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Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
Guillén, Montserrat; Jørgensen, Peter Løchte; … - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 229-252
Persistent link: https://www.econbiz.de/10006871528
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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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Modelling different types of automobile insurance fraud behaviour in the Spanish market
Artis, Manuel; Ayuso, Mercedes; Guillén, Montserrat - In: Insurance / Mathematics & economics 24 (1999) 1-2, pp. 67-82
Persistent link: https://www.econbiz.de/10006914419
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Fraud Detection Using a Multinomial Logit Model With Missing Information
Caudill, Steven B.; Ayuso, Mercedes; Guillén, Montserrat - In: The journal of risk and insurance : the journal of the … 72 (2005) 4, pp. 539-550
Persistent link: https://www.econbiz.de/10006159434
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Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments
Brouhns, Natacha; Guillén, Montserrat; Denuit, Michel; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 4, pp. 577-600
Persistent link: https://www.econbiz.de/10006167556
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Detection of Automobile Insurance Fraud With Discrete Choice Models and Misclassified Claims
Artis, Manuel; Ayuso, Mercedes; Guillén, Montserrat - In: The journal of risk and insurance : the journal of the … 69 (2002) 3, pp. 325-340
Persistent link: https://www.econbiz.de/10006173367
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Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study
Pinquet, Jean; Guillén, Montserrat; Ayuso, Mercedes - In: The journal of risk and insurance : the journal of the … 78 (2011) 4, pp. 983-1003
Persistent link: https://www.econbiz.de/10009802902
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Simple risk measure calculations for sums of positive random variables
Guillén, Montserrat; Sarabia, José María; Prieto, … - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 273-280
Persistent link: https://www.econbiz.de/10010148991
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How Much Risk Is Mitigated by LTC Protection Schemes? : A Methodological Note and a Case Study of the Public System in Spain
Guillén, Montserrat; Comas-Herrera, Adelina - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 4, pp. 712-724
Persistent link: https://www.econbiz.de/10010167694
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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