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Guillen, Montserrat

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Author ID: guillen.montserrat Recent zbMATH articles by "Guillen, Montserrat"
Published as: Guillén, Montserrat; Guillen, Montserrat

Publications by Year

Citations contained in zbMATH Open

49 Publications have been cited 329 times in 238 Documents Cited by Year
Kernel density estimation for heavy-tailed distributions using the Champernowne transformation. Zbl 1095.62040
Buch-Larsen, Tine; Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, Catalina
27
2005
Kernel density estimation of actuarial loss functions. Zbl 1024.62041
Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch
24
2003
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405
Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch
21
2006
Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023
Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca
20
2008
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. Zbl 1103.91355
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean
19
2003
Bringing cost transparency to the life annuity market. Zbl 1304.91101
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
18
2014
Exchanging uncertain mortality for a cost. Zbl 1291.91103
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
11
2013
Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application. Zbl 1231.91169
D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo
10
2009
The connection between distortion risk measures and ordered weighted averaging operators. Zbl 1284.91204
Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel
10
2013
Inverse beta transformation in kernel density estimation. Zbl 1147.62323
Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch
10
2008
Multivariate latent risk: a credibility approach. Zbl 1169.91387
Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch
9
2008
Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056
Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni
9
2006
Performance measurement of pension strategies: a case study of Danish life-cycle products. Zbl 1279.91096
Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S.
9
2013
Simple risk measure calculations for sums of positive random variables. Zbl 1284.60029
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino
9
2013
GlueVaR risk measures in capital allocation applications. Zbl 1304.91092
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
7
2014
Indicators for the characterization of discrete Choquet integrals. Zbl 1339.91030
Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel
6
2014
Longevity studies based on kernel hazard estimation. Zbl 1013.62102
Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch
6
2001
Modelling different types of automobile insurance fraud behaviour in the Spanish market. Zbl 0927.62108
Artís, Manuel; Ayuso, Mercedes; Guillén, Montserrat
6
1999
A nonparametric approach to calculating value-at-risk. Zbl 1284.62635
Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat
6
2013
Semi-Markov disability insurance models. Zbl 1275.91076
D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo
6
2013
What attitudes to risk underlie distortion risk measure choices? Zbl 1369.91076
Belles-Sampera, Jaume; Guillen, Montserrat; Santolino, Miguel
5
2016
Modeling longevity risk with generalized dynamic factor models and vine-copulae. Zbl 1390.91174
Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge M.
5
2016
Quantitative operational risk models. Zbl 1233.91003
Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch
5
2012
Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251
Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch
5
2015
Allowing for time and cross dependence assumptions between claim counts in ratemaking models. Zbl 1417.91262
Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris
5
2018
A survey on models for panel count data with applications to insurance. Zbl 1180.62147
Boucher, Jean-Philippe; Guillén, Montserrat
4
2009
Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178
Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria
4
2018
A semi-nonparametric approach to model panel count data. Zbl 1217.62048
Boucher, Jean-Philippe; Guillen, Montserrat
4
2011
Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055
Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch
4
2011
A survey of personalized treatment models for pricing strategies in insurance. Zbl 1304.91108
Guelman, Leo; Guillén, Montserrat; Pérez-Marín, Ana M.
4
2014
Strategies for detecting fraudulent claims in the automobile insurance industry. Zbl 1137.90567
Viaene, Stijn; Ayuso, Mercedes; Guillen, Montserrat; Van Gheel, Dirk; Dedene, Guido
4
2007
Joint modelling of the total amount and the number of claims by conditionals. Zbl 1152.91602
Sarabia, José María; Guillén, Montserrat
4
2008
Risk aggregation in Solvency II through recursive log-normals. Zbl 1416.91160
