Browsing by Author Guillén, Montserrat
Showing results 22 to 41 of 165
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2013 | Beyond Value-at-Risk : GlueVaR Distortion Risk Measures | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| Apr-2016 | Big data en seguros | Guillén, Montserrat |
| 2017 | Big Data y el sector asegurador | Pallisa Gabriel, Oscar |
| 2017 | Big-data Analytics en seguros | Padilla Barreto, Alemar Elaine; Guillén, Montserrat; Bolancé Losilla, Catalina |
| 2007 | Bonus-Malus en Seguros de Asistencia Sanitaria | Ocaña Herrera, Francesc |
| 2006 | Calculation of the variance in surveys of the economic climate | Alcañiz, Manuela; Costa, Alex; Guillén, Montserrat; Luna, Carme; Rovira, Cristina |
| Mar-2020 | Can automobile insurance telematics predict the risk of near-miss events? | Guillén, Montserrat; Nielsen, Jens Perch; Pérez Marín, Ana María; Elpidorou, Valandis |
| 1-Dec-2021 | Case study data for joint modeling of insurance claims and lapsation | Guillén, Montserrat; Bolancé Losilla, Catalina; Frees, Edward W.; Valdez, Emiliano A. |
| 1-Oct-2020 | Characterizing electricity market integration in Nord Pool | Uribe Gil, Jorge Mario; Mosquera-López, Stephania; Guillén, Montserrat |
| 2016 | Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk | Alemany Leira, Ramon; Bolancé Losilla, Catalina; Guillén, Montserrat; Padilla Barreto, Alemar Elaine |
| Dec-2016 | Compositional methods applied to capital allocation problems | Belles Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel |
| 2018 | Consumer preferences for electric vehicles in Germany | Schulze-Darup, Anja; Guillén, Montserrat; Piulachs Lozada-Benavente, Xavier |
| 1-Jan-2023 | Continuing Risks | Constantinescu, Corina; Guillén, Montserrat; Steffensen, Mogens |
| 2018 | Continuous m-dimensional distorted probabilities | Torra i Reventós, Vicenç; Guillén, Montserrat; Santolino, Miguel |
| 21-Aug-2021 | Covariance principle for capital allocation: a time-varying approach | Urbina, Jilber; Santolino, Miguel; Guillén, Montserrat |
| 2008 | Creación de unas tablas de mortalidad dinámicas | Guerra Díez, José Antonio |
| 17-Nov-2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility | Vidal-Llana, Xenxo; Guillén, Montserrat |
| Mar-2016 | Cuantificación del riesgo para la tarificación en seguros de automóvil | Padilla Barreto, Alemar Elaine; Bolancé Losilla, Catalina; Guillén, Montserrat |
| 15-Dec-2021 | Dependence modeling of multivariate longitudinal hybrid insurance data with dropout | Frees, Edward W.; Bolancé Losilla, Catalina; Guillén, Montserrat; Valdez, Emiliano A. |
| 1-Mar-2021 | Differences in the risk profiles of drunk and drug drivers: Evidence from a mandatory roadside survey | Alcañiz, Manuela; Guillén, Montserrat; Santolino, Miguel |