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Longevity studies based on kernel hazard estimation

Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000

Persistent link: https://www.econbiz.de/10001493540

A survey of personalized treatment models for pricing strategies in insurance

Guelman, Leo; Guillén, Montserrat; Pérez-Marín, Ana M. - In: Insurance / Mathematics & economics 58 (2014), pp. 68-76

Persistent link: https://www.econbiz.de/10010437628

Individual prediction of automobile bodily injury claims liablities

Ayuso, Mercedes; Guillén, Montserrat; Santolino, Miguel - In: 34th Seminar of the European Group of Risk and …, (pp. 3-23). 2007

Persistent link: https://www.econbiz.de/10003758168

Multiplicative hazard models for studying the evolution of mortality

Guillén, Montserrat; Nielsen, Jens Perch; Perez-Marin, … - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 165-177

Persistent link: https://www.econbiz.de/10003732725

Modeling longevity risk with generalized dynamic factor models and vine-copulae

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 165-190

Persistent link: https://www.econbiz.de/10011485145

Forecasting compositional risk allocations

Boonen, Tim J.; Guillén, Montserrat; Santolino, Miguel - In: Insurance / Mathematics & economics 84 (2019), pp. 79-86

Persistent link: https://www.econbiz.de/10011990442

Uncovering the nonlinear predictive causality between natural gas and electricity prices

Uribe, Jorge; Guillén, Montserrat; Mosquera-López, … - In: Energy economics 74 (2018), pp. 904-916

Persistent link: https://www.econbiz.de/10011972999

Forecasting Compositional Risk Allocations

Boonen, Tim J. - 2017

We analyse models for panel data that arise in risk allocation problems, when a given set of sources are the cause of an aggregate risk value. We focus on the modeling and forecasting of proportional contributions to risk. Compositional data methods are proposed and the regression is flexible to...

Persistent link: https://www.econbiz.de/10012944497

Joint generalized quantile and conditional tail expectation regression for insurance risk analysis

Guillén, Montserrat; Bermúdez, Lluís; Pitarque, Albert - In: Insurance / Mathematics & economics 99 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012649203

A synthetic penalized logitboost to model mortgage lending with imbalanced data

Pesantez-Narvaez, Jessica; Guillén, Montserrat; … - In: Computational economics 57 (2021) 1, pp. 281-309

Persistent link: https://www.econbiz.de/10012486902