International books
Uribe, J. and Guillen, M. (2020) Quantile Regression for Cross-Sectional and Time Series
Data:Applications in Energy Markets Using R. SpringerBriefs in Finance.
Springer. ISBN: 978-3-030-44503-4
Belles-Sampera, J., Guillén, M., & Santolino, M.
(2017) Risk Quantification and
Allocation Methods for Practitioners. University of Chicago Press Economics
Books. Atlantis Studies in Computational Finance and Financial Engineering
ISBN: :9789462984059
Frees, E.W, Derrig, R., Meyer, G. (Eds) (2014) Predictive Modeling Applications in
Actuarial Science. Volume I. Regression
with Categorical Dependent Variables. Chapter 3 by Guillen, M. Cambridge
University Press.
Bolancé, C., Guillen, M., Gustafsson, J. and Nielsen,
J.P. (2012) Quantitative operational
risk models (with examples in SAS and R), Chapman & Hall/CRC.
http://www.crcpress.com/product/isbn/9781439895924
ISBN: 978-1-4398-9592-4
Submitted
Manuscripts
Bolancé,
C., Cao, R. and Guillen, M. (2023) “Conditional likelihood based inference on
single index-models for motor insurance claim severity” under review in SORT-Statistics
and Operations Research Transactions.
Bagkavos,
D., Nielsen, J.P and Guillen, M. (2023) “Nonparametric conditional survival
function estimation with plug-in bandwidth and robust model selection” under
review in Journal of Business and Economic Statistics.
Published articles
[1] Masello,
L., Sheehan, B., Castignani, G., Guillen, M., Murphy,
F. (2024) “Predictive Modeling for Driver Insurance Premium Calculation using
Advanced Driver Assistance Systems and Contextual Information" IEEE-Intelligent
Transportation Systems Transactions, accepted.
[2] Bagkavos,
D., Guillen, M. and Nielsen, J. P. (2024) “Nonparametric conditional survival
function estimation and plug-in bandwidth selection with multiple
covariates” TEST, 1-33. (Journal of
the Spanish Statistics and operations Research Society).
[3]
Asenjo, S., Soler-Garcia, A., Palomo, A. M., Jordana, A. H., Guillen, M., Bolancé,
C., & Vilarrubí, S. N. (2024) “Analysis of the
Surprise Question as a tool for predicting death in neonates” European
Journal of Pediatrics, accepted.
[4]
McDonnell, K., Sheehan, B.,
Murphy, F. and Guillen, M. (2024) “Are electric vehicles riskier? A comparative
study of driving behaviour and insurance claims for
internal combustion engine, hybrid and electric vehicles” Accident Analysis &
Prevention, 207, 107761.
[5] Yanez, J. S., Guillén, M. and Nielsen, J. P.
(2024) “Weekly dynamic motor insurance ratemaking with a telematics signals
bonus-malus score” ASTIN Bulletin: The Journal of the IAA, 1-28.
[6] Toro-Pérez, D., Limonero, J. T., Bolancé, C., Guillen, M., Navarro-Vilarrubí,
S. and Camprodon-Rosanas, E. (2024) “Suffering in
children and adolescents in paediatric palliative care in Spain: psychometric
properties of the qESNA scale” Anales de Pediatría (English Edition), 101(4), 238-248.
[7]
Toro-Pérez, D., Bolance,
C., Camprodon-Rosanas, E., Guillen, M., Navarro-Vilarrubí, S. and Limonero, J.T. (2024),
“Psychological factors and quality of life in children with palliative needs:
Dataset”, Mendeley Data, V1, https://doi.org/10.17632/xt585dkhgt.1
[8] Guillen, M., Pérez-Marín, A. M. andNielsen, J. P. (2024) “Pricing weekly motor insurance drivers’ with behavioral and contextual telematics data” Heliyon, 10(16).
[9] Santolino,
M., Guillen, M., Vidal-Llana, X. (2024). Desigualdad de la incertidumbre
económica subjetiva y perspectivas económicas individuales durante la pandemia.
Revista
de Métodos Cuantitativos para la Economía y la Empresa, 1-18. https://doi.org/10.46661/rev.metodoscuant.econ.empresa.7558
[10] Toro-Pérez, D., Camprodon-Rosanas, E., Vilarrubí, S. N., Bolancé, C., Guillen, M. and Limonero, J. T. (2023) “Evaluating Quality of Life in Pediatric Palliative Care: A Cross-Sectional Analysis of Children’s and Parents’ Perspectives” European Journal of Pediatrics, 83, 3, 1305-1314. https://link.springer.com/article/10.1007/s00431-023-05330-4
[11]
Salas-Molina, F., Rodriguez
Aguilar, J.A. and Guillen, M. (2023) “A multidimensional review of the cash
management problem” Financial
Innovation, 9(1), 67. https://doi.org/10.1186/s40854-023-00473-7
[12]
Masello, L., Castignani, G., Sheehan, B., Guillen, M.
and Murphy, F. (2023) “Using contextual data to predict risky driving events: A
novel methodology from explainable artificial intelligence” Accident
Analysis & Prevention, 184, 106997. https://doi.org/10.1016/j.aap.2023.106997
[13]
Toro-Pérez, D., Limonero, J.T.; Guillen, M., Bolancé,
C., Navarro-Vilarrubí, S., and Camprodon-Rosanas,
E. (2023), “QoL pediatric palliative care dataset”, Mendeley Data, V1, https://doi.org/10.17632/m479gs98vz.1
[14] Toro-Pérez, D., Camprodon-Rosanas, E., Vilarrubí, S. N., Bolancé, C.,
Guillen, M. and Limonero, J. T. (2023) “Assessing well-being in pediatric palliative care: A pilot study about
views of children, parents and health professionals” Palliative & Supportive Care,
37(4), 1-9. https://doi.org/10.1017/S1478951523000251
[15]
Restrepo, N., Uribe, J. M.
and Guillen, M. (2023) “Price bubbles in lithium markets
around the world” Frontiers in Energy Research, 11, 1204179. https://doi.org/10.3389/fenrg.2023.1204179
[16]
Constantinescu, C.,
Guillen, M. and Steffensen, M. (2023) “Continuing Risks” Risks, 11, 1, 10. https://doi.org/10.3390/risks11010010
[17]
Vidal-Llana,
X., Uribe, J. M. and Guillén, M. (2023) “European
stock market volatility connectedness: The role of country and sector
membership” Journal of International Financial Markets, Institutions and Money,
82, 101696.
https://doi.org/10.1016/j.intfin.2022.101696
[18]
Guillen, M., Bardes Robles,
I., Bordera Cabrera, E., Acebes
Roldán, X., Bolancé, C., Jorba, D. and Moriña, D. (2022) “Acute respiratory
infection rates in primary care anticipate ICU bed occupancy during COVID-19
waves” Plos one, 17(5), e0267428. https://doi.org/10.1371/journal.pone.0267428
[19]
Pitarque, A. and Guillen, M. (2022) “Interpolation of quantile regression to
estimate driver’s risk of traffic accident based on excess speed” Risks,
10, 1, 19. https://doi.org/10.3390/RISKS10010019
[20] Pons-Novell, J. and Guillen, M. (2022) “The Autonomous Capacity of the Elderly Population in Spain for Shopping and Preparing Meals” International Journal of Environmental Research and Public Health, 19 (22), 14828.
[21]
Vidal-Llana,
X. and Guillén, M. (2022) “Cross-sectional quantile
regression for estimating conditional VaR of returns
during periods of high volatility” The North American Journal of Economics and
Finance, 63, 101835. https://doi.org/10.1016/j.najef.2022.101835
[22] Guillen, M., Bolancé C., Frees, E.W. and Valdez, E.A. (2021) “Case study data for joint modeling of insurance claims and lapsation” Data in brief 39, 107639 https://doi.org/10.1016/j.dib.2021.107639
[23] Guillen, M and Cevolini, A. (2021) “Using risk
analytics to prevent accidents before they occur – the future of insurance”. Journal
of Financial Transformation 54, 76-83.
[24] Santolino, M., Belles-Sampera, J., Sarabia J.M. and Guillen, M. (2021) “An examination of the
tail contribution to distortion risk measures” Journal of Risk, 23(6),
1-25.
[25] Guillen, M., Bermúdez, L. and Pitarque, A. (2021). Joint generalized quantile and
conditional tail expectation regression for insurance risk analysis. Insurance:
Mathematics and Economics, 99, 1-8.
https://doi.org/10.1016/j.insmatheco.
2021.03.006
[26]
Pesantez-Narvaez, J., Guillen M. and Alzañiz, M.
