Prof. Montserrat Guillén

Universitat de Barcelona, Spain

Professor

Email: mguillen@ub.edu

Qualifications

2006 M.A., UNED, Risk Management and Insurance

1993 M.A., University of Essex, Social Science Data Analysis

1992 Ph.D., Universitat de Barcelona, Economics

1987 M.Sc., Universitat de Barcelona, Mathematics

Publications(selected)

1. Alemany, R., Alcañiz, M., Guillén, M. (2012) “The statistical accuracy of surveys on business and economic perspectives: A case study” Studies in Fuzziness and Soft Computing, 286, 413-422.
2. Ferri, A., Guillén, M., Bermúdez, L. (2012) “Solvency capital estimation and risk measures” Lecture Notes in Business Information Processing, 115 LNBIP, 34-43.
3. Guelman, L., Guillén, M., Pérez-Marín, A.M. (2012) “Random forests for uplift modeling: An insurance customer retention case” Lecture Notes in Business Information Processing, 115 LNBIP, 123-133.
4. Jha, S., Guillen, M., Christopher Westland, J. (2012) “Employing transaction aggregation strategy to detect credit card fraud” Expert Systems with Applications, 39 (16) 12650-12657.
5. Bolancé, C., Ayuso, M. and Guillén, M. (2012) “A nonparametric approach to analysing operational risk with an application to insurance fraud” The Journal of Operational Risk, 7, 1, 1-16.
6. Thuring, F., Nielsen, J.P., Guillén, M. and Bolancé, C. (2012) “Selecting prospects for cross-selling financial products using multivariate credibility” Expert Systems with Applications, 39 (10) 8809-8816.
7. Guillén, M., Nielsen, J.P., Scheike, T.H. and Pérez-Marín, A.M. (2012) “Time-varying effects in the analysis of customer loyalty: A case study in insurance", Expert Systems with Applications, 39, 3, 3551-3558 available online 9 September 2011, ISSN 0957-4174, 10.1016/j.eswa.2011.09.045.
8. Pinquet, J., Guillén, M. and Ayuso, M. (2011) “Commitment and lapse behavior in long-term insurance: a case study" Journal of Risk and Insurance, 78, 4, 983-1002.
9. Boucher, J.-P., Denuit, M. and Guillén, M. (2011) “Correlated random effects for hurdle models applied to claim counts” Variance, 5,1, 68-79.
10. Boucher, J.P. and Guillén, M. (2011) “A Semi-Nonparametric Approach to Model Panel Count Data” Communications in Statistics – Theory and Methods, 40, 4,622-634.
11. Guillén, M., Prieto, F. and Sarabia, J.M. (2011) “Modelling losses and locating the tail with the Pareto Positive Stable distribution" Insurance: Mathematics and Economics, 49, 3, 454-461. http://dx.doi.org/10.1016/j.insmatheco.2011.07.004
12. Guillén, M., Linton, O., Nielsen, J.P. and Buch-Kromann, T. (2011) “Multivariate Density Estimation using Dimension Reducing Information and Tail Flattening Transformations" Insurance: Mathematics and Economics, 48, 1, 99-110.
13. Guillén, M., Pérez-Marín, A.M. and Alcañiz, M. (2011) “A logistic regression approach to estimating customer profit loss due to lapses in insurance" Insurance Markets and Companies: Analyses and Actuarial Computations, 2011-2, 43-55.
14. Mompart, A., Medina, A., Guillén, M., Alcañiz, M. and Brugulat, P. (2011) “Características metodológicas de la ESCA 2006” Medicina Clínica, 137(Supl 2):3-8.
15. Alcañiz, M., Alemany, R., Bolancé, C. and Guillén, M. (2011) “El coste de los cuidados de larga duración en la población española: análisis comparative entre los años 1999 y 2008” Revista de Métodos Cuantitativos para la Economía y la Empresa, 12, 111-131.
16. Ayuso, M., Guillén, M. and Pérez-Marín, A.M. (2011) “Metodología para el cálculo de escenarios de caída de cartera en Solvencia II en presencia de contagio entre cancelaciones” Anales del Instituto de Actuarios Españoles, 17, 13-30.
17. (IMPACT FACTOR 4,786 TOP #5) Porta, M., Gasull, M., Puigdomènech, E., Garí, M., de Basea, M.B., Guillén, M., López, T., Bigas, E., Pumarega, J., Llebaria, X., Grimalt, J.O., Tresserras, R. (2010) “Distribution of blood concentrations of persistent organic pollutants in a representative sample of the population of Catalonia” Environment International, 36, 7, 655-664.
18. (TOP #1 journal) Ayuso, M, Guillén, M. and Alcañiz, M. (2010) “The impact of traffic violations on the estimated cost of traffic accidents with victims” Accident Analysis and Prevention, 42, 2, 709-717.
19. Solé-Auró, A., Mompart Penina, A., Brugulat Guiterras, P. and Guillén Estany, M. “Inmigración y uso de servicios sanitarios en tres zonas sanitarias de Cataluña [Immigration and use of medical services in three Catalan health zones]” Revista Española de Economía de la Salud, 9, 2, 81-91.
20. Boucher, J.P., Denuit, M. and Guillén, M. (2009) “Number of accidents or number of claims? An approach with zero-inflated Poisson models for panel data” Journal of Risk and Insurance, 76, 4, 821-846.
21. D’Amico, G., Guillén, M. and Manca, R. (2009) “Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application” Insurance: Mathematics and Economics, 45, 2, 173-179.
22. Boucher, J.P. and Guillén, M. (2009) “A survey on models for panel count data with applications to insurance” RACSAM, Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales, Serie A, Matemáticas, 103, 2, 277-294.
23. Bolancé, C., Guillén M. and Nielsen, J.P. (2009) “Transformation Kernel Estimation of Insurance Claim Cost Distributions” in Corazza, M. and Pizzi, C (Eds.) Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, 223-231.
24. Bermúdez, L., Guillén, M. and Solé, A. (2009) “Escenarios del impacto de la inmigración en la longevidad y dependencia de los mayores en la población española” Revista Española de Geriatría y Gerontología, 44, 1, 19–24.
25. Guillén, M., Nielsen, J.P. and Pérez-Marín (2008) “Cross-buying behaviour and customer loyalty in the insurance sector” ESIC Market, 132, 77-136.

Profile Details

http://www.ub.edu/riskcenter/mge.html