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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

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

Count data models for a credit scoring system

Dionne, Georges - In: Journal of empirical finance 3 (1996) 3, pp. 303-325

Persistent link: https://www.econbiz.de/10001206312

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

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

Implementing individual savings decisions for retirement with bounds on wealth

Donnelly, Catherine W.; Guillén, Montserrat; Nielsen, … - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 111-137

Persistent link: https://www.econbiz.de/10011875583

Price and profit optimization for financial services

Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens … - In: Risks : open access journal 6 (2018) 1, pp. 1-12

Prospective customers of financial and insurance products can be targeted based on the profit the provider expects to earn from them. We present a model for individual expected profit and two alternatives for calculating optimal personalized prices that maximize the expected profit. For one of...

Persistent link: https://www.econbiz.de/10011811546

Distortion risk measures for nonnegative multivariate risks

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

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

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

Bonus-malus scales in segmented tariffs with stochastic migration between segments

Brouhns, Natacha; Guillén, Montserrat; Denuit, Michel; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 4, pp. 577-599

Persistent link: https://www.econbiz.de/10001856883