(2021) “A Synthetic Penalized Logitboost to Model Mortgage Lending with
Imbalanced Data” Computational Economics, volume 57, 281–309 https://doi.org/10.1007/s10614-020-10059-5
[27] Guillen, M., Nielsen, J. P. and Pérez‐Marín, A. M. (2021) “Near‐miss telematics in motor insurance” Journal of Risk and Insurance 88 (3), 569-589 https://doi.org/10.1111/jori.12340
[28] Frees, E. W., Bolancé, C., Guillen, M. and Valdez, E. A. (2021)
“Dependence modeling of multivariate longitudinal hybrid insurance data with
dropout” Expert Systems with Applications, 185, 115552. https://doi.org/10.1016/j.eswa.2021.115552
[29] Chen, A., Guillen,
M., & Rach, M. (2021) “Fees in tontines” Insurance: Mathematics and
Economics, 100, 89-106. https://doi.org/10.1016/j.insmatheco.2021.05.001
[30] Sarabia, J.M., Prieto, F.,
Jardá, V. and Guillen, M. (2021) “Multivariate
Classes of GB2 Distributions with Applications”
Mathematics, 9(1), 72. https://doi.org/
10.3390/math9010072
[31] Alcañiz, M.,
Guillen, M., & Santolino, M. (2021) “Differences in the risk profiles of
drunk and drug drivers: Evidence from a mandatory roadside survey”, Accident
Analysis & Prevention, 151, 105947. https://doi.org/10.1016/j.aap.2020.105947
[32] Guillen, M., Pérez-Marín, A.M. and Alcañiz, M. (2021) “Percentile charts
for speeding based on telematics information” Accident Analysis &
Prevention, 150 ,105865. https://doi.org/10.1016/j.aap.2020.105865
[33] Piulachs, X., Andrinopoulou, E. R., Guillén, M. and Rizopoulos, D. (2021) “A Bayesian joint model for zero‐inflated integers and left‐truncated event times with a time‐varying association: Applications to senior health care” Statistics in Medicine, 40(1), 147-166. https://doi.org/10.1002/sim.8767
[34] Urbina, J., Santolino, M. and Guillen, M. (2021) “Covariance Principle for Capital Allocation: A Time-Varying Approach” Mathematics, 9(16), 2005. https://doi.org/ 10.3390/math9162005
[35] Sun, S., Bi, J., Guillen, M. and Pérez-Marín, A. M. (2021) “Driving risk assessment using near-miss events based on panel Poisson regression and panel negative binomial regression” Entropy, 23(7), 829. https://doi.org/10.3390/e23070829
[36] Pesantez-Narvaez,
J., Guillen, M. and Alcañiz, M. (2021) “RiskLogitboost
Regression for Rare Events in Binary Response: An Econometric Approach” Mathematics
, 9, 579. https://doi.org/10.3390/math9050579
[37] Bolancé, C. and Guillen, M. (2021) “Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk” Risks, 9(4), 77. https://doi.org/10.3390/risks9040077
[38]
Golden, L.L., Brockett,
P.L., Guillen. M. and Manika, D. (2020) “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory
worth” Multivariate Behavioral Research, 55(5),
685-703. https://doi.org/10.1080/00273171.2019.1665979
[39] Bolancé, C., Guillen, M. and Pitarque, A. (2020) “A Sarmanov Distribution with Beta Marginals: An Application to Motor Insurance Pricing”, Mathematics, 8(11, 2020. https://doi.org/10.3390/math8112020
[40] Arvelo, E., de Armas, J. and Guillen, M.
(2020) “Assessing the Distribution of Elderly Requiring Care: A Case Study on
the Residents in Barcelona and the Impact of COVID-19”, International Journal of
Environmental Research and Public Health, 17(20), 7486. https://doi.org/10.3390/ijerph17207486
[41]
Uribe, J. M. and Guillen,
M. (2020) “Generalized Market Uncertainty Measurement in European Stock Markets
in Real Time” Mathematics, 8(12), 2148. https://doi.org/10.3390/math8122148
[42]
Guillen, M., Nielsen, J.P.,
Pérez-Marín, A.M. and Elpidorou, V. (2020) “Can
automobile insurance telematics predict the risk of near-miss events?” North
American Actuarial Journal, 24, 1, 141-152. https://doi.org/10.1080/10920277.2019.1627221
[43]
Pesantez-Narvaez, J. and Guillen M. (2020) “Weighted Logistic Regression to
Improve Predictive Performance in Insurance” Advances in Intelligent Systems
and Computing, 894, 22-34. https://doi.org/10.1007/978-3-030-15413-4_3
[44] Sun, S., Bi, J., Guillen, M. and Pérez-Marín, A. M. (2020) “Assessing driving risk using internet of vehicles data: an analysis based on generalized linear models” Sensors, 20(9), 2712. https://doi.org/10.3390/s20092712
[45]
Uribe, J., Mosquera-López,
S. and Guillen, M. (2020) “Characterizing
electricity market integration in Nord Pool” Energy, 208,118368. https://doi.org/10.1016/j.energy.2020.118368
[46]
Pesantez-Narvaez J. and Guillen M. (2020) “Penalized logistic regression to
improve predictive capacity of rare events in surveys” Journal of Intelligent and Fuzzy
Systems, 38(5), 5497-5507. https://doi.org/10.3233/JIFS-179641
[47] Monteverde, M., Palloni, A., Guillen, M. and Tomas, S. (2020) “Early poverty and future life expectancy with disability among the elderly in Argentina” Revista Latinoamericana de Población, 14(26), 5-22.
https://doi.org/10.31406/relap2020.v14.i1.n26.1
[48]
Vida-Llana,
X. and Guillen Estany, M. (2020) “Advanced analytics pricing for the calculation
of post-covid19 scenarios in automobile insurance” Anales del
Instituto de Actuarios Españoles,
26, 157-179 https://doi.org/10.26360/2020_7
[49] Sarabia, J.M., Guillen, M., Chuliá H. and Prieto, F. (2019) “Tail risk measures using flexible parametric distributions” SORT-Statistics and Operations Research Transactions, 43, 2, 223-236. https://doi.org/10.2436/20.8080.02.86
[50]
Guillen, M, Sarabia, J.M., Prieto, F.
and Jordá, V. (2019) “Aggregation of dependent risks with heavy-tail
distributions” International Journal of
Uncertainty, Fuzziness and Knowledge-Based Systems, 27, Sup. 1, 77-88.
https://doi.org/10.1142/S021848851940004X
[51]
Guillen, M., Nielsen, J.P.,
Ayuso, M. and Pérez-Marin, A.M. (2019) “The use of telematics devices to
improve automobile insurance rates” Risk Analysis, 39(3), 662-672. https://doi.org/10.1111/risa.13172
[52] Denuit, M., Guillen, M. and Trufin, J. (2019) “Multivariate credibility modeling for
usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science,
13(2), 378-399. https://doi-org.sire.ub.edu/10.1017/S1748499518000349
[53] Pesantez-Narvaez J., Guillen M. and Alcañiz, M. (2019) “Predicting motor insurance claims using telematics data—XGBoost versus logistic Regression” Risks 7(2), 70. https://doi.org/10.3390/risks7020070
[54] Pérez-Marin, A.M., Guillen, M., Alcañiz, M. and Bermúdez,
Ll. (2019) “Quantile regression with telematics information to assess the risk
of driving above the posted speed limit” Risks 7(3), 80. https://doi.org/10.3390/risks7030080
[55]
Ayuso, M.M., Guillen M. and
Nielsen, J.P. (2019) “Improving automobile insurance ratemaking using
telematics: incorporating mileage and driver behaviour data” Transportation,
46(3), 735-752. https://doi.org/10.1007/s11116-018-9890-7
[56] Pérez-Marin, A.M., Ayuso M.M. and Guillén, M. (2019) “Do young insured drivers slow down after suffering an accident?” Transportation Research Part F: Psychology and Behaviour, 62, 690-699. https://doi.org/10.1016/j.trf.2019.02.021
[57]
Pérez-Marín, A.M. and
Guillen, M. (2019) “Semi-autonomous vehicles: Usage-based data evidences of
what could be expected from eliminating speed limit violations” Accident
Analysis and Prevention, 123, 99-106.
https://doi.org/10.1016/j.aap.2018.11.005
[58] Boonen, T.J., Guillen, M. and Santolino, M. (2019) “Forecasting compositional risk allocations” Insurance, Mathematics and Economics, 84, 79-86. https://doi.org/10.1016/j.insmatheco.2018.10.002
[59] Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach,
J. (2019) “Is there an estimation bias in occupational health and safety
surveys? The mode of administration and informants as a source of error” Sociological
Methods and Research, 48, 1, 185-201. https://doi.org/10.1177/0049124116672681
[60] Pitarque,
A., Pérez Marín, A. M., & Guillén, M. (2019) “Regresión cuantílica
como punto de partida en los modelos predictivos para el riesgo” Anales
del Instituto de Actuarios Españoles, 2019, vol. IV, num. 25, p. 77-117.
[61]
Alcañiz, M., Guillen, M.
and Santolino, M. (2018) “Prevalence of drug use among drivers based on
mandatory, random tests in a roadside survey” PLoS ONE,
13, 6, art. no. e0199302. https://doi.org/10.1371/journal.pone.0199302
[62] Bermúdez,
Ll., Guillen, M. and Karlis, D. (2018) “Allowing for
time and cross dependence assumptions between claim counts in ratemaking
models” Insurance: Mathematics and Economics, 83, 161-169. https://doi.org/10.1016/j.insmatheco.2018.06.003
[63]
Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring,
F. (2018) “Price and Profit Optimization
for Financial Services” Risks, 6(1), 9-29. https://doi.org/10.3390/risks6010009
[64]
Chen, A., Vigna, E. and
Guillen, M. (2018) “Solvency requirement in a unisex mortality model” Astin Bulletin, 48(3), 1219-1243. https://doi.org/10.1017/asb.2018.11
[65]
Donnelly, C., Guillen, M.,
Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings
decisions for retirement with bounds on wealth” Astin
Bulletin, 48, 1, 111-137. https://doi.org/10.1017/asb.2017.34
[66]
Guillen, M., Sarabia, J.M., Belles-Sampera, J.
and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate
Risks” Journal of Operational Risk, 13, 2, 35–57. https://doi.org/10.21314/JOP.2018.206
[67]
Salas-Molina, F.,
Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and
Martin, F. J. (2018) “Empirical analysis of daily cash flow time series and its
implications for forecasting” SORT-Statistics and Operations Research
Transactions, 42, 1, 73-98. https://doi.org/10.2436/20.8080.02.70
[68] Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany” International Journal of Transport Economics, 45, 1, 97-122. https://doi.org/10.19272/201806701006
[69]
Torra, V., Guillen, M. and
Santolino, M. (2018) “Continuous m-dimensional distorted probabilities” Information
Fusion, 44, 97-102.
https://doi.org/10.1016/j.inffus.2017.12.004
[70] Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function” European Journal of Population, 34, 5, 793-817. https://doi.org/10.1007/s10680-017-9460-2
[71]
Uribe, J.M., Guillen M. and
Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality
between natural gas and electricity prices” Energy Economics, 74,
904-916. https://doi.org/10.1016/j.eneco.2018.07.025
[72]
Uribe, J. M., Chuliá, H.,
& Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking
sector: Has the crisis modified their relationship?” Journal of International
Financial Markets, Institutions and Money, 50, 52-68. https://doi.org/10.1016/j.intfin.2017.09.027
[73]
Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with
old actuarial methods: a comparison of pooled funds and income tontines”. The
Geneva Papers on Risk and Insurance: Issues and Practice, 42, 3,
406-422. https://doi.org/10.1057/s41288-017-0056-1
[74]
Boucher, J-P., Côté,
S. and Guillen, M. (2017) “Exposure
as duration and distance in telematics motor insurance using generalized additive models”, Risks, 5(4),
54; https://doi.org/10.3390/risks5040054
[75] Chuliá, H., Guillen, M. and Uribe, J.M. (2017). “Spillovers from the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”. Emerging Markets Review, 31, 32-46. https://doi.org/10.1016/j.ememar.2017.01.001
[76]
Chuliá, H., Guillen, M.,
and Uribe, J.M. (2017) “Measuring uncertainty in the ntock
market” International Review of Economics and Finance, 48, 18-33. https://doi.org/10.1016/j.iref.2016.11.003
[77]
Bolviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through
recursive log-normals” Insurance: Mathematics and
Economics, 73, 20-26. http://dx.doi.org/10.1016/j.insmatheco.2016.12.006.
