14
H index
22
i10 index
548
Citations
Montserrat Guillen : Citation Profile
Universitat de Barcelona | RESEARCH PRODUCTION: 41 Articles 52 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1994 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Montserrat Guillen. | Is cited by:
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Main data
Where Montserrat Guillen has published?
Recent works citing Montserrat Guillen (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | The Riccati Tontine: How to Satisfy Regulators on Average. (2024). Milevsky, Moshe ; Salisbury, Thomas S. In: Papers. RePEc:arx:papers:2402.14555. Full description at Econpapers || Download paper |
| 2024 | Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning. (2024). Zhou, Jun ; Kang, Yulin ; Huang, Kai ; Zhao, Yeyu ; Zhang, Zhiqiang ; Wang, Daixin. In: Papers. RePEc:arx:papers:2403.06482. Full description at Econpapers || Download paper |
| 2024 | Non‐parametric Estimator for Conditional Mode with Parametric Features. (2024). Wang, Tao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:44-73. Full description at Econpapers || Download paper |
| 2024 | Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie L ; Labonne, Paul ; Hoogerheide, Lennart ; van Djik, Herman K. In: Working Papers. RePEc:bny:wpaper:0135. Full description at Econpapers || Download paper |
| 2024 | Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools. (2024). Ziveyi, Jonathan ; Villegas, Andres M ; Sherris, Michael ; Kabuche, Doreen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:165-188. Full description at Econpapers || Download paper |
| 2024 | Benefit volatility-targeting strategies in lifetime pension pools. (2024). Begin, Jean-Franois ; Sanders, Barbara. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:72-94. Full description at Econpapers || Download paper |
| 2024 | Joining late, leaving early? Immigrant-native disparities in labor market exit. (2024). Laun, Lisa ; Slund, Olof ; Larsson, Fredrik. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000940. Full description at Econpapers || Download paper |
| 2024 | Actuarial Risk Management Practices and Firm Performance: The Mediating Role of E-Service Innovation. (2024). Elidjen, Elidjen ; Hamsal, Mohammad ; Arief, Muhtosim ; Widianto, Dwi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:204-:d:1394050. Full description at Econpapers || Download paper |
Montserrat Guillen has edited the books:
| Year | Title | Type | Cited |
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Works by Montserrat Guillen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Non-parametric Models for Univariate Claim Severity Distributions - an approach using R In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Accounting for severity of risk when pricing insurance products In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | A joint longitudinal and survival model with health care usage for insured elderly In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The use of flexible quantile-based measures in risk assessment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | “The use of flexible quantile-based measures in risk assessmentâ€.(2013) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Estimación del riesgo mediante el ajuste de cópulas In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Less is more: increasing retirement gains by using an upside terminal wealth constraint In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | What attitudes to risk underlie distortion risk measure choices? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1998 | An application of the transformed kernel density estimation to labor earnings in Spain In: Working Papers in Economics. [Citation analysis] | paper | 0 |
| 2009 | Transformation kernel density estimation of actuarial loss functions In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 24 |
| 2005 | Fraud Detection Using a Multinomial Logit Model With Missing Information In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 17 |
| 2007 | Selection Bias and Auditing Policies for Insurance Claims In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 6 |
| 2008 | Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 9 |
| 2009 | Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 27 |
| 2011 | Commitment and Lapse Behavior in Long‐Term Insurance: A Case Study In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 12 |
| 2013 | A Robust Unsupervised Method for Fraud Rate Estimation In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 6 |
| 2007 | Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Strategies for detecting fraudulent claims in the automobile insurance industry In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 19 |
| 1996 | Count data models for a credit scoring system In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 26 |
| 1994 | COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM.(1994) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1994 | COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM.(1994) In: Risk and Insurance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1999 | Modelling different types of automobile insurance fraud behaviour in the Spanish market In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 25 |
| 2001 | Longevity studies based on kernel hazard estimation In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2000 | Longevity Studies Based on Kernel Hazard Estimation..(2000) In: Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2003 | Kernel density estimation of actuarial loss functions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 15 |
| 2000 | Kernel Density Estimation of Actuarial Loss Functions..(2000) In: Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2003 | Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 21 |
| 2002 | Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects.(2002) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2006 | Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 22 |
| 2008 | On the link between credibility and frequency premium In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | On the link between credibility and frequency premium.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2008 | Skewed bivariate models and nonparametric estimation for the CTE risk measure In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 20 |
| 2008 | Joint modelling of the total amount and the number of claims by conditionals In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
