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Bringing cost transparency to the life annuity market
Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 56 (2014), pp. 14-27
Persistent link: https://www.econbiz.de/10010385045
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Simple risk measure calculations for sums of positive random variables
Guillén, Montserrat; Sarabia Alzaga, José Maria; … - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 273-280
Persistent link: https://www.econbiz.de/10009785394
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GlueVaR measures in capital allocation applications
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, … - In: Insurance / Mathematics & economics 58 (2014), pp. 132-137
Persistent link: https://www.econbiz.de/10010437586
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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
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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