Bølviken, Erik; Guillen, Montserrat
3
2017
Perfect cells, direct models and contingency table outliers. Zbl 0937.62598
Upton, Graham J. G.; Guillen, Montserrat
3
1995
On the link between credibility and frequency premium. Zbl 1189.91068
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean
3
2008
Two-dimensional hazard estimation for longevity analysis. Zbl 1142.62078
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Vogelius, Michael
2
2004
Transformation kernel estimation of insurance claim cost distributions. Zbl 1380.62139
Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch
2
2010
Perfect value and outlier detection in logistic binary choice models. Zbl 0936.62086
Salsas, Pau; Guillen, Montserrat; Alemany, Ramon
2
1999
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation. Zbl 1282.91146
Bermúdez, Lluís; Ferri, Antoni; Guillén, Montserrat
2
2013
The use of flexible quantile-based measures in risk assessment. Zbl 1365.62400
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2
2016
Empirical analysis of daily cash flow time-series and its implications for forecasting. Zbl 1395.62197
Salas-Molina, Francisco; Rodríguez-Aguilar, Juan A.; Serrà, Joan; Guillen, Montserrat; Martin, Francisco J.
2
2018
A multiple state model for disability using the decomposition of death probabilities and cross-sectional data. Zbl 1075.62097
Albarran, Irene; Ayuso, Mercedes; Guillén, Montserrat; Monteverde, Malena
2
2005
Forecasting compositional risk allocations. Zbl 1419.91350
Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel
2
2019
Can automobile insurance telematics predict the risk of near-miss events? Zbl 1437.91392
Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis
2
2020
Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. Zbl 1480.91187
Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat
2
2007
Solvency requirement in a unisex mortality model. Zbl 1416.91161
Chen, An; Guillen, Montserrat; Vigna, Elena
1
2018
Performance measurement of pension strategies: a case study of Danish life cycle products. Zbl 1279.91095
Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S.
1
2012
A comparative study of parametric and nonparametric estimators of old-age mortality in Sweden. Zbl 1181.91277
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Petersen, Kitt Skovsø
1
2004
Quantile regression for cross-sectional and time series data. Applications in energy markets using R. Zbl 1443.62003
Uribe, Jorge M.; Guillen, Montserrat
1
2020
Can automobile insurance telematics predict the risk of near-miss events? Zbl 1437.91392
Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Elpidorou, Valandis
2
2020
Quantile regression for cross-sectional and time series data. Applications in energy markets using R. Zbl 1443.62003
Uribe, Jorge M.; Guillen, Montserrat
1
2020
Forecasting compositional risk allocations. Zbl 1419.91350
Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel
2
2019
Allowing for time and cross dependence assumptions between claim counts in ratemaking models. Zbl 1417.91262
Bermúdez, Lluís; Guillén, Montserrat; Karlis, Dimitris
5
2018
Implementing individual savings decisions for retirement with bounds on wealth. Zbl 1390.91178
Donnelly, Catherine; Guillen, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana Maria
4
2018
Empirical analysis of daily cash flow time-series and its implications for forecasting. Zbl 1395.62197
Salas-Molina, Francisco; Rodríguez-Aguilar, Juan A.; Serrà, Joan; Guillen, Montserrat; Martin, Francisco J.
2
2018
Solvency requirement in a unisex mortality model. Zbl 1416.91161
Chen, An; Guillen, Montserrat; Vigna, Elena
1
2018
Risk aggregation in Solvency II through recursive log-normals. Zbl 1416.91160
Bølviken, Erik; Guillen, Montserrat
3
2017
What attitudes to risk underlie distortion risk measure choices? Zbl 1369.91076
Belles-Sampera, Jaume; Guillen, Montserrat; Santolino, Miguel
5
2016
Modeling longevity risk with generalized dynamic factor models and vine-copulae. Zbl 1390.91174
Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge M.
5
2016
The use of flexible quantile-based measures in risk assessment. Zbl 1365.62400
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
2
2016
Less is more: increasing retirement gains by using an upside terminal wealth constraint. Zbl 1348.91251
Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch
5
2015
Bringing cost transparency to the life annuity market. Zbl 1304.91101
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
18
2014
GlueVaR risk measures in capital allocation applications. Zbl 1304.91092
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel
7
2014
Indicators for the characterization of discrete Choquet integrals. Zbl 1339.91030
Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel
6
2014
A survey of personalized treatment models for pricing strategies in insurance. Zbl 1304.91108
Guelman, Leo; Guillén, Montserrat; Pérez-Marín, Ana M.
