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Information about:
Montserrat Guillen

Personal Details | Affiliation | Works
This is information that was supplied by Montserrat Guillen in registering through RePEc. If you are Montserrat Guillen , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Montserrat
Middle Name:
Last Name: Guillen
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RePEc Short-ID: pgu117

Email:
Homepage: http://www.ub.es/dpees/risk/cvmge.htm
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jean Pinquet & Montserrat Guillén & Mercedes Ayuso, 2009. "Commitment and Lapse Behavior in Long-Term Insurance: A Case Study," Working Papers hal-00374303_v1, HAL. [Downloadable!]

  2. Catalina Bolance (Universitat de Barcelona) & Montserrat Guillen (Universitat de Barcelona) & Jens Perch Nielsen (City University London), 2009. "Transformation kernel density estimation of actuarial loss functions," Working Papers in Economics 219, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]

  3. Jean Pinquet & Guillén Montserrat, 2008. "Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase," Post-Print hal-00343104_v1, HAL. [Downloadable!]

  4. Jean Pinquet & Guillén Montserrat & Catalina Bolancé, 2007. "On the link between credibility and frequency premium," Working Papers hal-00243063_v1, HAL. [Downloadable!]
    Published as:

  5. Lluís Bermúdez Morata & Montserrat Guillén Estany & Aïda Solé Auró, 2007. "Impacto de la Immigración sobre la Esperanza de Vida en Salud y en Discapacidad de la Población Española," Working Papers XREAP2007-13, Xarxa de Referència en Economia Aplicada (XREAP), revised Nov 2007. [Downloadable!]

  6. Montserrat Guillen & Jens Perch Nielsen & Tomas Scheike & Ana Maria Perez-Marin, 2006. "Time-varying effects when analysing customer lifetime duration, application to the insurance market," IREA Working Papers 200604, University of Barcelona, Research Institute of Applied Economics, revised Dec 2006. [Downloadable!]

  7. Manuela Alcañiz & Àlex Costa & Montserrat Guillén & Carme Luna & Cristina Rovira, 2006. "Calculation of the variance in surveys of the economic climate," Working Papers CREAP2006-06, Xarxa de Referència en Economia Aplicada (XREAP), revised Nov 2006. [Downloadable!]
    Other versions:

  8. C. Bolancé & M. Guillén & J. Pinquet, 2002. "Time-varying credibility for frequency risk models : Estimation and tests for autoregressive specifications on the random effects," THEMA Working Papers 2002-18, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Published as:

  9. Fledelius, P. & Guillen, Montserrat & Perch Nielsen, Jens & Vogelius, M., 2001. "Two-Dimensional Hazard Estimation for Longevity Analysis," Finance Working Papers 01-10, University of Aarhus, Aarhus School of Business, Department of Business Studies.

  10. J. Pinquet & M. Guillén & C. Bolancé, 2000. "Long-range contagion in automobile insurance data : estimation and implications for experience rating," THEMA Working Papers 2000-43, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]

  11. Montserrat Guillen & Jens Perch Nielsen & Catalina Bolance, 2000. "Estimation Of Actuarial Loss Functions And The Tail Index Using Transformations In Kernel Density Estimation," Computing in Economics and Finance 2000 79, Society for Computational Economics. [Downloadable!]

  12. Felipe, Angie & Guillen, Montserrat & Perch Nielsen, Jens, 2000. "Longevity Studies Based on Kernel Hazard Estimation," Finance Working Papers 00-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Published as:

  13. Bolance, Catalina & Guillen, Montserrat & Perch Nielsen, Jens, 2000. "Kernel Density Estimation of Actuarial Loss Functions," Finance Working Papers 00-4, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Published as:

  14. Guillen, A.M., 1999. "Pension Reform in Spain (1975-1997): the Role of Organized Labour," Papers 99/6, European Institute - European Forum.

  15. Montserrat Guillen Estany & Catalina Bolance Losilla, 1998. "An application of the transformed kernel density estimation to labor earnings in Spain," Working Papers in Economics 33, Universitat de Barcelona. Espai de Recerca en Economia.

  16. Garven, J. R. & M. Guillen, 1995. "Ownership Structure and Distribution Systems in Property-Liability Insurance," Working Papers 009, Risk and Insurance Archive. [Downloadable!]

