Catalina Bolancé

发表

Segmenting and Selecting Cross-sale Prospects using Dynamic Pricing

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

Fundamentals of Risk Measurement and Aggregation for Insurance Applications

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

Selecting prospects for cross-selling financial products using multivariate credibility

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

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 .

Predicting Probability of Customer Churn in Insurance

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

Bayesian experience rating with dynamic heterogeneity

Michel Denuit, Philippe Lambert, Montserrat Guillén, 2004 .

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

Michel Denuit, Philippe Lambert, Montserrat Guillén, 2007 .

Estimating Risk with Sarmanov Copula and Nonparametric Marginal Distributions

Catalina Bolancé, Ramon Alemany, Zuhair Bahraoui, 2013, MS.

Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain.

Manuela Alcañiz, Miguel Santolino, Catalina Bolancé, 2012, Accident; analysis and prevention.

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

Montserrat Guillén, David Pitt, Catalina Bolancé, 2011 .

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

Montserrat Guillén, Catalina Bolancé, Ricarda Cao, 2018 .

Joint Models of Insurance Lapsation and Claims

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

Dependence modeling of multivariate longitudinal hybrid insurance data with dropout

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

A New Kernel Estimator of Copulas Based on Beta Quantile Transformations

Catalina Bolancé, Carlos Alberto Acuña, 2021 .

Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk

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

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.

Term structure of interest rate. european financial integration

Catalina Bolancé, Catalina Bolancé, Hortensia Fontanals, 2006 .

Kernel density estimation of actuarial loss functions

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

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 .

Inverse beta transformation in kernel density estimation

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

Transformation kernel estimation of insurance claim cost distributions

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

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

Montserrat Guillén, Catalina Bolancé, Jean Pinquet, 2003 .