4
2014
Exchanging uncertain mortality for a cost. Zbl 1291.91103
Donnelly, Catherine; Guillén, Montserrat; Nielsen, Jens Perch
11
2013
The connection between distortion risk measures and ordered weighted averaging operators. Zbl 1284.91204
Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel
10
2013
Performance measurement of pension strategies: a case study of Danish life-cycle products. Zbl 1279.91096
Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S.
9
2013
Simple risk measure calculations for sums of positive random variables. Zbl 1284.60029
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino
9
2013
A nonparametric approach to calculating value-at-risk. Zbl 1284.62635
Alemany, Ramon; Bolancé, Catalina; Guillén, Montserrat
6
2013
Semi-Markov disability insurance models. Zbl 1275.91076
D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo
6
2013
A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation. Zbl 1282.91146
Bermúdez, Lluís; Ferri, Antoni; Guillén, Montserrat
2
2013
Quantitative operational risk models. Zbl 1233.91003
Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Jens Perch
5
2012
Performance measurement of pension strategies: a case study of Danish life cycle products. Zbl 1279.91095
Guillén, Montserrat; Nielsen, Jens Perch; Pérez-Marín, Ana M.; Petersen, Kitt S.
1
2012
A semi-nonparametric approach to model panel count data. Zbl 1217.62048
Boucher, Jean-Philippe; Guillen, Montserrat
4
2011
Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055
Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch
4
2011
Transformation kernel estimation of insurance claim cost distributions. Zbl 1380.62139
Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch
2
2010
Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application. Zbl 1231.91169
D’Amico, Guglielmo; Guillen, Montserrat; Manca, Raimondo
10
2009
A survey on models for panel count data with applications to insurance. Zbl 1180.62147
Boucher, Jean-Philippe; Guillén, Montserrat
4
2009
Skewed bivariate models and nonparametric estimation for the CTE risk measure. Zbl 1156.91023
Bolance, Catalina; Guillen, Montserrat; Pelican, Elena; Vernic, Raluca
20
2008
Inverse beta transformation in kernel density estimation. Zbl 1147.62323
Bolancé, Catalina; Guillén, Montserrat; Nielsen, Jens Perch
10
2008
Multivariate latent risk: a credibility approach. Zbl 1169.91387
Englund, Martin; Guillén, Montserrat; Gustafsson, Jim; Nielsen, Lars Hougaard; Nielsen, Jens Perch
9
2008
Joint modelling of the total amount and the number of claims by conditionals. Zbl 1152.91602
Sarabia, José María; Guillén, Montserrat
4
2008
On the link between credibility and frequency premium. Zbl 1189.91068
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean
3
2008
Strategies for detecting fraudulent claims in the automobile insurance industry. Zbl 1137.90567
Viaene, Stijn; Ayuso, Mercedes; Guillen, Montserrat; Van Gheel, Dirk; Dedene, Guido
4
2007
Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. Zbl 1480.91187
Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat
2
2007
Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims. Zbl 1159.91405
Guillén, Montserrat; Jørgensen, Peter Løchte; Nielsen, Jens Perch
21
2006
Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056
Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni
9
2006
Kernel density estimation for heavy-tailed distributions using the Champernowne transformation. Zbl 1095.62040
Buch-Larsen, Tine; Nielsen, Jens Perch; Guillén, Montserrat; Bolancé, Catalina
27
2005
A multiple state model for disability using the decomposition of death probabilities and cross-sectional data. Zbl 1075.62097
Albarran, Irene; Ayuso, Mercedes; Guillén, Montserrat; Monteverde, Malena
2
2005
Two-dimensional hazard estimation for longevity analysis. Zbl 1142.62078
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Vogelius, Michael
2
2004
A comparative study of parametric and nonparametric estimators of old-age mortality in Sweden. Zbl 1181.91277
Fledelius, Peter; Guillen, Montserrat; Nielsen, Jens Perch; Petersen, Kitt Skovsø
1
2004
Kernel density estimation of actuarial loss functions. Zbl 1024.62041
Bolancé, Catalina; Guillen, Montserrat; Nielsen, Jens Perch
24
2003
Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. Zbl 1103.91355
Bolancé, Catalina; Guillén, Montserrat; Pinquet, Jean
19
2003
Longevity studies based on kernel hazard estimation. Zbl 1013.62102
Felipe, Angie; Guillen, Montserrat; Nielsen, Jens Perch
6
2001
Modelling different types of automobile insurance fraud behaviour in the Spanish market. Zbl 0927.62108
Artís, Manuel; Ayuso, Mercedes; Guillén, Montserrat
6
1999
Perfect value and outlier detection in logistic binary choice models. Zbl 0936.62086
Salsas, Pau; Guillen, Montserrat; Alemany, Ramon
2
1999
Perfect cells, direct models and contingency table outliers. Zbl 0937.62598
Upton, Graham J. G.; Guillen, Montserrat
3
1995
all top 5