[78]
Piulachs, X., Alemany, R. and Guillen, M. (2017). “Emergency care usage and
longevity have opposite effects on health insurance rates”. Kybernetes,
46(1), 102-113. https://doi.org/10.1108/K-06-2016-0149
[79]
Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos,
D. (2017) “Joint models for longitudinal counts and left-truncated time-to
event data with applications to health insurance” Sort-Statistics and Operations
Research Transactions, 41(2), 347-372. http://dx.doi.org/10.2436/20.8080.02.63
[80]
D'Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating
conversion options in life insurance” Modern Stochastics Theory and Applications,
4(2), 127-139. http://dx.doi.org/10.15559/17-VMSTA78
[81]
Padilla-Barreto, A., Guillen, M. and Bolancé, C. (2017) “Big-data Analytics
en seguros” Anales del Instituto de Actuarios Españoles, 4 época, 23, 1-19.
[82] Alemany, R., Bolancé, C., Guillen, M. and Padilla-Barreto,
A. E. (2016) “Combining Parametric And Non-Parametric Methods To Compute
Value-At-Risk” Economic Computation and Economic Cybernetics Studies and Research,
50(4), 61-74.
[83] Guillen M., Chulià, H., and Llatje, O (2016) “Seasonal and time-trend variation by
gender of alcohol-impaired drivers at sobriety checkpoints” Journal
of Studies on Alcohol and Drugs, 77, 3, 413-420.
[84] Belles-Sampera, J., Guillén,
M., & Santolino, M. (2016) “The use of flexible quantile-based measures in
risk assessment”. Communications in Statistics-Theory and Methods 45(6),
1670-1681.
[85] Guillen, M., Bolancé, C., & Santolino, M. (2016, September).
Fundamentals
of Risk Measurement and Aggregation for Insurance Applications. Lecture Notes in Computer Science,
9880, 15-25.
[86] Piulachs,
X., Alemany, R. and Guillen, M. (2016). “Joint modelling of survival and
emergency medical care usage in Spanish insureds aged 65+” PloS ONE,
11, 4, e0153234.
[87] Belles-Sampera, J., Guillen, M. and Santolino,
M. (2016) “Compositional methods applied to capital allocation problems” The
Journal of Risk, 19(2),15-30.
[88] Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk
with generalized dynamic factor models and vine-copulae”
ASTIN
Bulletin, 46,1, 165-190. doi:10.1017/asb.2015.21.
[89] Belles-Sampera, J., Guillen, M. and Santolino,
M. (2016) “What attitudes to risk underlie distortion risk measure choices?” Insurance,
Mathematics and Economics, 68,101-109.
[90] Bolancé,
C., Guillen, M., Padilla-Barreto, A.E. (2016) “Predicting probability of
customer churn in insurance” Lecture Notes in Business Information
Processing, 254, 82-91.
[91] Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the
individual illiquidity risk for the elderly Spanish population with long-term
care needs” Lecture Notes in Business Information Processing, 254, 71-81.
[92] Ayuso, M., Guillen, M., & Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident
at fault in pay-as-you-drive insurance” Transportation Research Part C: Emerging
Technologies, 68, 160-167.
[93] Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on
whether men’s risk of accidents differs from women’s” Risks, 4, 2, 1-10.
[94] Pitt, D., Guillen, M and Bolancé, C. (2016)
“Estimation of Parametric and Nonparametric Models for Univariate Loss
Distributions in Finance—an approach using R” Journal of Financial Education,
42.
[95] Padilla,
A., Bolancé, C. and Guillen M. (2016) “Cuantificación
del riesgo para la tarificación en seguros de automóvil”Anales del
Instituto de Actuarios Españoles, 22, 1-24
[96] Guillen,
M. (2016) “Big data en seguros” Indice:
revista de estadística y sociedad, 67, 28-30.
[97] Golden, L. L., Brockett, P. L., Betak, J. F.,
Alpert, M. I., Guillen, M. and Derrig, R. (2016) “Pridit is a Useful Technique for Detecting Consumer Fraud
When No Training Sample Is Available” In Marketing Challenges in a Turbulent Business
Environment (pp. 305-305). Springer International Publishing.
[98] Alcañiz,
M., Borda Fernández, J. M., Chulià, H., Clavería
González, Ó., Guillen, M., López Tamayo, J. and&
Santolino, M. (2016). Textos sobre Educación Universitaria: la Docencia de la Estadística.
Barcelona
[99]
Alcañiz, M., Brugulat,
P., Guillen, M., Medina, A., Mompart, A. and Solé-Auró, A.
(2015) “Catalan population at
risk of dependence:
health, social support and lifestyle [La población catalana en riesgo de dependencia:
salud, apoyo social y estilos de vida]” Revista de Saúde
Pública, vol.49, 1-10. Epub May 26, 2015. ISSN 1518-8787. http://dx.doi.org/10.1590/S0034-8910.2015049005585.
[100] Bel, G., Bolancé, C., Guillen, M. and Rosell, J. (2015) “The environmental effects of changing
speed limits: A quantile regression approach”, Transportation Research Part D: Transport
and Environment, 36, 76-85.
[101] Donnelly, C., Gerrard, R., Guillen, M. and Nielsen, J.P. (2015) “Less is
more: Increasing retirement gains by using an upside terminal wealth
constraint”, Insurance: Mathematics and Economics, 64, 259-267.
[102] Guelman,
L. Guillen, M. and Pérez-Marín, A.M. (2015) “A decision support framework to
implement optimal personalized marketing interventions”, Decision Support Systems,
72, 24-32. 10.1016/j.dss.2015.01.010
[103] Guelman, L.,
Guillen, M. and Pérez-Marín, A.M. (2015) “Uplift Random Forests” Cybernetics
& Systems, Special issue on “Intelligent Systems in Business and
Economics”, 46(3-4), 230-248.
[104] Merigó,
J.M., Guillen, M. and Sarabia, J.M. (2015) “The
Ordered Weighted Average in the Variance and the Covariance”, International
Journal of Intelligent Systems, 30, 9, 985-1005.
[105] Piulachs,
X., Alemany, R., Guillen, M. and Serrat, C. (2015)
“Joint modeling of health care usage and longevity uncertainty for an insurance
portfolio”, Advances in Intelligent Systems and Computing, 377, 289-297.
[106] Uribe, J.M., Chuliá, H. and Guillen, M. (2015) “Asymmetric uncertainty
of mortality and longevity in the Spanish population”, Advances in Intelligent Systems
and Computing, 377, 279-287.
[107] Donnelly, C., Guillen, M. and Nielsen, J.P. (2014) “Bringing cost
transparency to the life annuity market” Insurance: Mathematics and Economics,
56, 14-27.
http://dx.doi.org/10.1016/j.insmatheco.2014.02.003
[108] Posso,
M., Brugulat, P., Mompart,
M., Medina, A., Alcañiz, M. and Guillen, M., Tresserras,
R. (2014) Prevalence and determinants of obesity in children and young people
in Catalonia, Spain, 2006-2012 [Prevalencia y condicionantes de la
obesidad en la población infantojuvenil. Cataluña 2006-2012]. Medicina Clínica, 143 (11), 475-483.
[109] Ayuso, M., Guillen and Pérez-Marín, A.M. (2014) “Time and distance to
first accident and driving patterns of young drivers with pay-as-you-drive
insurance” Accident Analysis and Prevention, 73, 125-131.
[110] Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2014) “Driving habits by gender in insurance
pay-as-you-drive or usage-based [Los hábitos de
conducción al volante según el género en los seguros pay-as-you-drive o usage-based]” Anales
del Instituto de Actuarios Españoles, 20, 17-32.
[111] Belles-Sampera, J., Merigó,
J.M., Guillen, M. and Santolino, M. (2014) “Indicators for the characterization
of discrete Choquet integrals” Information Sciences,
267, 201-216. http://dx.doi.org/10.1016/j.ins.2014.01.047.
[112] Guelman,
L. and Guillen, M. (2014) “A causal inference approach to measure price
elasticity in Automobile Insurance” Expert Systems with Applications,
41(2), 387-396.
[113] Gerrard, R., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2014)
“Long-run savings and investment strategy optimization” The Scientific World Journal,
vol. 2014, Article ID 510531, 13 pages, 2014. doi:10.1155/2014/510531.
http://www.hindawi.com/journals/tswj/2014/
510531/
[114] Belles-Sampera, J., Guillen, M. and Santolino,
M. (2014) “Beyond value-at-risk in finance and insurance: GlueVaR
distortion risk measures” Risk Analysis, 34(1), 121-134.
