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Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean - In: Insurance / Mathematics & economics 33 (2003) 2, pp. 273-282
Persistent link: https://www.econbiz.de/10006885594
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Kernel density estimation of actuarial loss functions
Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10006891305
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A nonparametric approach to calculating value-at-risk
Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 255-262
Persistent link: https://www.econbiz.de/10010098502
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Quantitative modeling of operational risk losses when combining internal and external data
Nielsen, Jens Perch; Guillèn, Montserrat; Bolancé, … - In: Journal / The Capco Institute : journal of financial … 35 (2012), pp. 179-185
Persistent link: https://www.econbiz.de/10010185107
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On the link between credibility and frequency premium
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean - In: Insurance / Mathematics & economics 43 (2008) 2, pp. 209-213
Persistent link: https://www.econbiz.de/10008104615
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A nonparametric apporach to analyzing operational risk with an application to insurance fraud
Bolancé, Catalina; Ayuso, Mercedes; Guillén, Montserrat - In: The journal of operational risk 7 (2012) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10010006543
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On the link between credibility and frequency premium
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean - In: Insurance / Mathematics & economics 43 (2008) 2, pp. 209-214
Persistent link: https://www.econbiz.de/10008880510