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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

Predicting motor insurance claims using telematics data-XGBoost versus logistic regression

Pesantez-Narvaez, Jessica; Guillén, Montserrat; … - In: Risks : open access journal 7 (2019) 2/70, pp. 1-16

XGBoost is recognized as an algorithm with exceptional predictive capacity. Models for a binary response indicating the existence of accident claims versus no claims can be used to identify the determinants of traffic accidents. This study compared the relative performances of logistic...

Persistent link: https://www.econbiz.de/10012018909

Can automobile insurance telematics predict the risk of near-miss events?

Guillén, Montserrat; Nielsen, Jens Perch; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 1, pp. 141-152

Persistent link: https://www.econbiz.de/10012180728

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

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

Longevity studies based on kernel hazard estimation

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

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

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

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

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

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