  17. Dionne, G. & Artis, M. & Guillen, M., 1995. "On the Repayment of Personal Loans under Asymmetrical Information: A Count Data Model Approach," Papers 9509, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
    Other versions:

  18. Montserrat Guillen & Manuel Artis, 1994. "Count Data Models For A Credit Scoring System," Risk and Insurance 9407004, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  19. RePEc:hal:wpaper:hal-00243035_v1 is not listed on IDEAS

Articles

  1. Patrick L. Brockett & Linda L. Golden & Montserrat Guillen & Jens Perch Nielsen & Jan Parner & Ana Maria Perez-Marin, 2008. "Survival Analysis of a Household Portfolio of Insurance Policies: How Much Time Do You Have to Stop Total Customer Defection?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 713-737. [Downloadable!] (restricted)

  2. Montserrat Guillén & Jean Pinquet, 2008. "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, Palgrave Macmillan Journals, vol. 33(4), pages 659-672, October. [Downloadable!] (restricted)

  3. Bermúdez Morata, Lluís & Blay Berrueta, Daniel & Guillén Estany, Montserrat, 2008. "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, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 5(1), pages 3-16, June. [Downloadable!]

  4. Bolance, Catalina & Guillen, Montserrat & Pelican, Elena & Vernic, Raluca, 2008. "Skewed bivariate models and nonparametric estimation for the CTE risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 386-393, December. [Downloadable!] (restricted)

  5. Montserrat Guillen & Jens Perch Nielsen & Ana M Pérez-Marín, 2008. "The Need to Monitor Customer Loyalty and Business Risk in the European Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan Journals, vol. 33(2), pages 207-218, April. [Downloadable!] (restricted)

  6. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October. [Downloadable!] (restricted)
    Other versions:

  7. Sarabia, José María & Guillén, Montserrat, 2008. "Joint modelling of the total amount and the number of claims by conditionals," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 466-473, December. [Downloadable!] (restricted)

  8. Bolancé, Catalina & Guillén, Montserrat & Nielsen, Jens Perch, 2008. "Inverse beta transformation in kernel density estimation," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1757-1764, September. [Downloadable!] (restricted)

  9. Viaene, Stijn & Ayuso, Mercedes & Guillen, Montserrat & Van Gheel, Dirk & Dedene, Guido, 2007. "Strategies for detecting fraudulent claims in the automobile insurance industry," European Journal of Operational Research, Elsevier, vol. 176(1), pages 565-583, January. [Downloadable!] (restricted)

  10. Montserrat Guillen & Jim Gustafsson & Jens Perch Nielsen & Paul Pritchard, 2007. "Using External Data in Operational Risk," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan Journals, vol. 32(2), pages 178-189, April. [Downloadable!] (restricted)

  11. Jean Pinquet & Mercedes Ayuso & Montserrat Guillén, 2007. "Selection Bias and Auditing Policies for Insurance Claims," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 425-440. [Downloadable!] (restricted)

  12. Montserrat Guillen & Jens P. Nielsen & Ana M. Perez-Marin, 2007. "Improving the Efficiency of the Nelson-Aalen Estimator: the Naive Local Constant Estimator," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 34(2), pages 419-431. [Downloadable!] (restricted)

  13. Guillen, Montserrat & Jorgensen, Peter Lochte & Nielsen, Jens Perch, 2006. "Return smoothing mechanisms in life and pension insurance: Path-dependent contingent claims," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 229-252, April. [Downloadable!] (restricted)

  14. Steven B. Caudill & Mercedes Ayuso & Montserrat Guillén, 2005. "Fraud Detection Using a Multinomial Logit Model With Missing Information," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(4), pages 539-550. [Downloadable!] (restricted)

  15. Bolance, Catalina & Guillen, Montserrat & Nielsen, Jens Perch, 2003. "Kernel density estimation of actuarial loss functions," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 19-36, February. [Downloadable!] (restricted)
    Other versions:

  16. Bolance, Catalina & Guillen, Montserrat & Pinquet, Jean, 2003. "Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 273-282, October. [Downloadable!] (restricted)
    Other versions:

  17. Natacha Brouhns & Montserrat Guillén & Michel Denuit & Jean Pinquet, 2003. "Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 577-599. [Downloadable!] (restricted)

  18. Felipe, Angie & Guillen, Montserrat & Nielsen, Jens Perch, 2001. "Longevity studies based on kernel hazard estimation," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 191-204, April. [Downloadable!] (restricted)
    Other versions:

  19. Artis, Manuel & Ayuso, Mercedes & Guillen, Montserrat, 1999. "Modelling different types of automobile insurance fraud behaviour in the Spanish market," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 67-81, March. [Downloadable!] (restricted)

  20. Dionne, Georges & Artis, Manuel & Guillen, Montserrat, 1996. "Count data models for a credit scoring system," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 303-325, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2009-03-14
  2. NEP-HEA: Health Economics (1) 2008-12-07
  3. NEP-IAS: Insurance Economics (3) 2007-01-28 2008-12-07 2009-04-18 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2007-05-12
  5. NEP-RMG: Risk Management (1) 2009-03-14
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This page was last updated on 2009-10-31.

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