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Alternative Methods of Estimating the Longevity Risk

Bolancé, Catalina - 2018

The aim of this paper is to estimate the longevity risk and its trend according to the age of the individual. We focus on individuals over 65. We use the value-at-risk to measure the longevity risk. We have proposed the use of an alternative methodology based on the estimation of the truncated...

Persistent link: https://www.econbiz.de/10012909959

Econometrics of insurance based on telematics information and machine learning

Guillén, Montserrat - In: Handbook of Insurance : Volume I, (pp. 401-416). 2025

Persistent link: https://www.econbiz.de/10015185050

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

Bolancé, Catalina (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724077

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. 983-1002

Persistent link: https://www.econbiz.de/10009407880

Adding prior knowledge to quantitative operational risk models

Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; … - In: The journal of operational risk 8 (2013) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10010256991

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

Solvency requirement in a unisex mortality model

Chen, An; Guillén, Montserrat; Vigna, Elena - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1219-1243

Persistent link: https://www.econbiz.de/10011999904

Distortion risk measures for nonnegative multivariate risks

Guillén, Montserrat; Sarabia, José María; … - In: The journal of operational risk 13 (2018) 2, pp. 35-57

Persistent link: https://www.econbiz.de/10011895037

Exposure as duration and distance in telematics motor insurance using generalized additive models

Boucher, Jean-Philippe; Côté, Steven; Guillén, Montserrat - In: Risks : open access journal 5 (2017) 4, pp. 1-23

In Pay-As-You-Drive (PAYD) automobile insurance, the premium is fixed based on the distance traveled, while in usage-based insurance (UBI) the driving patterns of the policyholder are also considered. In those schemes, drivers who drive more pay a higher premium compared to those with the same...

Persistent link: https://www.econbiz.de/10011783106

Facing up to longevity with old actuarial methods : a comparison of pooled funds and income tontines

Bräutigam, Marcel; Guillén, Montserrat; Nielsen, Jens … - In: The Geneva papers on risk and insurance - issues and … 42 (2017) 3, pp. 406-422

Persistent link: https://www.econbiz.de/10011735144