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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

On the repayment of personal loans under asymmetrical information : a count data model approach

Dionne, Georges; Artis, Michael J.; Guillén, Montserrat - 1995

Persistent link: https://www.econbiz.de/10001512804

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

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

Interpolation of quantile regression to estimate driver's risk of traffic accident based on excess speed

Pitarque, Albert; Guillén, Montserrat - In: Risks : open access journal 10 (2022) 1, pp. 1-13

Quantile regression provides a way to estimate a driver's risk of a traffic accident by means of predicting the percentile of observed distance driven above the legal speed limits over a one year time interval, conditional on some given characteristics such as total distance driven, age, gender,...

Persistent link: https://www.econbiz.de/10012805818

Fees in tontines

Chen, An; Guillén, Montserrat; Rach, Manuel Matthias - In: Insurance / Mathematics & economics 100 (2021), pp. 89-106

Persistent link: https://www.econbiz.de/10012622383

Compositional methods applied to capital allocation problems

Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, … - In: Journal of risk 19 (2016) 2, pp. 15-30

Persistent link: https://www.econbiz.de/10013177074

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