Search


Current filters:
Start a new search
Add filters:

Use filters to refine the search results.


Results 1-10 of 42 (Search time: 0.032 seconds).
Item hits:
Issue DateTitleAuthor(s)
Jun-2019Predicting Motor Insurance Claims Using Telematics Data XGBoost versus Logistic RegressionPesantez-Narvaez, Jessica; Guillén, Montserrat; Alcañiz, Manuela
15-Apr-2022Non-Normal Market Losses and Spatial Dependence Using Uncertainty IndicesBolancé Losilla, Catalina; Acuña, Carlos; Torra Porras, Salvador
15-Apr-2021Nonparametric Estimation of Extreme Quantiles with an Application to Longevity RiskBolancé Losilla, Catalina; Guillén, Montserrat
1-Jan-2023Continuing RisksConstantinescu, Corina; Guillén, Montserrat; Steffensen, Mogens
1-Jan-2021A Synthetic penalized logitboost to model mortgage lending with imbalanced cataPesantez-Narvaez, Jessica; Guillén, Montserrat; Alcañiz, Manuela
Oct-2019Quantifying credit portfolio losses under multi-factor modelsColldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.)
Jan-2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market StateChuliá Soler, Helena; Koser, Christoph; Uribe Gil, Jorge Mario
2017Adressing longevity heterogeneity in pension scheme designAyuso, Mercedes; Bravo, Jorge Miguel; Holzmann, Robert
15-Mar-2023A multidimensional review of the cash management problemSalas Molina, Francisco; Rodríguez-Aguilar, Juan A. (Juan Antonio); Guillén, Montserrat
2018Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock ExchangeLadrón de Guevara Cortés, Rogelio; Torra Porras, Salvador; Monte Moreno, Enric