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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

Quantitative modeling of operational risk losses when combining internal and external data

Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, … - In: Journal / The Capco Institute : journal of financial … 35 (2012), pp. 179-185

Persistent link: https://www.econbiz.de/10009785720

The history of the insurance market in Spain

Alemany, Ramon; Guillén, Montserrat - In: Assurances et gestion des risques : revue trimestrielle 81 (2013/14) 1/2, pp. 102-118

Persistent link: https://www.econbiz.de/10009788556

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

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

Telematics and gender discrimination : some usage-based evidence on whether men's risk of accidents differs from women's

Ayuso, Mercedes; Guillén, Montserrat; Pérez-Marín, … - In: Risks : open access journal 4 (2016) 2, pp. 1-10

Pay-as-you-drive (PAYD), or usage-based automobile insurance (UBI), is a policy agreement tied to vehicle usage. In this paper we analyze the effect of the distance traveled on the risk of accidents among young drivers with a PAYD policy. We use regression models for survival data to estimate...

Persistent link: https://www.econbiz.de/10011507224