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Guillén, Montserrat; Høgh, Nils; Nielsen, Jens Perch; … - In: Annals of actuarial science : publ. by the Institute of … 3 (2008) 1/2, pp. 121-126

Persistent link: https://www.econbiz.de/10003938481

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

What attitudes to risk underlie distortion risk measure choices?

Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, … - In: Insurance / Mathematics & economics 68 (2016), pp. 101-109

Persistent link: https://www.econbiz.de/10011492606

Telematics and gender discrimination : some usage-based evidence on whether men's risk of accidents differs from women's

Ayuso, Mercedes; Guillén, Montserrat; Pérez-Marín, … - In: Risks : open access journal 4 (2016) 2, pp. 1-10

Pay-as-you-drive (PAYD), or usage-based automobile insurance (UBI), is a policy agreement tied to vehicle usage. In this paper we analyze the effect of the distance traveled on the risk of accidents among young drivers with a PAYD policy. We use regression models for survival data to estimate...

Persistent link: https://www.econbiz.de/10011507224

Less is more : increasing retirement gains by using an upside terminal wealth constraint

Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - In: Insurance / Mathematics & economics 64 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011398052

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

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

Uncertainty, systemic shocks and the global banking sector : has the crisis modified their relationship?

Uribe, Jorge; Chuliá, Helena; Guillén, Montserrat - In: Journal of international financial markets, … 50 (2017), pp. 52-68

Persistent link: https://www.econbiz.de/10011896257