[115] Alcañiz, M., Guillen, M., Santolino, M., Sánchez-Moscona, D., Llatje, O and Ramón, Ll. (2014)
“Prevalence of alcohol-impaired drivers based on random breath tests in a
roadside survey in Catalonia (Spain)” Accident Analysis and Prevention,
65, 131-141.
[116] Bermúdez,
L., Ferri, A. and Guillen, M. (2014) “On the use of
risk measures in solvency capital estimation” International Journal of Business
Continuity and Risk Management, 5(1), 4-13.
[117] Urbina, J. and Guillen, M. (2014) “An application of capital allocation
principles to operational risk and the cost of fraud” Expert Systems with Applications,
41(16), 7023-7031.
[118] Belles-Sampera, J., Guillen, M. and Santolino,
M. (2014) “GlueVaR risk measures in capital
allocation applications” Insurance: Mathematics and Economics,
58(1), 132-137.
[119] Guelman,
L., Guillen, M. and Pérez-Marín, A.M. (2014) “A survey of personalized
treatment models for pricing strategies in insurance” Insurance: Mathematics and
Economics, 58(1), 68-76.
[120] Guillen, M, Jarner, S.F., Nielsen, J.P. and
Pérez-Marín, A.M. (2014) “Risk-adjusted impact of administrative costs on the
distribution of terminal wealth for long-term investment” The Scientific World Journal,
vol. 2014, Article ID 521074, 12 pages, 2014. doi:
10.1155/2014/521074.
[121] Alcañiz-Zanón, M., Mompart-Penina, A.,
Guillen-Estany, M., Medina-Bustos, A., Aragay-Barbany,
J.M., Brugulat-Guiteras, P. and Tresserras-Gaju,
R. (2014) “A new design the the Health Survey of
Catalonia (2010-2014): a step forward in health planning and evaluation [Nuevo diseño de la Encuesta de Salud de Cataluña (2010-2014): un paso adelante
en planificación y evaluación sanitaria]” Gaceta
Sanitaria, 28(4), 338-340.
[122] Medina, A., García, O., Alcañiz, M., Guillen, M., Mompart,
A., Brugulat, P., Baranda, L., Martínez, V., Saltó,
E. and Tresserras, R. (2014) “L’Enquesta
de Salut de Catalunya: una eina
per al seguiment actiu de
la salut poblacional” Butlletí Epidemiològic de Catalunya, 35, 4, 46-55.
[123] Bermúdez,
L., Ferri, A. and Guillen, M. (2014) “On the use of
Risk Measures in Solvency Capital Estimation” International Journal of Business
Continuity and Risk Management, 5(1), 4-13.
[124] Abbasi, B. and Guillen, M. (2013) “Bootstrap control charts in
monitoring value at risk in insurance” Expert Systems with Applications,
40(15), 6125–6135.
[125] Ai, J., Brockett, P.L., Golden, L. and Guillen, M. (2013) “A robust
unsupervised method for fraud rate estimation” Journal of Risk and Insurance,
80(1), 121-143.
[126] Alemany, R and Guillen, M. (2013) “The history of the insurance market
in Spain” Insurance and Risk Management Journal, 81 (1-2), 103-118.
[127] Alemany, R., Ayuso, M. and Guillen, M. (2013) “Impact of road traffic
injuries on disability rates and long-term care costs in Spain” Accident
Analysis and Prevention, 60, November 2013, 95-102.
[128] Alemany, R., Bolancé, M. and Guillen, M.
(2013) “A nonparametric approach to
calculating value-at-risk” Insurance:
Mathematics and Economics, 52(2), 255-262.
[129] Ayuso, M., Guillen, M. and Valero, D. (2013) “Sostenibilidad del
sistema de pensiones en España desde la perspectiva de la equidad y la
eficiencia” Presupuesto y Gasto Público, 71/2013, 193-204.
[130] Belles-Sampera, J., Guillen, M. and Santolino,
M. (2013) “Generalizing some usual risk measures in financial and insurance
applications” Lecture Notes in Business Information Processing, 145, 75-82.
[131] Belles-Sampera, J., Merigó, J.M., Guillen, M. and Santolino,
M. (2013) “The connection between distortion risk measures and ordered weighted
averaging operators” Insurance: Mathematics and Economics,
52, 2, 411-420.
[132] Bermúdez, L., Ferri,
A. and Guillen, M. (2013) “A correlation sensitivity analysis of non-life
underwriting risk in solvency capital requirement estimation” Astin Bulletin, 43(1), 21-37.
[133] Bolancé, C., Alemany, R. and
Guillen, M. (2013) “Efectividad del sistema público de dependencia en España
para la reducción del coste
individual de cuidados a lo largo de la vida” Revista
Economía Aplicada, 61, XXI, 97-117.
[134] Bolancé, C., Guillen, M.,
Gustafsson, J. and Nielsen J.P. (2013) “Adding prior knowledge to quantitative
operational risk models” Journal of Operational Risk, 8, 1,
17-32.
[135] D’Amico, G., Guillen, M. and Manca, R. (2013)
“Semi-Markov disability insurance models” Communications in Statistics-Theory and
Methods, 42(16), 2172-2188.
[136] Donnelly, C., Guillen, M. and Nielsen, J.P. (2013) “Exchanging uncertain
mortality for a cost” Insurance: Mathematics and Economics,
52(1), 65-76.
[137] Ferri, A., Bermúdez, L. and Guillen, M. (2013) “Influencia de la
variable aleatoria implícita en la fórmula estándar en el cálculo del SCR del
riesgo de suscripción no-vida” Anales del Instituto de Actuarios Españoles,
2013, 63-84.
[138] Guillen, M., Konicz, A.K., Nielsen, J.P. and
Pérez-Marín, A.M. (2013) “Do not pay for a Danish interest guarantee. The law
of the triple blow” Annals of Actuarial Science, 7(2), 192-209.
[139] Guillen, M., Sarabia, J.M. and Prieto, F.
(2013) “Simple risk measure calculations for sums of positive random variables”
Insurance:
Mathematics and Economics, 53(1), 273-280.
[140] Merigó, J.M., Guillen, M. and
Belles-Sampera, J. “Normalizing errors in a unified
framework between the weighted average and the OWA operator”, IEEE- Symposium Series on Computational
Intelligence 2013 (FOCI 2013),
Singapore, 2013, pp. 130-137. ISBN 978-1-4673-5901-6/13
[141] Merigó, J.M., Guillen, M. and Sarabia, J.M. (2013) “A Generalization of the Variance by
Using the Ordered Weighted Average” Lecture Notes in Business Information
Processing, 145, 222-231.
[142] Ornelas, A., Guillen, M. and Alcañiz, M. (2013) “Implications of Unisex
Assumptions in the Analysis of Longevity for Insurance Portfolios” Lecture
Notes in Business Information Processing, 145, 99-107.
[143] Ramírez Román, A., Guillen i Estany, M. and Sánchez-Moscona, D. (2013)
“Seguros agrícolas en México” Revista Global de Negocios, 1 (1),
97-105.
[144] Thuring,
F., Nielsen, J.P., Guillen, M. and Bolancé, C. (2013)
“Segmenting and selecting cross-sale prospects using dynamic pricing” ICORES
2013 - Proceedings of the 2nd International Conference on Operations Research
and Enterprise Systems, 103-108.
[145] Guillen, M., Nielsen, J.P., Pérez-Marín, A.M. and Petersen, K. (2012)
“Performance measurement of pension strategies: A case study of Danish life
cycle products” Scandinavian Actuarial Journal, 4, 258-277.
[146] Solé-Auró, A., Guillen, M., Crimmins, E.M. (2012)
“Health care usage among immigrants and native-born elderly populations in
eleven European countries: results from SHARE” European Journal of Health
Economics, 13(6):741-754.
[147] Nielsen, J.P., Guillen, M., Bolancé, C. and
Gustafsson, J. (2012) “Quantitative modeling of operational risk losses when
combining internal and external data sources” Journal of Financial
Transformation, 35, 179-185.
[148] Guillen, M. and Comas-Herrera, A. (2012) “How much risk is mitigated by
LTC protection schemes? A methodological
note and a case study of the public LTC system in Spain” The Geneva Papers on Risk and
Insurance- Issues and Practice, 37, 712-724.
[149] Guillen, M. (2012) “Sexless and beautiful data: from quantity to quality” Annals of Actuarial Science,
6, 2, 231-234.
[150] Alemany, R., Bolancé, C. and Guillen, M.
(2012) “Disability caused by occupational accidents in the Spanish long-term
care system” Studies in Fuzziness and Soft Computing, 286, 167-176.
[151] Alemany, R., Alcañiz, M. and Guillen, M. (2012) “The statistical accuracy of surveys on business and economic
perspectives: A case study” Studies in Fuzziness and Soft Computing,
286, 413-422.
[152] Ferri,
A., Guillen, M. and Bermúdez, L. (2012) “Solvency
capital estimation and risk measures” Lecture Notes in Business Information
Processing, 115 LNBIP, 34-43.
[153] Guelman,
L., Guillen, M. and 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.
[154] 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.
[155] Bolancé,
C., Ayuso, M. and Guillen, M. (2012) “A nonparametric approach to analysing
operational risk with an application to insurance fraud” The Journal of Operational Risk,
7, 1, 1-16.
[156] Thuring,
F., Nielsen, J.P., Guillen, M. and Bolancé, C. (2012)
“Selecting prospects for cross-selling financial products using multivariate
credibility” Expert Systems with Applications, 39 (10) 8809-8816.
[157] Guillen, 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.
[158] Alemany, R., Ayuso,
M. and Guillen, M. (2012) “Nuevos factores exógenos en la modelización de la
dependencia: la inversión
en prevención de la dependencia
en la población de edad avanzada” Anales del
Instituto e Actuarios Españoles, 1-18.
