert Syst. Appl..

Time-varying effects when analysing customer lifetime duration: application to the insurance market

Jens Perch Nielsen, Montserrat Guillén, Ana M. Pérez-Marín, 2006 .

Trends in the Quantiles of the Life Table Survivorship Function

Jorge M. Uribe, Montserrat Guillén, Helena Chuliá, 2018, European Journal of Population.

Segmenting and Selecting Cross-sale Prospects using Dynamic Pricing

Jens Perch Nielsen, Montserrat Guillen, Fredrik Thuring, 2013, ICORES.

On the link between credibility and frequency premium

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2008 .

Using contextual data to predict risky driving events: A novel methodology from explainable artificial intelligence.

Montserrat Guillén, Finbarr Murphy, Barry Sheehan, 2023, Accident; analysis and prevention.

Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk

Montserrat Guillen, Catalina Bolancé, Montserrat Guillén, 2021, Risks.

Emergency care usage and longevity have opposite effects on health insurance rates

Montserrat Guillen, Xavier Piulachs, Ramon Alemany, 2017, Kybernetes.

Measuring uncertainty in the stock market

Jorge M. Uribe, Montserrat Guillén, Helena Chuliá, 2017 .

Application of the Poisson log-bilinear projection model to the G5 mortality experience

Montserrat Guillén, M. Denuit, Antoine Delwarde, 2006 .

Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis

Jorge M. Uribe, Montserrat Guillén, Helena Chuliá, 2015 .

Multivariate Classes of GB2 Distributions with Applications

Montserrat Guillén, J. Sarabia, Faustino Prieto, 2020, Mathematics.

Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?

J. Nielsen, Montserrat Guillén, P. Brockett, 2008 .

Employing transaction aggregation strategy to detect credit card fraud

J. Christopher Westland, Sanjeev Jha, Montserrat Guillen, 2012, Expert Syst. Appl..

The Rising Hazards of Party Incumbency: A Discrete Renewal Analysis

Montserrat Guillén, Tse-min Lin, 1998, Political Analysis.

How Much Risk Is Mitigated by LTC Protection Schemes? A Methodological Note and a Case Study of the Public System in Spain

Montserrat Guillén, A. Comas-Herrera, 2012 .

Performance measurement of pension strategies: a case study of Danish life-cycle products

J. Nielsen, Montserrat Guillén, A. M. Pérez-Marín, 2013 .

Performance measurement of pension strategies: a case study of Danish life cycle products

Montserrat Guillén, A. M. Pérez-Marín, Jens Perch Nielsen, 2010 .

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2011 .

Modelling of Insurance Claim Count with Hurdle Distribution for Panel Data

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2008 .

Early Poverty and Future Life Expectancy with Disability among the Elderly in Argentina: Pobreza Temprana y Esperanza de Vida Futura con Discapacidad entre los Adultos Mayores de la Argentina.

Montserrat Guillén, A. Palloni, M. Monteverde, 2019, Revista latinoamericana de poblacion.

Demographic and Social Challenges in the Design of Public Pension Schemes

Montserrat Guillén, M. Ayuso, Estefania Alaminos, 2020 .

Random Forests for Uplift Modeling: An Insurance Customer Retention Case

Leo Guelman, Montserrat Guillen, Ana Maria Pérez-Marín, 2012, MS.

A decision support framework to implement optimal personalized marketing interventions

Leo Guelman, Montserrat Guillen, Ana Maria Pérez-Marín, 2015, Decis. Support Syst..

Return Smoothing Mechanisms in Life and Pension Insurance: Path-Dependent Contingent Claims

J. Nielsen, Montserrat Guillén, Peter Løchte Jørgensen, 2004 .

Near‐miss telematics in motor insurance

J. Nielsen, Montserrat Guillén, A. M. Pérez-Marín, 2021, Journal of Risk and Insurance.

A multidimensional review of the cash management problem

Montserrat Guillén, J. Rodríguez-Aguilar, Francisco Salas-Molina, 2023, Financial Innovation.

Why and When Should Quantile Regression Be Used?

Jorge M. Uribe, Montserrat Guillén, 2020 .

Selecting prospects for cross-selling financial products using multivariate credibility

Jens Perch Nielsen, Montserrat Guillen, Fredrik Thuring, 2012, Expert Syst. Appl..

Seasonal and Time-Trend Variation by Gender of Alcohol-Impaired Drivers at Preventive Sobriety Checkpoints.

Montserrat Guillén, Òscar Llatje, Helena Chuliá, 2016, Journal of studies on alcohol and drugs.

Generalized Market Uncertainty Measurement in European Stock Markets in Real Time

Jorge M. Uribe, Montserrat Guillén, 2020 .

Characterizing electricity market integration in Nord Pool

Montserrat Guillen, Jorge M. Uribe, Stephanía Mosquera-López, 2020 .

