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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
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Exchanging uncertain mortality for a cost
Donnelly, Catherine; Guillén, Montserrat; Nielsen, … - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10009719002
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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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Adding prior knowledge to quantitative operational risk models
Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; … - In: The journal of operational risk 8 (2013) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10010256991
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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
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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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Modelling losses and locating the tail with the Pareto positive stable distribution
Guillén, Montserrat; Prieto, Faustino; Sarabia Alzaga, … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 454-461
Persistent link: https://www.econbiz.de/10009404684
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Time-varying credibility for frequency risk models : estimation and tests for autoregressive specifications on the random effects
Bolancé, Catalina (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724077
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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