| 2011 | Multivariate density estimation using dimension reducing information and tail flattening transformations In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Modelling losses and locating the tail with the Pareto Positive Stable distribution In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
| 2013 | Exchanging uncertain mortality for a cost In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
| 2013 | A nonparametric approach to calculating value-at-risk In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
| 2013 | The connection between distortion risk measures and ordered weighted averaging operators In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
| 2012 | The connection between distortion risk measures and ordered weighted averaging operators.(2012) In: IREA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2013 | Simple risk measure calculations for sums of positive random variables In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Bringing cost transparency to the life annuity market In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 31 |
| 2014 | GlueVaR risk measures in capital allocation applications In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
| 2014 | A survey of personalized treatment models for pricing strategies in insurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2008 | Inverse beta transformation in kernel density estimation In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 9 |
| 2000 | Long-range contagion in automobile insurance data : estimation and implications for experience rating In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Pension Reform in Spain (1975-1997): the Role of Organized Labour. In: European Institute - European Forum. [Citation analysis] | paper | 0 |
| 1995 | On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach. In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.. [Citation analysis] | paper | 2 |
| 1995 | On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1995 | On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2001 | Two-Dimensional Hazard Estimation for Longevity Analysis. In: Finance Working Papers. [Citation analysis] | paper | 1 |
| 2013 | Seguros Agricolas en Mexico In: Revista Global de Negocios. [Full Text][Citation analysis] | article | 0 |
| 2006 | Time-varying effects when analysing customer lifetime duration, application to the insurance market In: IREA Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 2006 | Calculation of the variance in surveys of the economic climate. In: IREA Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | Calculation of the variance in surveys of the economic climate.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Health care utilization among immigrants and native-born populations in 11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Prediction of the economic cost of individual long-term care in the Spanish population In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Prediction of the economic cost of individual long-term care in the Spanish population.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A correlation sensitivity analysis of non-life underwriting risk in solvency capital requirement estimation.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | “Beyond Value-at-Risk: GlueVaR Distortion Risk Measures†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | “Indicators for the characterization of discrete Choquet integrals†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | “Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey†In: IREA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | El coste de los cuidados de larga duración en la población española: análisis comparativo entre los años 1999 y 2008 || The Cost of Long-Term Care in the Spanish Population Comparative Analysis betwee In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Comparison between General Population Mortality and Life Tables for Insurance in Mexico under Gender Proportion Inequality || Una comparación entre la mortalidad de la población general y las tablas In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2008 | Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2007 | Using External Data in Operational Risk In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 3 |
| 2008 | The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 3 |
| 2008 | Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 3 |
| 2012 | How Much Risk Is Mitigated by LTC Protection Schemes? A Methodological Note and a Case Study of the Public System in Spain In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 0 |
| 2013 | SISTEMA PÚBLICO DE DEPENDENCIA Y REDUCCIÓN DEL COSTE INDIVIDUAL DE CUIDADOS A LO LARGO DE LA VIDA In: Revista de Economia Aplicada. [Full Text][Citation analysis] | article | 1 |
| 2012 | Quantitative modeling of operational risk losses when combining internal and external data In: Journal of Financial Transformation. [Citation analysis] | article | 0 |
| 2021 | Using risk analytics to prevent accidents before they occur – the future of insurance In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 0 |
| 2000 | ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Health care usage among immigrants and native-born elderly populations in eleven European countries: results from SHARE In: The European Journal of Health Economics. [Full Text][Citation analysis] | article | 19 |
| 1995 | Ownership Structure and Distribution Systems in Property-Liability Insurance In: Working Papers. [Citation analysis] | paper | 0 |
| 2007 | Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | An introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | How much risk is mitigated by LTC Insurance? A case study of the public system in Spain In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Loss risk through fraud in car insurance In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2011 | A logistic regression approach to estimating customer profit loss due to lapses in insurance In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Solvency Capital estimation and Risk Measures In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | How to use the standard model with own data? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Nonparametric estimation of Value-at-Risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The environmental effects of changing speed limits: a quantile regression approach In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team