Montserrat Guillén

Economics and Econometrics · 2002–2014

A researcher in the Science corpus: 10 papers; trusts 1 researcher and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #10,047 of 23,481 by trust here, #11,468 by citations
• Statistics and Probability — 16 citations into it; #5,918 of 12,932 by trust here, #3,255 by citations

Whom Montserrat Guillén trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Q. Vuong
2. Doug Rivers
3. Brad M. Barber
4. M. Milevsky
5. Matt P. Wand

Who trusts Montserrat Guillén overall

1. Lluís Bermúdez
2. Martin Eling
3. Dimitris Karlis
4. Katrien Antonio
5. C. Adcock
6. Mauro Bernardi
7. Emiliano A. Valdez

Papers from Montserrat Guillén's perspective

Ordered by how strongly the researchers Montserrat Guillén trusts endorse each paper. Same corpus, a different order for every researcher.

1. Kernel Smoothing
2. Density estimation using inverse and reciprocal inverse Gaussian kernels
3. On modeling claim frequency data in general insurance with extra zeros
4. Kernel density estimation of actuarial loss functions
5. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
6. The Simple Analytics of a Pooled Annuity Fund
7. Strategic Price Complexity in Retail Financial Markets
8. Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
9. Who Chooses Annuities? An Experimental Investigation of the Role of Gender, Framing, and Defaults
10. AIC and BIC

Their papers

• Skewed bivariate models and nonparametric estimation for the CTE risk measure (2008) — 70 citations
• Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects (2003) — 52 citations
• Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data (2009) — 94 citations
• Detection of Automobile Insurance Fraud With Discrete Choice Models and Misclassified Claims (2002) — 188 citations
• Risk Classification for Claim Counts (2007) — 78 citations
• Kernel density estimation of actuarial loss functions (2003) — 95 citations
• Bringing cost transparency to the life annuity market (2014) — 88 citations
• A nonparametric approach to calculating value-at-risk (2013) — 49 citations
• A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION (2011) — 86 citations
• Kernel density estimation for heavy-tailed distributions using the champernowne transformation (2005) — 156 citations