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Montserrat Guillén · Study
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Author
Montserrat Guillén
43 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0002-2644-6268
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43
Citations
2,330
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Most cited in this library
Kernel density estimation for heavy-tailed distributions using the champernowne transformation
2005 · 140 citations
Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data
2018 · 122 citations
Risk Classification for Claim Counts
2007 · 114 citations
Modelling different types of automobile insurance fraud behaviour in the Spanish market
1999 · 112 citations
Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures
2013 · 109 citations
Works
43 shown
Quantile Regression for Cross-Sectional and Time Series Data
SpringerBriefs in finance
·
2020
·
2 authors
·
book
34
citations
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
Annals of Actuarial Science
·
2019
·
3 authors
·
Open access
60
citations
Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data
Transportation
·
2018
·
3 authors
122
citations
Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models
Risks
·
2017
·
2 authors
·
Open access
64
citations
Facing Up to Longevity with Old Actuarial Methods: A Comparison of Pooled Funds and Income Tontines
The Geneva Papers on Risk and Insurance Issues and Practice
·
2017
·
3 authors
20
citations
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis
Emerging Markets Review
·
2017
·
3 authors
·
Open access
55
citations
Predicting Probability of Customer Churn in Insurance
Lecture notes in business information processing
·
2016
·
3 authors
·
other
24
citations
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
Astin Bulletin
·
2015
·
3 authors
15
citations
The Ordered Weighted Average in the Variance and the Covariance
International Journal of Intelligent Systems
·
2015
·
3 authors
·
Open access
39
citations
A survey of personalized treatment models for pricing strategies in insurance
Insurance Mathematics and Economics
·
2014
·
3 authors
38
citations
An application of capital allocation principles to operational risk and the cost of fraud
Expert Systems with Applications
·
2014
·
2 authors
19
citations
Bringing cost transparency to the life annuity market
Insurance Mathematics and Economics
·
2014
·
3 authors
90
citations
Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures
Risk Analysis
·
2013
·
3 authors
·
Open access
109
citations
Bootstrap control charts in monitoring value at risk in insurance
Expert Systems with Applications
·
2013
·
2 authors
28
citations
The connection between distortion risk measures and ordered weighted averaging operators
Insurance Mathematics and Economics
·
2013
·
4 authors
·
Open access
44
citations
A nonparametric approach to calculating value-at-risk
Insurance Mathematics and Economics
·
2013
·
3 authors
52
citations
Exchanging uncertain mortality for a cost
Insurance Mathematics and Economics
·
2012
·
3 authors
58
citations
Quantitative Operational Risk Models
Chapman & Hall/CRC eBooks
·
2012
·
4 authors
·
other
41
citations
Selecting prospects for cross-selling financial products using multivariate credibility
Expert Systems with Applications
·
2012
·
4 authors
35
citations
Random Forests for Uplift Modeling: An Insurance Customer Retention Case
Lecture notes in business information processing
·
2012
·
3 authors
·
other
61
citations
Time-varying effects in the analysis of customer loyalty: A case study in insurance
Expert Systems with Applications
·
2011
·
4 authors
65
citations
Modelling losses and locating the tail with the Pareto Positive Stable distribution
Insurance Mathematics and Economics
·
2011
·
3 authors
40
citations
Performance measurement of pension strategies: a case study of Danish life-cycle products
Scandinavian Actuarial Journal
·
2011
·
4 authors
26
citations
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data
Journal of Risk & Insurance
·
2009
·
2 authors
98
citations
Skewed bivariate models and nonparametric estimation for the CTE risk measure
Insurance Mathematics and Economics
·
2008
·
4 authors
70
citations
Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?
Journal of Risk & Insurance
·
2008
·
6 authors
41
citations
Risk Classification for Claim Counts
North American Actuarial Journal
·
2007
·
2 authors
114
citations
Time-varying effects when analysing customer lifetime duration, application to the insurance market
RePEc: Research Papers in Economics
·
2006
·
4 authors
·
preprint
·
Open access
46
citations
Application of the Poisson log-bilinear projection model to the G5 mortality experience
DIAL (Catholic University of Leuven)
·
2006
·
4 authors
·
report
·
Open access
25
citations
Kernel density estimation for heavy-tailed distributions using the champernowne transformation
Statistics
·
2005
·
4 authors
140
citations
Forecasting Spanish Natural Life Expectancy
Risk Analysis
·
2005
·
2 authors
24
citations
A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data
Communication in Statistics- Theory and Methods
·
2005
·
4 authors
30
citations
Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
Insurance Mathematics and Economics
·
2005
·
3 authors
·
Open access
73
citations
A Comparative Study of Parametric and Nonparametric Estimators of Old-Age Mortality in Sweden
Lincoln (University of Nebraska)
·
2004
·
4 authors
·
Open access
15
citations
Using Logistic Regression Models to Predict and Understand Why Customers Leave an Insurance Company
WORLD SCIENTIFIC eBooks
·
2003
·
4 authors
·
chapter
12
citations
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments
Journal of Risk & Insurance
·
2003
·
4 authors
62
citations
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects
Insurance Mathematics and Economics
·
2003
·
3 authors
48
citations
Kernel density estimation of actuarial loss functions
Insurance Mathematics and Economics
·
2003
·
3 authors
89
citations
Recent Mortality Trends in the Spanish Population
British Actuarial Journal
·
2002
·
2 authors
41
citations
Allowance for the Age of Claims in Bonus-Malus Systems
Astin Bulletin
·
2001
·
3 authors
·
Open access
66
citations
Longevity studies based on kernel hazard estimation
Insurance Mathematics and Economics
·
2001
·
3 authors
21
citations
Modelling different types of automobile insurance fraud behaviour in the Spanish market
Insurance Mathematics and Economics
·
1999
·
3 authors
112
citations
Count data models for a credit scoring system
Journal of Empirical Finance
·
1996
·
3 authors
64
citations