[159] Ayuso, M.; Guillen,
M. Pérez-Marín, A. M. (2012) “Modelos internos en Solvencia II: Su aplicación al cálculo del coeficiente de caída de cartera” Gerencia de Riesgos y Seguros, 112, 38-48.
[160] Pinquet,
J., Guillen, 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.
[161] Boucher, J.-P., Denuit, M. and Guillen, M.
(2011) “Correlated random effects for hurdle models applied to claim counts” Variance,
5,1, 68-79.
[162] Boucher, J.P. and Guillen, M. (2011) “A Semi-Nonparametric Approach to
Model Panel Count Data” Communications in Statistics – Theory and
Methods, 40, 4,622-634.
[163] Guillen, 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
[164] Guillen, 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.
[165] Guillen, 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.
[166] Mompart, A., Medina, A.,
Guillen, M., Alcañiz, M. and Brugulat,
P. (2011) “Características metodológicas
de la ESCA 2006” Medicina Clínica, 137(Supl 2):3-8.
[167] Alcañiz, M.,
Alemany, R., Bolancé, C. and
Guillen, 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.
[168] Ayuso, M., Guillen,
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.
[169] Ornelas Vargas, A.,
Alcañiz, M. and Guillen, M. (2011) “Modelos estadísticos para los
costos en carteras colectivas
de seguros de salud” Revista
Ibero-Latinoamericana de Seguros, 20(35),
233-248.
[170] (IMPACT FACTOR 4,786 TOP #5) Porta, M., Gasull,
M., Puigdomènech, E., Garí,
M., de Basea, M.B., Guillen, 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.
[171] (TOP #1 journal) Ayuso, M, Guillen, 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.
[172] Solé-Auró, A., Mompart Penina, A., Brugulat Guiterras, P. and Guillen 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.
[173] Boucher, J.P., Denuit, M. and Guillen, 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.
[174] D’Amico, G., Guillen, 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.
[175] Boucher, J.P. and Guillen, 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.
[176] Bolancé, C.,
Guillen 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.
[177] Bermúdez, L., Guillen, 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.
[178] Guillen, M., Nielsen, J.P. and Pérez-Marín
(2008) “Cross-buying behaviour
and customer loyalty in the insurance sector” ESIC Market, 132, 77-136.
[179] Guillen, M., Pérez-Marín, A.M. and Nielsen, J.P. (2008) “Froot and Stein
revisited once again” Annals of Actuarial Science, 3, 1-2,
121-126.
[180] Ayuso, M. and
Guillen, M. (2008) “Fraud in insurance” Encyclopedia of
Quantitative Risk Assessment and Analysis, Melnick, E. and .Everitt, B.
(eds.) John Wiley & Sons Ltd, Chichester, UK, pp 723-727.
[181] Bolancé, C. Guillen, M.
and Nielsen, J.P. (2008) “Inverse Beta transformation in kernel density
estimation” Statistics & Probability Letters, 78, 1757-1764.
[182] Bolancé,
C., Guillen, M., Pelican, E. and Vernic, R. (2008) “Skewed bivariate models and nonparametric estimation for the CTE risk
measure” Insurance: Mathematics and
Economics, 43, 3, 386-393.
[183] Bolancé,
C., Guillen, M. and Pinquet, J. (2008) “On the link between credibility and frequency premium” Insurance: Mathematics and Economics,
43, 2, 209-213.
[184] Boucher, J.P., Denuit, M. and Guillen, M. (2008) “Models of insurance
claim counts with time dependence based on generalisation of Poisson and
negative binomial distributions” Variance, 2, 1, 135-162.
[185] Brockett, P. L.,
Golden, L., Guillen, M., Nielsen, J.P., Parner, J.
and Pérez-Marín, A.M. (2008) “Household multiple policy retention effects of
first policy cancellation: How much time
do you have to stop total customer defection?” Journal of Risk and Insurance,
75, 3, 713-737.
[186] Englund, M.,
Guillen, M., Gustafsson, J., Nielsen, L.H. and Nielsen, J.P. (2008)
“Multivariate latent risk: a credibility approach” Astin
Bulletin, 38. 1, 137-146.
[187] Guillen, M.,
Gustafsson, J. and Nielsen, J.P. (2008) “Combining underreported internal and
external data for operational risk measurement” Journal of Operational
Risk, 3, 4, 1-22.
[188] Guillen, M.,
Nielsen, J.P. and Pérez-Marín, A.M. (2008) “The need to monitor customer
loyalty & business risk in the European insurance industry” Geneva
Papers on Risk and Insurance-Issues and Practice, 33, 2, 207–218.
[189] Guillen, M. and Pinquet, J. (2008) “Long-term care: risk description of a
Spanish portfolio and economic analysis of the timing of insurance purchase” Geneva
Papers on Risk and Insurance-Issues and Practice, 33, 659–672.
[190] Sarabia,
J.M. and Guillen, M. (2008) “Joint modelling of the total amount and the number
of claims by conditionals” Insurance: Mathematics and
Economics, 43, 2, 466-473.
[191] Bermúdez, L., Blay, D. and Guillen, M. (2008) “Análisis
de la aparición de discapacidades
en personas mayores de
Cataluña” Revista de Métodos Cuantitativos para la Economía y
la Empresa,
5, 3-16.
[192] Bermúdez, L., Bolancé, C.,
Mustafa-Gondolbeu, K. and
Guillen, M. (2008) “Tipologías sociodemográficas
de individuos con dependencia
en España y su supervivencia
en estado de salud” Revista
Española de Geriatría y Gerontología,
43, 1, 19-31.
[193] Escuder, J., Escuder, R.,
Pavía, J.M. and Guillen, M. (2008) “Determinación de los tantos brutos de
mortalidad” Anales del Instituto de Actuarios Españoles, 14, 109-134.
[194] Boucher,
J.P., Denuit, M. and Guillen, M. (2008) "Modelling of insurance claim
count with hurdle distribution for panel data” in Advances in Mathematical and Statistical
Modeling Sarabia, J.M. et al. (Eds). Series
on Statistics for Industry and Technology (SIT), Birkhäuser
Boston, Inc, Boston. pp 45-59.
[195] Artís, M., Ayuso, M.,
Guillen, M. and Monteverde, M. (2007) “Una estimación actuarial del coste
individual de la dependencia en la población de mayor edad en España” Estadística
Española, 49, 165, 373-402.
[196] Bolance,
C., Denuit, M., Guillen, M. and Lambert, Ph. (2007) “Greatest
accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes
model" Belgian Actuarial Bulletin, 7, 1, 14-18..
[197] Boucher, J.P., Denuit, M. and Guillen, M. (2007) “Risk classification for
claim counts: a comparative analysis of various zero-inflated mixed Poisson and
hurdle models” North American Actuarial Journal, 11, 4, 110-131.
[198] Guillen,
M, Rodríguez, N. and Strassberg, B.A. (2007) “The new responsibilities of
social sciences in aging societies. The case of Spain” International Journal of
Interdisciplinary Social Sciences, 2, 213-228.
[199] Guillen,
M., Nielsen, J.P. and Pérez-Marín, A. (2007) “Improving the efficiency of the
Nelson-Aalen estimator: the naive local constant estimator” Scandinavian
Journal of Statistics, 34,
419-431.
[200] Pinquet, J., Ayuso, M. and
Guillen, M. (2007) “Selection bias and auditing policies for insurance claims” Journal
of Risk and Insurance, 74, 2, 425-440.
[201] Guillen, M.,
Gustafsson, J., Nielsen, J.P. and Pritchard, P. (2007) “Using external data in
operational risk” Geneva Papers of Risk and Insurance - Issues and Practice, 32,
2, 178-189.
[202] Delwarde, A., Denuit, M., Guillen, M. and Vidiella-i-Anguera, A. (2007) “Application of the Poisson log-bilinear
projection model to the G5 mortality experience” Belgian Actuarial Bulletin,
6, 1, 54-68.
[203] Viaene, S., Ayuso, A.,
Guillen, M. and VanGheel, D. (2007) “Strategies to
detect and prevent fraudulent claims in the automobile insurance industry” European
Journal of Operational Research, 176, 1, 565-583.
[204] Carrillo, M., Bermúdez,
Ll. and Guillen, M. (2007) “Solidaridad
entre asegurados, ¿existen alternativas a los sistemas bonus-malus en uso?” Anales del
Instituto de Actuarios Españoles, 10, 55-90.
[205] Ayuso, M., Guillen, M. and
Santolino, M. (2007) “El pricing en el seguro del automóvil” Cuadernos Actuariales,
11, 1-12.
[206] Guillen, M., Ayuso,
M. and Pinquet, J. (2007) “Economic and statistical
models on insurance fraud” Pravartak,
123-127, July-Sep.
[207] Guillen, M., Nielsen, J.P.
and Pérez-Marín, A. (2006) “La gestión aseguradora bajo el enfoque del
multicontrato” Revista Española de Seguros, 127, 529-539.
[208] Guillen, M., Nielsen,
J.P. and Pérez-Marín,
A. (2006) “La duración de distintos contratos de seguros en los hogares. Un
enfoque integrado” Gerencia de Riesgos y Seguros, 96, 4, 23-32.
[209] Guillen, M.,
Nielsen, J.P. and Pérez-Marín, A.M. (2006) “Multiplicative hazard models for
studying the evolution of mortality” The Annals of Actuarial Science, 1, 1,
165-177.
[210] Guillen, M.,
Jorgensen, P.L. and Nielsen, J.P. (2006) “Return smoothing mechanisms in life
and pension insurance: Path-dependent contingent claims” Insurance, Mathematics and
Economics, 38, 2, 229-252.
[211] Guillen, M. and Blay, D. (2006) “Coste de atención a la dependencia en
España y comparación con los sistemas
francés y alemán” Revista
Española de Seguros, 125, 145-160.
