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An application of the transformed kernel density estimation to labor earnings in Spain

Guillén, Montserrat; Bolancé Losilla, Catalina - 1998

Persistent link: https://www.econbiz.de/10001398782

Estimation of parametric and nonparametric models for univariate loss distributions in finance : an approach using R

Pitt, David C.; Guillén, Montserrat; Bolancé, Catalina - In: Journal of financial education 42 (2016) 1/2, pp. 154-175

Persistent link: https://www.econbiz.de/10011626033

Allowing for time and cross dependence assumptions between claim counts in ratemaking models

Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris - In: Insurance / Mathematics & economics 83 (2018), pp. 161-169

Persistent link: https://www.econbiz.de/10011944124

Multivariate density estimation using dimension reducing information and tail flattening transformations

Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; … - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 99-110

Persistent link: https://www.econbiz.de/10008839753

Longevity studies based on kernel hazard estimation

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

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

Kernel, density estimation of actuarial loss functions

Bolance, Catalina; Guillén, Montserrat; Nielsen, Jens Perch - 2000

Persistent link: https://www.econbiz.de/10001493542

Nonparametric estimation of extreme quantiles with an application to longevity risk

Bolancé, Catalina; Guillén, Montserrat - In: Risks : open access journal 9 (2021) 4, pp. 1-23

A new method to estimate longevity risk based on the kernel estimation of the extreme quantiles of truncated age-at-death distributions is proposed. Its theoretical properties are presented and a simulation study is reported. The flexible yet accurate estimation of extreme quantiles of...

Persistent link: https://www.econbiz.de/10012508762

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

Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility

Vidal-Llana, Xenxo; Guillén, Montserrat - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014225819