The impact of traffic violations on the estimated cost of traffic accidents with victims.

Manuela Alcañiz, Montserrat Guillén, Mercedes Ayuso, 2010, Accident; analysis and prevention.

Ownership Structure and Distribution Systems in Property-Liability Insurance

Montserrat Guillén, J. R. Garven, 1995 .

Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator

J. Nielsen, Montserrat Guillén, A. M. Pérez-Marín, 2007 .

A Comparative Study of Parametric and Nonparametric Estimators of Old-Age Mortality in Sweden

J. Nielsen, Montserrat Guillén, Kitt S. Petersen, 2004 .

The Ordered Weighted Average in the Variance and the Covariance

José M. Merigó, Montserrat Guillen, José M. Sarabia, 2015, Int. J. Intell. Syst..

Indicators for the characterization of discrete Choquet integrals

José M. Merigó, Miguel Santolino, Montserrat Guillen, 2014, Inf. Sci..

A Generalization of the Variance by Using the Ordered Weighted Average

José M. Merigó, Montserrat Guillen, José M. Sarabia, 2013, MS.

The Role of Complementary Pensions

Montserrat Guillén, M. Ayuso, Diego Valero, 2020 .

Dependence modeling of multivariate longitudinal hybrid insurance data with dropout

Emiliano A. Valdez, Edward W. Frees, Montserrat Guillen, 2021, Expert Syst. Appl..

A Bayesian joint model for zero‐inflated integers and left‐truncated event times with a time‐varying association: Applications to senior health care

Dimitris Rizopoulos, Montserrat Guillén, Eleni-Rosalina Andrinopoulou, 2020, Statistics in medicine.

Joint Models of Insurance Lapsation and Claims

Montserrat Guillén, Emiliano A. Valdez, Edward W. Frees, 2018 .

Copula Modeling of Multivariate Longitudinal Data with Dropout

Emiliano A. Valdez, Montserrat Guillén, E. Frees, 2018, 1810.04567.

Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance

Dimitris Rizopoulos, Montserrat Guillén, Xavier Piulachs, 2017 .

Strategies for detecting fraudulent claims in the automobile insurance industry

Guido Dedene, Stijn Viaene, Mercedes Ayuso, 2007, Eur. J. Oper. Res..

A Robust Unsupervised Method for Fraud Rate Estimation

Patrick L. Brockett, Linda L. Golden, Jing Ai, 2011 .

A Logistic Regression Approach to Estimating Customer Profit Loss Due to Lapses in Insurance

Manuela Alcañiz, Montserrat Guillen, Ana María Sánchez Pérez, 2011 .

Bringing cost transparency to the life annuity market

J. Nielsen, Montserrat Guillén, C. Donnelly, 2014 .

IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH

J. Nielsen, Montserrat Guillén, C. Donnelly, 2017, ASTIN Bulletin.

Selection Bias and Auditing Policies for Insurance Claims

Montserrat Guillen, Mercedes Ayuso, Jean Pinquet, 2007 .

Who pollutes more?: gender differences in consumptions patterns

Montserrat Guillén, Mònica Serrano, Francisca Toro, 2019 .

Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase

Montserrat Guillén, J. Pinquet, 2008 .

Approximated Perfect Values in Logistic Regression for Prediction and Outlier Detection

Montserrat Guillén, M. Artís, M. Ayuso, 2003 .

Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models

Montserrat Guillén, Jean-Philippe Boucher, Montserrat Guillén, 2017 .

A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data

Manuela Alcañiz, Montserrat Guillén, Jessica Pesantez-Narvaez, 2020, Computational Economics.

aPRIDIT Unsupervised Classification with Asymmetric Valuation of Variable Discriminatory Worth

Montserrat Guillén, Linda L Golden, Patrick L Brockett, 2019, Multivariate behavioral research.

A causal inference approach to measure price elasticity in Automobile Insurance

Montserrat Guillén, Leo Guelman, 2014, Expert Syst. Appl..

Exchanging uncertain mortality for a cost

J. Nielsen, Montserrat Guillén, C. Donnelly, 2013 .

A Comparative Study of Parametric and Nonparametric Estimators of Old-Age Mortality in Sweden

J. Nielsen, Montserrat Guillén, Kitt S. Petersen, 2004 .

Quantile Regression: A Methodological Overview

Jorge M. Uribe, Montserrat Guillén, 2020, Quantile Regression for Cross-Sectional and Time Series Data.

DRIVING PATTERNS IN PAY-AS-YOU-DRIVE OR USAGE-BASED INSURANCE: A GENDER COMPARISON

Montserrat Guillén, A. M. Pérez-Marín, M. Ayuso, 2014 .

Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data

Michel Denuit, Julien Trufin, Montserrat Guillén, 2019, Annals of Actuarial Science.