[212] Bolance, C.,
Buch-Larsen, T., Guillen, M. and Nielsen, J.P. (2005) “Kernel density
estimation for heavy-tailed distributions using the Champernowne
transformation” Statistics, 39, 6, 503-518.
[213] Vidiella-i.Anguera, A. and Guillen,
M. (2005) “Forecasting Spanish natural life expectancy” Risk Analysis, 25, 5,
1161-1170.
[214] Caudill, S., Ayuso,
M. and Guillen, M. (2005) “Fraud detection using a multinomial logit model with
missing information” Journal of Risk and Insurance, 72,
4, 539-550.
[215] Albarran, I.,
Ayuso, M., Guillen, M. and Monteverde, M. (2005) “A multiple state model for
disability using the decomposition of death probabilities and cross-sectional
data” Communications in Statistics: Theory and Methods, 24, 9,
2063-2076.
[216] Alegre, A., Ayuso, M., Guillen, M.,
Monteverde, M. and Pociello,
E. (2005) “Medición de la tasa
de prevalencia de la dependencia
en España y criterios de valoración
de la severidad” Revista Española de Salud Pública,
79, 3, 351-364.
[217] Ayuso, M., Guillen, M., Pérez-Torres, J.L. and Albarrán, I. (2005) “Los mercados
aseguradores del Arco Mediterráneo:
cooperación para su desarrollo” Gerencia de Riesgos y Seguros, 22, 90, 41-49.
[218] Purcaru, O., Guillen, M.,
and Denuit, M. (2004) “Linear credibility models
based on time series for claim counts” Belgian Actuarial Bulletin, 4,
62-74.
[219] Viaene S., Van Gheel, D., Ayuso, M. and Guillen, M. (2004) “Cost sensitive
design of claim fraud screens” Lecture Notes in Artificial Intelligence,
3275, 78-87.
[220] Guillen, M. (2004)
“Fraud in insurance” Encyclopedia of Actuarial Science, J. L. Teugels and B. Sundt, eds. Chichester: John Wiley &
Sons, vol. 2, 729-739.
[221] Guillen, M. and
Ayuso, M. (2004) “La importancia del efecto del diseño” Medicina
Clínica, 122, 1, 35-38.
[222] Fledelius,
P., Guillen, M., Nielsen, J.P. and Vogelius, M. (2004) “Two-dimensional hazard
estimation for longevity Analysis” Scandinavian Actuarial Journal, 2,133-156.
[223] Fledelius, P., Guillen, M.,
Nielsen, J.P. and Petersen, K.S. (2004) “A comparative study of parametric and
non-parametric estimators of old-age mortality in Sweden” Journal of Actuarial Practice,
11, 101-126.
[224] Alegre, A., Ayuso, M., Guillen, M.,
Monteverde, M. and Pociello,
E. (2004) “Avance de la tasa
de prevalencia de la dependencia
en España y criterios de valoración
de la severidad” Actuarios,
22, 27-29.
[225] Brouhns, N., Denuit, M., Guillen, M. and Pinquet
J. (2003) “Bonus-malus scales in segmented tariffs with stochastic migration
between segments” Journal of Risk and Insurance, 70, 577-599.
[226] Bolance, C.,
Guillen, M. and Pinquet, J. (2003) “Time-varying credibility for frequency risk
models” Insurance: Mathematics and
Economics, 33, 272-282.
[227] Artís, M., Ayuso, M. and
Guillen, M. (2003) “Approximated perfect values in logistic regression for
prediction and outlier detection” Communications in Statistics-Theory and
Methods, 32,
4, 841-850.
[228] Bolance,
C., Guillen, M. and Nielsen, J.P. (2003) “Kernel density estimation of actuarial loss functions” Insurance: Mathematics and Economics, 32, 1, 19-36.
[229] Guillen, M., Parner, J., Densgsoe, C. and
Pérez-Marín, A. M. (2003) “Using logistic regression models to predict and understand
why customer leave an insurance company” 465-490, chapter 13 in Intelligent Techniques in The Insurance
Industry: Theory and Applications, edited by Lakhmi
Jain and Arnold Shapiro, World Scientific.
[230] Juncà, S., Guillen, M., Aragay,
J.M., Brugulat, P., Castell, C., Séculi,
E., Medina, A. and Tresserras,
R. (2003) “Aspectos metodológicos
de la evaluación de los objetivos
de salud y disminución de riesgo del Plan de Salud de
Cataluña para el año 2000” Medicina Clínica, 121,
4-9.
[231] Felipe, M. Guillen,
M. and Pérez-Marín, M. (2002)
“Recent mortality trends in the Spanish population” British Actuarial Journal, 8, 4, 757-786.
[232] Artís, M., Ayuso, M. and
Guillen, M. (2002) “Detection of automobile insurance fraud with discrete
choice models and misclassified claims” Journal of Risk and Insurance, 69,
3, 325-340.
[233] Albarrán, I., Ayuso, M., Guillen, M. and Monteverde, M. (2002) “Envejecimiento
y discapacidad de la población
española” Actuarios,
20, 41-42.
[234] Pinquet, J., Guillen, M.
and Bolance, C. (2001) “Long-range contagion in automobile insurance data:
estimation and implications for experience rating” Astin
Bulletin, 31, 2, 337-348.
[235] Felipe, A.,
Guillen, M. and Nielsen, J. P. (2001) “Longevity studies based on kernel hazard
estimation” Insurance: Mathematics and Economics, 28,191-204.
[236] Séculi, E., Fusté J., Brugulat,
P., Junca, S., Rue. M. and Guillen, M. (2001) “Percepción
del estado de salud en varones y mujeres en las últimas etapas de la vida” Gaceta Sanitaria, 15, 3,
217-223.
[237] Albarran, I., Ayuso, M., Guillen, M. and Monteverde, M. (2001) “Medición
del envejecimiento y discapacidad
de la población en España: a partir de la esperanza de vida residual” Anales
del Instituto de Actuarios Españoles, 7,
107-134.
[238] Guillen, M., Junca,
S., Rue, M. and Aragay, J. M. (2000)
“Efecto del diseño muestral en el analisis de encuestas de diseño complejo. Aplicación a la Encuesta de Salud de Cataluña” Gaceta
Sanitaria, 14, 5, 399-402.
[239] Artís, M., Suriñach, J., Grau, C., Guillen,
M., Llorente, F., Monreal,
A. and Ramos, R. (2000) “Enquesta sobre el grau d'introduccio de l'euro a les empreses ubicades a
Catalunya, 1999” Nota d'Economia, 66, 3-18.
[240] Borras, J. M.,
Guillen, M., Sanchez, V., Junca, S. and Vicente, R.
(1999) “Educational level, voluntary private health insurance and oppportunistic cancer screening among women in Catalonia
(Spain)” European Journal of Cancer Prevention, 8, 427-434.
[241] Ayuso, M., Guillen, M, and
Artís, M. (1999) “Técnicas cuantitativas
para la detección del fraude
en el seguro del automóvil”
Anales del Instituto de Actuarios Españoles, 5, 51-83.
[242] Salsas, P.,
Guillen, M. and Alemany, R. (1999) “Perfect value and outlier detection in
logistic binary choice models” Communications in Statistics: Theory and
Methods, 28, 6, 1447-1460.
[243] Artís, M., Ayuso, M. and
Guillen, M. (1999) “Modelling different types of automobile insurance fraud
behaviour in the Spanish market” Insurance: Mathematics and Economics,
24, 1-2, 67-81.
[244] Ayuso, M. and
Guillen, M. (1999) “Modelos de detección
de fraude en el seguro de automóvil” Cuadernos
Actuariales, 8, 135-149.
[245] Lin, T. and
Guillen, M. (1998) “The rising hazards of party incumbency: a discrete renewal
analysis” Political Analysis, 7, 31-59.
[246] Betzuen, A., Felipe, A. and
Guillen, M. (1997) “Modelos de tablas
de mortalidad en España y situación
actual” Anales del Instituto de Actuarios Españoles, 3, 79-104.
[247] Guillen, M. and Soldevilla, C. (1996) “On the performance of
backpropagation networks in econometric analysis” INFORMATICA, An International
Journal of Computing and Informatics, 20, 4, 435-441.
[248] Guillen, M. and
Martin, X. (1996) “Estimació de la variancia mostral
a l'enquesta de població activa” Qüestiió (now SORT),
20, 2, 259-272.
[249] Dionne, G., Artís, M. and Guillen, M. (1996) “Count data models for a
credit scoring system” Journal of Empirical Finance, 3, 3,
303-325.
[250] Upton, G. and
Guillen, M. (1995) “Perfect cells, direct models and contingency table
outliers” Communications in Statistics: Theory and Methods, 24,
7, 1843-1862.
[251] Artís, M., Guillen, M.
and Martínez, J. M. (1994) “A model for credit scoring: an aplication
of discriminant analysis” Qüestiió
(now SORT), 18, 3, 385-395.
[252] Murillo, C. and
Guillen, M. (1989) “Estimación de las varianzas de las variables de la encuesta
de salud de Barcelona” Gaceta
Sanitaria, 12, 409-419.
Books and book chapters[Some in
Spanish or Catalan]
[1]
Guillen, M. (2024) “Econometrics of insurance based on
telematics information and machine learning” in Handbook of Insurance. Dionne,
G. (ed) Springer (forthcoming) https://link.springer.com/book/10.1007/978-1-4614-0155-1
[2] Vidal-Llana, X., Uribe, J.M.,
Guillen, M. (2022). External Spillover Index and Its Relation with GDP per Capita on
European Countries. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for
Actuarial Sciences and Finance. MAF 2022. Springer, Cham. Pp:
435-440. https://doi.org/10.1007/978-3-030-99638-3_70. Online ISBN: 978-3-030-99638-3.
