Montserrat Guillén

发表

Linear credibility models based on time series for claim counts

Michel Denuit, Montserrat Guillén, Oana Purcaru, 2004 .

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.

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.

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.

Data for: Forecasting compositional risk allocations

Tim J. Boonen, Montserrat Guillén, Miguel Santolino, 2018 .

Lʼenquesta de salut de Catalunya: una eina per al seguiment actiu de la salut poblacional

Manuela Alcañiz, Montserrat Guillén, Esteve Saltó-Cerezuela, 2014 .

Quantitative Operational Risk Models

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2012 .

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

Montserrat Guillén, David Pitt, Catalina Bolancé, 2014 .

Quantitative modeling of operational risk losses when combining internal and external data

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2012 .

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 .

Bayesian experience rating with dynamic heterogeneity

Michel Denuit, Philippe Lambert, Montserrat Guillén, 2004 .

Zero-inflated Poisson models for panel data

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2006 .

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

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

Optimal Bonus-Malus scales in segmented tariffs

Michel Denuit, Montserrat Guillén, Natacha Brouhns, 2002 .

Los hábitos de conducción al volante según el género en los seguros Pay-As-You-Drive o Usage based

Montserrat Guillén, Ana María Pérez Marín, Mercedes Ayuso, 2014 .

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 .

Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes model

Michel Denuit, Philippe Lambert, Montserrat Guillén, 2007 .

Weighted Logistic Regression to Improve Predictive Performance in Insurance

Montserrat Guillén, Jessica Pesantez-Narvaez, 2018 .

Multidimensional credibility: a Bayesian analysis of policyholders holding

Katrien Antonio, Montserrat Guillén, Ana–Maria Pérez Marı́n, 2011 .

Risk Quantification and Allocation Methods for Practitioners

Montserrat Guillén, Miguel Santolino, Jaume Belles-Sampers, 2017 .

Big data en seguros

Montserrat Guillén, 2016 .

Risk reference charts for speeding based on telematics information

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

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

Cross-sectional Quantile Regression

Montserrat Guillén, Jorge M. Uribe, 2020 .

The use of flexible quantile-based measures in risk assessment

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

Improving automobile insurance ratemaking using telematics

Jens Perch Nielsen, Montserrat Guillén, Mercedes Ayuso, 2016 .

aPRIDIT Unsupervised Classification with Asymmetric Valuation of Variable Discriminatory Worth

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

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

Montserrat Guillén, David Pitt, Catalina Bolancé, 2011 .

The Contribution of Usage-Based Data Analytics to Benchmark Semi-autonomous Vehicle Insurance

Montserrat Guillén, Ana M. Pérez-Marín, 2018 .

Mostreig estadístic: problemes i pràctiques

Manuela Alcañiz, Montserrat Guillén, Mónica Bécue, 2011 .

Modelling of Insurance Claim Count with Hurdle Distribution for Panel Data

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

Combining Underreported Internal and External Data for Operational Risk Measurement

Jens Perch Nielsen, Montserrat Guillén, Jim Gustafsson, 2008 .

Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data

Montserrat Guillén, Catalina Bolancé, Ricarda Cao, 2018 .

A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data

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

The transition towards semi-autonomous vehicle insurance: the contribution of usage-based data

Montserrat Guillén, Ana M. Pérez-Marín, 2018 .

A Robust Unsupervised Method for Fraud Rate Estimation

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

Inferència Estadística Aplicada

Montserrat Guillén, Núria Viladomiu Canela, Carmen Muñoz Vaquer, 2017 .

Joint Models of Insurance Lapsation and Claims

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

A binary choice model with omission errors for the detection of insurance Fraud

Montserrat Guillén, Mercedes Ayuso, P. Salsas, 1999 .

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

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

Long-range contagion in automobile insurance data: estimation and implications for experience rating

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2000 .

Allowance for the Age of Claims in Bonus-Malus Systems*

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2001, ASTIN Bulletin.

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

Dimitris Rizopoulos, Montserrat Guillén, Xavier Piulachs, 2017 .

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

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

Kernel density estimation of actuarial loss functions

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

Longevity studies based on kernel hazard estimation

Jens Perch Nielsen, Montserrat Guillén, Angie Felipe, 2001 .

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 .

On the link between credibility and frequency premium

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2008 .

Skewed bivariate models and nonparametric estimation for the CTE risk measure

Raluca Vernic, Montserrat Guillén, Catalina Bolancé, 2008 .

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.

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

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

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

Michel Denuit, Montserrat Guillén, Montserrat Guillén, 2008 .

Inverse beta transformation in kernel density estimation

Jens Perch Nielsen, Montserrat Guillén, Catalina Bolancé, 2008 .

Risk Classification for Claim Counts

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

Simple risk measure calculations for sums of positive random variables

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

A survey of personalized treatment models for pricing strategies in insurance

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

Semi-Markov Disability Insurance Models

Raimondo Manca, Guglielmo D'Amico, Montserrat Guillén, 2013 .

Transformation kernel estimation of insurance claim cost distributions

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

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 .

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

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2003 .

Allowing for time and cross dependence assumptions between claim counts in ratemaking models

Dimitris Karlis, Montserrat Guillén, Lluís Bermúdez, 2018, Insurance: Mathematics and Economics.

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

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

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

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

Sexless and beautiful data: from quantity to quality

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

Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application

Raimondo Manca, Guglielmo D'Amico, Montserrat Guillén, 2009 .