Cited by 405 Authors

29 Guillen, Montserrat
18 Nielsen, Jens Perch
8 Bolancé, Catalina
8 Denuit, Michel M.
6 Donnelly, Catherine
5 Bermúdez, Lluís
5 Chen, An
5 Gatzert, Nadine
5 Santolino, Miguel
5 Sarabia, José María
5 Vernic, Raluca
4 Ayuso, Mercedes
4 Belles-Sampera, Jaume
4 Boucher, Jean-Philippe
4 D’Amico, Guglielmo
4 Haberman, Steven
4 Manca, Raimondo
4 Merigó, José M.
3 Buch-Kromann, Tine
3 Cai, Jun
3 Eling, Martin
3 Gerrard, Russell
3 Karlis, Dimitris
3 Lu, Yang
3 Milevsky, Moshe Arye
3 Millossovich, Pietro
3 Pérez-Marín, Ana María
3 Pinquet, Jean
3 Prieto, Faustino
3 Rach, Manuel
3 Scholz, Michael
3 Trufin, Julien
3 Valdez, Emiliano A.
3 Wu, Xianyi
3 Zhou, Xian
2 Alemany, Ramon
2 Antonio, Katrien
2 Arnold, Barry Charles
2 Artis, Manuel
2 Bahraoui, Zuhair
2 Balter, Anne G.
2 Bareche, Aïcha
2 Bernhardt, Thomas
2 Bohnert, Alexander
2 Boonen, Tim J.
2 Chaubey, Yogendra Prasad
2 Chen, Ping
2 Cherfaoui, Mouloud
2 Cui, Qianqian
2 Dewan, Isha
2 Forsyth, Peter A.
2 Fuino, Michel
2 Furman, Edward
2 Gómez-Déniz, Emilio
2 Hiabu, Munir
2 Hieber, Peter
2 Jensen, Ninna Reitzel
2 Jordá, Vanesa
2 Kyriakou, Ioannis
2 Landsman, Zinoviy M.
2 Li, Jun
2 Løchte Jørgensen, Peter
2 Maegebier, Alexander
2 Mao, Tiantian
2 Maruotti, Antonello
2 Nadarajah, Saralees
2 Pechon, Florian
2 Peng, Liang
2 Petersen, Kitt Skovsø
2 Petroni, Filippo
2 Pigeon, Mathieu
2 Punzo, Antonio
2 Rochani, Haresh D.
2 Salisbury, Thomas S.
2 Samawi, Hani M.
2 Sperlich, Stefan
2 Su, Jianxi
2 Tan, Ken Seng
2 van Bilsen, Servaas
2 Villegas, Andrés M.
2 Vogel, Robert L.
2 Wagner, Joël
2 Wüthrich, Mario Valentin
2 Yin, Jingjing
2 Zhao, Xiaobing
2 Zhu, Wenjun
1 Abbasi, Babak
1 Abdikerimova, Samal
1 Aggarwal, Manish
1 Ahn, Jae Youn
1 Aissani, Djamil
1 Albarran, Irene
1 Alexandrova, Maria
1 Ali, Haithem Taha Mohammed
1 Alnowibet, Khalid Abdulaziz
1 Alon, Tzvi
1 Alpu, Özlem
1 Alrajeh, Nabil
1 Arevalillo, Jorge M.
1 Asamoah, Kwadwo
...and 305 more Authors
all top 5

Cited in 59 Serials

82 Insurance Mathematics & Economics
27 ASTIN Bulletin
13 Scandinavian Actuarial Journal
10 North American Actuarial Journal
8 European Journal of Operational Research
6 Communications in Statistics. Theory and Methods
6 Methodology and Computing in Applied Probability
6 European Actuarial Journal
4 Journal of Computational and Applied Mathematics
4 Statistics & Probability Letters
4 Journal of Industrial and Management Optimization
3 Journal of Multivariate Analysis
3 Journal of Statistical Computation and Simulation
3 Journal of Nonparametric Statistics
3 Soft Computing
2 Annals of the Institute of Statistical Mathematics
2 Information Sciences
2 Statistics
2 Econometric Reviews
2 Communications in Statistics. Simulation and Computation
2 Computational Statistics and Data Analysis
2 Statistical Papers
2 Lifetime Data Analysis
2 Sankhyā. Series A
1 Advances in Applied Probability
1 Lithuanian Mathematical Journal
1 Metrika
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Journal of Econometrics
1 Journal of Mathematical Psychology
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Statistical Science
1 Annals of Operations Research
1 Computational Statistics
1 International Journal of Computer Mathematics
1 SIAM Journal on Optimization
1 INFORMS Journal on Computing
1 Journal of Applied Analysis
1 Mathematical Methods of Operations Research
1 International Journal of Theoretical and Applied Finance
1 Journal of Applied Statistics
1 Econometric Theory
1 International Game Theory Review
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Review of Derivatives Research
1 SORT. Statistics and Operations Research Transactions
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Advances in Mathematical Physics
1 Statistics and Computing
1 Annals of Finance
1 Statistics & Risk Modeling
1 EURO Journal on Computational Optimization
1 Modern Stochastics. Theory and Applications

Citations by Year