[3] Armas de, J., Guillen, M. and Ramalhino, H. (2021) “Distribución geográfica de la
población mayor, Servicios de atención e incidencia de casos en la covid-19: el
caso de la ciudad de barcelona” en Envyejecimiento COVID-19 Seminario Ageingnomics
2020 ISBN: 978-84-9844-776-7. 12-29.
[4] Guillen, M., Láinez, M.,
Pérez-Marín, A.M., Sánchez, E. (2021) “Modelos predictivos del riesgo y
aplicaciones a los seguros” in Nuevos métodos de predicción económica con datos
masivos. FUNCAS. Madrid, ISBN: 978-84-17609-48-1. pp. 93-110.
[5]
Guillen, M. (2021) “Pasado, presente y future de los sistemas de pensiones
en España” en Sistemas de pensiones para una longevidad creciente, una mirada a
los sistemas de pensiones en Bielorrusia, España, Finlandia, México y Suiza.
Real Academia de Ciencias Económicas y Financieras, Barcelona. ISBN
978-84-09-30608-4. pp
119-142.
[6]
Ayuso, M., Guillen, M., Valero, D. (2020) “The role of
complementary pensions” in Economic Challenges of Pension Systems: A
Sustainability and International Management Perspective. Springer International
Publishing. London. ISBN 978-303037912-4;978-303037911-7 pp. 359-375.
[7]
Alaminos, E., Ayuso, M., Guillen, M. (2020)
“Demographic and social challenges in the design of public pension schemes”.
Economic Challenges of Pension Systems: A Sustainability and International
Management Perspective. Springer International Publishing. London. ISBN
978-303037912-4;978-303037911-7 pp. 33-55.
[8]
Sarabia, J.M.; Guillen,
M.; Prieto, F. (2020) “Modeling the dynamics of the international migration
shock” in Real Academia de Ciencias Económicas y Financieras. XIV Acto Académico de la Real
Academia de Ciencias Económicas y Financieras 14-15/11/2019. Barcelona, ISBN
978-84-09-18254-1-pp.272-281.
[9]
Guillen, M. (2019) “Uncertainty advantage: the insurance industry faces technological innovations” in
Real Academia de Ciencias Económicas y Financieras. Acto Académico de la Real
Academia de Ciencias Económicas y Financieras en la Universidad de Tel-Aviv.
Barcelona, ISBN 978-84-09-08132-5.pp. 105-112
[10]
Valero, D. (dir), Ayuso M., Guillen, M., Alemany,
R., Bolancé, C., Alcañiz, M., Pérez-Marín, A. M.,
Santolino, M., Chuliá, H. (2018) Gestión eficiente del ahorro tras la
jubilación. Fundación Instituto Edad &Vida, Barcelona.
ISBN 978-84-09-04826-7, D.L: M-31239-2018.
[11]
Guillen, M. and Uribe, J.M. (2018) “Financial Consumer
Protection in Spain." An International Comparison of Financial Consumer
Protection. Springer, Singapore, 2018. 333-344.
[12]
Guillen M and Pérez-Marín, A.M. (2018) “The
Contribution of Usage-based Data Analytics to benchmark Semi-autonomous Vehicle
Insurance” in M. Corazza, M. Durbán,
A. Grané, C. Perna, M. Sibillo (Eds.) Mathematical and Statistical Methods for
Actuarial Sciences and Finance, ISBN 978-3-319-89824-7. Springer.
[13]
Sarabia, J.M., Prieto, F.
and Guillen, M (2018) Contributions to Risk Analysis: RISK 2018. Cuadernos de la Fundación, 223.
Fundación Mapfre, Madrid. Online:
https://www.fundacionmapfre.org/documentacion/publico/i18n/catalogo_imagenes/grupo.cmd?path=1096344
[14]
Alaminos, E., Ayuso, M. and Guillen, M. (2017)
Demographic and social challenges in the design of public pension schemes, en Public pension systems: the greatest economic challenge
of the 21st century, Springer (in press).
[15]
Ayuso, M., Guillén, M.,
Valero, D. (2017) The role of complementary plans, en
Public pension systems: the greatest economic challenge of the 21st century,
Springer (in press).
[16]
Ayuso, M., Guillén, M., Valero, D. (2017) Productos para la etapa de
retiro, alternativas y costes. En Carranza, Melguizo y Tuesta (Eds.) Ideas para
una Reforma de Pensiones (in press)
[17]
Donnelly, C., Guillen, M., Nielsen, J.P. (2016)
“Fundamentals of Cost and Risk that Matter to Pension Savers and Life
Annuitants” In Retirement System Risk
Management. Implications of the New Regulatory Order (Mitchel, O.S, Maurer,
R, Orszag, J.M.) pp. 171-185. Oxford University Press ISBN: 978-0-19-878737-2.
[18]
Guillen,
M. (2015) Riesgo y seguro
en economía. Discurso de ingreso. Real Academia de Ciencias Económicas y Financieras. Barcelona. 15
de octubre de 2015. ISBN: 978-84-608-2361-2
[19]
Golden, L. L., Brockett, P. L., Betak,
J. F., Alpert, M. I., Guillen, M., Derrig, R. (2016).
“Pridit Is a Useful Technique for Detecting Consumer
Fraud When No Training Sample Is Available”. In Marketing Challenges in a Turbulent
Business Environment (pp. 305-305). Springer International Publishing.
[20]
Chuliá,
H., Guillen, M., Santolino, M. (2016). “The economic and financial
crisis: origins and consequences” in: Socio-Spatial
Impacts of the Economic crisis in Southern European Cities, J. Knieling and F. Othengrafen
(eds.) ed. Routledge, Taylor & Francis. Chapter
2. 13-26.
[21]
Gómez-Deniz, E., Guillen Estany, M., Vázquez Polo, F.J. (Eds) (2013) Investigaciones en Seguros y Gestión
del Riesgo: RIESGO 2013. Cuadernos
de la Fundación 194. Fundación
Mapfre, Madrid.
[22]
Ornelas, A., Guillen, M. (2013) “Aplicación del
modelo Brass type a la mortalidad de la población asegurada mexicana” en Investigaciones en Seguros y Gestión
del Riesgo: RIESGO 2013, Gómez-Deniz, E., Guillen Estany, M. , Vázquez Polo, F.J. (Eds), 101-112.
[23]
Guillen,
M. (2013) La quantificació del risc:
avantatges i limitacions de les assegurances. Reial Acadèmia de Doctors.
Publicacions de la RAD, 89. Barcelona.
[24]
Blanco-Morales
Limones, P., Guillen Estany, M. (Eds)
(2013) El Sector Asegurador
ante las Transformaciones
del Estado del Bienestar. Fundación
de Estudios Financieros.
Madrid.
[25]
Guillen,
M., Ornelas, A., Romero, M.J. (2013) “La igualdad, una exigencia para el seguro: problemas derivados de las tablas unisex”
en Blanco-Morales Limones, P., Guillen Estany, M. (Eds) El Sector Asegurador ante las Transformaciones del Estado del Bienestar.
Fundación de Estudios Financieros. Madrid.
[26]
Ayuso, M.
(Dir.), Albarrán, I., Alcañiz, M., Alemany, R., Alonso, P., Bécue,
M., Bolancé, C., Dionne,
G., Guillen, M., Melgar, M.C., Ordaz,
J.A., Pagès, J., Pinquet, J., Santolino, M. (2011) Métodos Cuantitativos
en Economía del Seguro del Automóvil. UB Barcelona.
[27]
Feria,
J.M, Jiménez, E., Guillen, M. (Eds) (2011) Investigaciones en Seguros y Gestión
del Riesgo: Riesgo 2011.
Fundación Mapfre, Madrid.
[28]
Guillen, M., Bolancé, C. and
Alemany, R. (2011) “The Spanish long-term care system-a case study” in Karsten Krüger & Eric de Gier (Eds), Long-Term
Care Services in 4 European Countries. Labour
Markets and Other Aspects
(14-28). Barcelona, Nijmegen.
[29] Ayuso, M. and Guillen, M.
(2011) “El coste de la los cuidados de larga duración en España bajo criterios
actuariales: es sostenible su financiación?”, en El Estado del Bienestar en la encrucijada: Nuevos retos ante la crisis
global, Colección Ekonomi Gerizan, Federación de Cajas de Ahorro
Vasco-Navarrasm Vitoria-Gasteiz, 213-228.
[30]
Ayuso, M.
and Guillen, M. (2011) “La mediación
dentro de la pirámide de litigiosidad para Cataluña: análisis
de costes”, in Libro Blanco de la Mediación
en Cataluña, Departament de Justícia, Generalitat de Catalunya, Barcelona,
895-942.
[31]
Ayuso,
M., Pérez-Marín, A.M. and Guillen, M. (2011) "Calculation of scenarios for portfolio lapse, when considering contagion between cancelations in non-life insurance" ” in Feria,
J.M, Jiménez, E., Guillen, M. (Eds), Investigaciones en Seguros y Gestión
del Riesgo: Riesgo 2011
(109-122). Madrid: Fundación Mapfre.
[32] Blanco-Morales, P. and
Guillen Estany, M. (Dir.) Estudio sobre
el Sector Asegurador en España (2010): los aspectos cualitativos de Solvencia
II, Fundación de Estudios Financieros, Madrid.
[33] Ayuso, M., Guillen, M. and
Moya, M. (2010) “La función actuarial”, en Estudio
sobre el Sector Asegurador en España (2010): los aspectos cualitativos de
Solvencia II, Fundación de Estudios Financieros, 38, 159-168, Madrid.
[34]
Ayuso,
M.; Guillen, M. (2011) “La mediación dentro de la pirámide de litigiosidad para Cataluña: análisis
de costes”, en Libro Blanco de la Mediación en Cataluña, Departament de Justícia,
Generalitat de Catalunya, Barcelona, 895-942.
[35] Ayuso, M. and Guillen, M.
(2010) “La mediació dins la pirámide de litigiositat per a Catalunya: Anàlisi
de costos”, Llibre Blanc de la Mediació a
Catalunya, 825-872.
