The following pages link to Montserrat Guillen (Q190734):
Displaying 50 items.
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- (Q495481) (redirect page) (← links)
- Less is more: increasing retirement gains by using an upside terminal wealth constraint (Q495482) (← links)
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application (Q659113) (← links)
- Inverse beta transformation in kernel density estimation (Q947174) (← links)
- On the link between credibility and frequency premium (Q974803) (← links)
- Modelling different types of automobile insurance fraud behaviour in the Spanish market (Q1293813) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. (Q1423358) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- Risk aggregation in Solvency II through recursive log-normals (Q1681181) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
- Quantile regression for cross-sectional and time series data. Applications in energy markets using R (Q2175437) (← links)
- Fees in tontines (Q2234753) (← links)
- Exchanging uncertain mortality for a cost (Q2252280) (← links)
- Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
- Multi-state models for evaluating conversion options in life insurance (Q2360594) (← links)
- Strategies for detecting fraudulent claims in the automobile insurance industry (Q2432935) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims (Q2492170) (← links)
- Bringing cost transparency to the life annuity market (Q2513452) (← links)
- A survey of personalized treatment models for pricing strategies in insurance (Q2513621) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
- Joint modelling of the total amount and the number of claims by conditionals (Q2518553) (← links)
- Indicators for the characterization of discrete Choquet integrals (Q2629958) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- Semi-Markov Disability Insurance Models (Q2862292) (← links)
- Performance measurement of pension strategies: a case study of Danish life cycle products (Q2866309) (← links)
- Performance measurement of pension strategies: a case study of Danish life-cycle products (Q2868596) (← links)
- (Q2965078) (← links)
- A Semi-Nonparametric Approach to Model Panel Count Data (Q3007813) (← links)
- Quantitative Operational Risk Models (Q3101811) (← links)
- Multivariate Latent Risk: A Credibility Approach (Q3395766) (← links)
- Perfect value and outlier detection in logistic binary choice models (Q4266720) (← links)
- Perfect cells, direct models and contingency table outliers (Q4337035) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- (Q4583168) (← links)
- (Q4593689) (← links)
- Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance (Q4606118) (← links)
- (Q4659785) (← links)
- SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL (Q4691253) (← links)
- Approximated Perfect Values in Logistic Regression for Prediction and Outlier Detection (Q4801420) (← links)
- Risk Classification for Claim Counts (Q5019771) (← links)
- Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? (Q5108354) (← links)
- Tail risk measures using flexible parametric distributions (Q5212094) (← links)
- Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