Multiplicative Hazard Models for Studying the Evolution of Mortality

J. Nielsen, Montserrat Guillén, A. M. Pérez-Marín, 2006, Annals of Actuarial Science.

Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey

Montserrat Guillén, Miguel Santolino, M. Alcañiz, 2018, PloS one.

Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events?

J. Nielsen, Montserrat Guillén, A. M. Pérez-Marín, 2019, North American Actuarial Journal.

Penalized logistic regression to improve predictive capacity of rare events in surveys

Montserrat Guillén, Jessica Pesantez-Narvaez, Montserrat Guillén, 2020, J. Intell. Fuzzy Syst..

The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry

J. Nielsen, Montserrat Guillén, A. M. Pérez-Marín, 2008 .

Impact of road traffic injuries on disability rates and long-term care costs in Spain.

Montserrat Guillén, Ramon Alemany, M. Ayuso, 2013, Accident; analysis and prevention.

Calculation of the Variance in Surveys of the Economic Climate

Manuela Alcañiz, Montserrat Guillen, Montserrat Guillén, 2006 .

Selection Bias and Auditing Policies for Insurance Claims

Montserrat Guillén, J. Pinquet, M. Ayuso, 2007 .

Sexless and beautiful data: from quantity to quality

Montserrat Guillén, Montserrat Guillén, 2012, Annals of Actuarial Science.

Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study

Mercedes Ayuso, Montserrat Guillen, Montserrat Guillén, 2011 .

Joint generalized quantile and conditional tail expectation regression for insurance risk analysis

Montserrat Guillen, Lluís Bermúdez, Albert Pitarque, 2021, Insurance: Mathematics and Economics.

Non-parametric Models for Univariate Claim Severity Distributions - an approach using R

Montserrat Guillén, David Pitt, Catalina Bolancé, 2014 .

Predicting Probability of Customer Churn in Insurance

Montserrat Guillen, Catalina Bolancé, Alemar E. Padilla-Barreto, 2016, MS.

Forecasting Spanish Natural Life Expectancy

Montserrat Guillén, Antoni Vidiella-i-Anguera, 2005, Risk analysis : an official publication of the Society for Risk Analysis.

Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit

Manuela Alcañiz, Ana M. Pérez-Marín, Montserrat Guillen, 2019, Risks.

Novel Approaches in Quantile Regression

Jorge M. Uribe, Montserrat Guillén, 2020 .

Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance

Montserrat Guillén, Ana María Pérez Marín, Mercedes Ayuso, 2016 .

Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments

Montserrat Guillén, M. Denuit, J. Pinquet, 2003 .

Adding prior knowledge to quantitative operational risk models

J. Nielsen, Montserrat Guillén, Catalina Bolancé, 2013 .

A Semi-Nonparametric Approach to Model Panel Count Data

Montserrat Guillén, Jean-Philippe Boucher, Montserrat Guillén, 2011 .

Fraud in Insurance

Montserrat Guillén, Mercedes Ayuso, Montserrat Guillén, 2006 .

Kernel density estimation of actuarial loss functions

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2003 .

A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION

Antoni Ferri, Montserrat Guillen, Montserrat Guillén, 2011, ASTIN Bulletin.

How Much Risk is Mitigated by LTC Insurance? A Case Study of the Public System in Spain

Montserrat Guillén, A. Comas-Herrera, 2011 .

Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions: An Approach Using R

Montserrat Guillén, Catalina Bolancé, David G. W. Pitt, 2011 .

An Introduction to Parametric and Non-Parametric Models for Bivariate Positive Insurance Claim Severity Distributions

Montserrat Guillén, David G. W. Pitt, 2010 .

An Estimation of the Individual Illiquidity Risk for the Elderly Spanish Population with Long-Term Care Needs

Mercedes Ayuso, Montserrat Guillen, Estefania Alaminos, 2016, MS.

Nonparametric Estimation of Value-at-Risk

Montserrat Guillén, Catalina Bolancé, Ramon Alemany, 2012 .

Covariance Principle for Capital Allocation: A Time-Varying Approach

Miguel Santolino, Montserrat Guillen, Jilber Urbina, 2021, Mathematics.

Uncovering the nonlinear predictive causality between natural gas and electricity prices

Jorge M. Uribe, Montserrat Guillén, Stephanía Mosquera-López, 2018, Energy Economics.

Risk reference charts for speeding based on telematics information

Manuela Alcañiz, Montserrat Guillén, Ana M. Pérez-Marín, 2020 .

Quantile Regression for Cross-Sectional and Time Series Data

Jorge M. Uribe, Montserrat Guillén, 2020, SpringerBriefs in Finance.

Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations.

Montserrat Guillen, Ana M Pérez-Marín, Montserrat Guillén, 2019, Accident; analysis and prevention.

Time and distance to first accident and driving patterns of young drivers with pay-as-you-drive insurance.

Montserrat Guillén, Mercedes Ayuso, Ana María Pérez-Marín, 2014, Accident; analysis and prevention.