Details about Montserrat Guillen

Access statistics for papers by Montserrat Guillen.

Last updated 2009-07-02. Update your information in the RePEc Author Service.

Short-id: pgu117

Working Papers

2009

1. Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
   Working Papers, HAL
2. Transformation kernel density estimation of actuarial loss functions
   Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

2008

3. Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase
   Post-Print, HAL View citations
   See also Journal Article in The Geneva Papers on Risk and Insurance - Issues and Practice (2008)

2007

4. Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española
   Working Papers, Xarxa de Referència en Economia Aplicada (XREAP)
5. On the link between credibility and frequency premium
   Working Papers, HAL
   See also Journal Article in Insurance: Mathematics and Economics (2008)

2006

6. Calculation of the variance in surveys of the economic climate
   Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) View citations
   Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2006) View citations
7. Time-varying effects when analysing customer lifetime duration, application to the insurance market
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2002

8. Time-varying credibility for frequency risk models: Estimation and tests for autoregressive specifications on the random effects
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
   See also Journal Article in Insurance: Mathematics and Economics (2003)

2001

9. Two-Dimensional Hazard Estimation for Longevity Analysis
   Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies

2000

10. ESTIMATION OF ACTUARIAL LOSS FUNCTIONS AND THE TAIL INDEX USING TRANSFORMATIONS IN KERNEL DENSITY ESTIMATION
    Computing in Economics and Finance 2000, Society for Computational Economics
11. Kernel Density Estimation of Actuarial Loss Functions
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies
    See also Journal Article in Insurance: Mathematics and Economics (2003)
12. Long-range contagion in automobile insurance data: estimation and implications for experience rating
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations
13. Longevity Studies Based on Kernel Hazard Estimation
    Finance Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies View citations
    See also Journal Article in Insurance: Mathematics and Economics (2001)

1999

14. Pension Reform in Spain (1975-1997): the Role of Organized Labour
    Working Papers, European Institute - European Forum

1998

15. An application of the transformed kernel density estimation to labor earnings in Spain
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

1995

16. On the Repayment of Personal Loans Under Asymmetrical Information: A Count Data Model Approach
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1995)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995)
17. Ownership Structure and Distribution Systems in Property-Liability Insurance
    Working Papers, Risk and Insurance Archive

1994

18. COUNT DATA MODELS FOR A CREDIT SCORING SYSTEM
    Working Papers, Risk and Insurance Archive
    Also in Risk and Insurance, EconWPA (1994)
    See also Journal Article in Journal of Empirical Finance (1996)

Journal Articles

2008

1. Análisis de la aparición de discapacidades en personas mayores de Cataluña = Analysis of disability onset of the elderly in Catalonia
   Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 2008, 5, (1), 3-16
2. Inverse beta transformation in kernel density estimation
   Statistics & Probability Letters, 2008, 78, (13), 1757-1764
3. Joint modelling of the total amount and the number of claims by conditionals
   Insurance: Mathematics and Economics, 2008, 43, (3), 466-473
4. Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2008, 33, (4), 659-672 View citations
   See also Working Paper (2008)
5. On the link between credibility and frequency premium
   Insurance: Mathematics and Economics, 2008, 43, (2), 209-213
   See also Working Paper (2007)
6. Skewed bivariate models and nonparametric estimation for the CTE risk measure
   Insurance: Mathematics and Economics, 2008, 43, (3), 386-393
7. Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?
   Journal of Risk & Insurance, 2008, 75, (3), 713-737
8. The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2008, 33, (2), 207-218

2007

9. Improving the Efficiency of the Nelson-Aalen Estimator: the Naive Local Constant Estimator
   Scandinavian Journal of Statistics, 2007, 34, (2), 419-431
10. Selection Bias and Auditing Policies for Insurance Claims
    Journal of Risk & Insurance, 2007, 74, (2), 425-440
11. Strategies for detecting fraudulent claims in the automobile insurance industry
    European Journal of Operational Research, 2007, 176, (1), 565-583 View citations
12. Using External Data in Operational Risk
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2007, 32, (2), 178-189

2006

13. Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims
    Insurance: Mathematics and Economics, 2006, 38, (2), 229-252 View citations

2005

14. Fraud Detection Using a Multinomial Logit Model With Missing Information
    Journal of Risk & Insurance, 2005, 72, (4), 539-550 View citations

2003

15. Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments
    Journal of Risk & Insurance, 2003, 70, (4), 577-599 View citations
16. Kernel density estimation of actuarial loss functions
    Insurance: Mathematics and Economics, 2003, 32, (1), 19-36
    See also Working Paper (2000)
17. Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects
    Insurance: Mathematics and Economics, 2003, 33, (2), 273-282 View citations
    See also Working Paper (2002)

2001

18. Longevity studies based on kernel hazard estimation
    Insurance: Mathematics and Economics, 2001, 28, (2), 191-204
    See also Working Paper (2000)

1999

19. Modelling different types of automobile insurance fraud behaviour in the Spanish market
    Insurance: Mathematics and Economics, 1999, 24, (1-2), 67-81 View citations

1996

20. Count data models for a credit scoring system
    Journal of Empirical Finance, 1996, 3, (3), 303-325 View citations
    See also Working Paper (1994)