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| Issue Date | Title | Author(s) |
|---|---|---|
| Dec-2016 | Compositional methods applied to capital allocation problems | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2016 | Modeling longevity risk with generalized dynamic factor models and vine-copulae | Chuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario |
| May-2016 | What attitudes to risk underlie distortion risk measure choices? | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2013 | Influencia de la variable aleatoria implícita en la fórmula estándar en el cálculo del SCR del riesgo de suscripción no vida | Ferri Vidal, Antoni; Bermúdez, Lluís; Guillén, Montserrat |
| Jun-2017 | Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis | Chuliá Soler, Helena; Guillén, Montserrat; Uribe Gil, Jorge Mario |
| 2014 | Long-run savings and investment strategy optimization | Gerrard, Russell; Guillén, Montserrat; Nielsen, Jens Perch; Pérez Marín, Ana María |
| Apr-2016 | The use of fexible quantile-based measures in risk assessment | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2018 | Distortion risk measures for nonnegative multivariate risks | Belles Sampera, Jaume; Guillén, Montserrat; Sarabia Alegría, José María; Prieto, Faustino |
| Mar-2016 | Cuantificación del riesgo para la tarificación en seguros de automóvil | Padilla Barreto, Alemar Elaine; Bolancé Losilla, Catalina; Guillén, Montserrat |
| Jan-2019 | Forecasting compositional risk allocations | Boonen, Tim J.; Guillén, Montserrat; Santolino, Miguel |
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