[36] Guillen, M. and Ayuso, M.
(2010) "La estructura de los mercados" in Estudio sobre el sector asegurador en España, colección Papeles de
la Fundación, número 35, 91-116. Madrid. http://www.fef.es/sec.php?id=64
[37] Guillen, M. and Domínguez, I.
(2010) "Aspecto económicos " in Estudio
sobre el sector asegurador en España, colección Papeles de la Fundación,
número 35. 267-278. Madrid. http://www.fef.es/sec.php?id=64
[38] Guillen, M. and Pérez-Marín,
A. M. (2009) Riesgo de negocio ante asegurados con múltiples contratos.
Fundación Mapfre, Madrid.
[39] Guillen,
M., Heras, A. and Vilar, J.L. (eds.) (2009) Investigación
en seguros y gestión de riesgos: RIESGO 2009. Fundación Mapfre, Madrid.
[40] Guillen,
M. and Sarabia, J.M. (eds.) (2007) Investigación en
seguros y gestión de riesgos. Universidad de Cantabria, Santander.
[41] Guillen, M. (dir) (2006) Longevidad y dependencia en España. Consecuencias sociales y económicas.
Fundación BBVA. Madrid.
[42] Guillen, M.; Ayuso, M.;
Bolance, C.; Bermúdez, L.; Morillo, I.; Albarrán, I. (2005) El seguro de automóviles: estado actual y
perspectiva de la técnica actuarial. Fundación MAPFRE Estudios. Madrid.
Lecture notes
Guillen, M.; Bécue, M.; Alcañiz, M. (2011) Guia de pràctiques de mostreig estadístic. Col·lecció OMADO. Universitat
de Barcelona. ISBN: 978-84-615-0779-5. http://hdl.handle.net/2445/20467.
Ayuso, M.; Corrales, H.; Guillen, M.;
Pérez-Marín, A.M.; Rojo, J.L. (2011) Estadística
actuarial vida. Edicions UB, 345 pp.. ISBN: 84-8338-293-8. Dipòsit
legal: B-38.862-01. 3 ed.
Alcañiz, M. (coord.) (2011) Textos sobre innovación docente en el ámbito del Análisis de Datos en
Economía y Empresa. Edició a càrrec del Grup Consolidat d’Innovació Docent
d’Anàlisi de Dades en Economia i Empresa. Universitat de Barcelona, ISBN: 978-
84-615-3084-7. Authors: M. Alcañiz, M. Ayuso, C. Bolancé, M. Guillen, A.M.
Pérez-Marín et al.
Alcañiz., M.; Bécue, M.; Bolancé, C.; Guillen, M.; Planas, D. (2011) Mostreig estadístic: problemes i pràctiques.
Col—lecció OMADO. Universitat de Barcelona, ISBN: 978- 84-615-0150-2.
http://hdl.handle.net/2445/19662.
Alcañiz., M.; Guillen, M. (2010). Exercicis
de Mostreig Estadístic. Publicacions docents, Universitat de Barcelona.
Albarrán, I.; Guillen, M.; Ayuso, M. (2003) “Modelo de regresión lineal
múltiple y modelos de elección discreta (logit, probit, multinomiales y
censurada)” 277-236, in Análisis Multivariable para las Ciencias Sociales,
edited by Lévy, J.P., Prentice Hall. Madrid.
Ayuso, M.; Corrales, H.; Guillen, M.; Pérez-Marín, A.M.; Rojo, J.L. (2001)
Estadística Actuarial Vida. Ediciones
UB. Barcelona.
Alea, V.; Guillen, M.; Muñoz, C.; Torrelles, E.; Viladomiu, N. (2001) Estadística con SPSS v10.0. Edicions UB.
Barcelona.
Artis, M.; Clar, M.; Barrio, T.; Guillen, M.; Suriñach, J. (2000) Tòpics d'econometria. Col·lecció
manuals, 27 EDIUOC. Barcelona.
Alea, V.; Guillen, M.; Muñoz, C.; Torrelles, E.; Viladomiu, N. (1999) Estadística aplicada a les ciències
econòmiques i socials. Editorial Mc Graw-Hill / Edicions UB. Barcelona.
Artís, M; Suriñach, J.; Clar, M.; Barrio, T.; Guillen, M. (1999) Introducció a l'Econometria. Edicions UB
/ EDIUOC. Barcelona.
Guillen, M.; Ayuso, M.; Carrillo, M. (1996) Econometria actuarial: material docent i casos pràctics. Col·lecció
Textos Docents, 57. Edicions UB. Barcelona.
Alea, V.; Guillen, M.; Muñoz, C.; Torrelles, E.; Viladomiu, N. (1996) Estadística I y II: Aplicaciones prácticas.
Col·lecció Textos Docents 59 / Edicions UB. Barcelona.
Other publications
a) Monographs
Bolancé,
C. (coord) (2008) Indicadores Bivariantes de Dependencia para Personas
Discapacitadas. IMSERSO. Madrid.
Guillen,
M. (coord) (2007) Indicadores de
dependencia y calidad de vida. IMSERSO. Madrid.
Bolancé,
C. (coord) (2007) Alternativas de
cofinanciación de los costes de la dependencia en España. IMSERSO. Madrid.
Guillen,
M. (coord), (2005) Causas, evolución y
análisis comparativo de la dependencia en la población española de mayor edad.
Portal Mayores IMSERSO. Madrid.
Albarrán,
I.; Ayuso, M.; Guillen, M.; Pérez-Torres, J.L. (2005) Mercados aseguradores en e Área Mediterránea y cooperación para si
desarrollo Fundación MAPFRE Estudios. Madrid.
Ayuso;
M.; Guillen, M. (2003) El frau a l’assegurança d’automòbil. Societat Catalana d’Economia. Barcelona.
Guillen,
M.; Bolance, C. (2001) Sistemas
Bonus-Malus generalizados con inclusión de los costes de los siniestros.
Fundación MAPFRE Estudios. Madrid.
Felipe,
A.; Guillen, M. (1998) Evolución y
predicción de las tablas de mortalidad dinámicas para la población española.
Cuaderno de la Fundación MAPFRE Estudios, 46. Madrid.
Artis,
M.; Suriñach, J.; Grau, C.; Guillen, M.; Llorente, F.; Monreal, A.; Ramos, R.
(2000) Enquesta sobre el grau
d'introducció de l'euro a les empreses ubicades a Catalunya. Col.lecció
Estudis i Informes 6. Departament d'economia i finances. Generalitat de
Catalunya.
b) Proceedings and
articles published by invitation
Guillen,
M. (2021) “Prevenir los accidentes antes de que sucedan con telemática” Revista
INDICE, Instituto Nacional de Estadística. Madrid.
Guillen, M. (2019) “Tontines i pensions de l’era digital” Actuaris, AdC, 21, http://actuaris.org/adc21-2019-2-ca/
Guillen, M. (2019) “Té solució el problema de
les pensions?” Revista econòmica de Catalunya, 79, 10-13.
Guillen,
M. (2018) “Pensions privades i el retorn
a les tontines, un invent de fa 300 anys” Butletí de la Societat Catalana de Matemàtiques,
44, 37-40. https://scm.iec.cat/wp-content/uploads/2019/01/N44b.pdf ISSN: 1696-8247,
D.L.: B.9480-2003
Guillen,
M. (2016) “Big data en seguros”. Revista INDICE, Instituto Nacional de
Estadística. Madrid.
Guillen, M. (2013) “Will we ever get a pension? [Cobrarem una pensió?]” Blog de l’any internacional de
l’estadística. https://e2013.wordpress.com/2013/05/13/cobrarem-una-pensio/
Pinquet, J., Guillen, M. and Ayuso,
M. (2010) “Long-Term Insurance: A Case Study” Pravartak- Journal of Insurance and Risk Management, accepted.
Guillen, M. (2009)
“La ley de dependencia en
la comunidad de Madrid” Boletín
ARMTE.
Bermúdez, Ll. and Guillen,
M. (2008) “Algunas implicaciones
sociales y económicas de la
longevidad y la dependencia”
Zerbitzuan, 44, 1-10.
Bermúdez, Ll. and Guillen,
M. (2008) “La despesa social davant l'evolució demogràfica de l’envelliment; el
paper de les polítiques públiques” Quaderns d’Acció Social i Ciutadania,
4, 81-83.
Guillen, M. (2008) “Longevitat i dependència. Implicacions
socials i econòmiques” Barcelona Societat, 14, 45-58.
Pérez-Marín, A.M.; Guillen, M.; Nielsen, J.P. (2005) “The naive local
constant modified Nelson-Aalen estimator to the analysis of customer retention”
Actas del International Seminar on
Nonparametric Inference, 1, 102-105.
Bolancé, C.; Buch-Larsen, T.;
Guillen, M.; Nielsen, J.P (2005) “Kernel density estimation for heavy-tailed
distributions using the Champernowne distribution” Actas del International Seminar on Nonparametric
Inference, 1, 90-93.
Beltrán, M.; Bolancé, C.; Costa, A.; Guillen, M. (2005) “Data mining en economía: Una aplicación práctica al comercio
exterior” Actas del 9º Congreso
de Economía de Castilla y León, 1, 1, 398.
Purcaru, O.; Guillen, M.; Denuit, M. (2004) “Linear credibility models based on time
series for claim counts” Discussion Paper 0422. Institut de Statistique (Université Catholique de Louvain).
Guillen, M. (2004)
“L’assegurança de cotxe, cara però eficaç” El
Periódico, 17-10-04, 10.
Alemany,
R.; Bolancé, C; Guillen, M. (2003) “Métodos estadístico-econométricos para la
tarificación en seguros” in Información
económica y técnicas de análisis en el siglo XXI, edited by J.M. Casas y A.
Pulido. INE. Madrid.
Ayuso,
M.; Guillen, M. (2001) “Seminarios en Colombia y México sobre fraude en el
seguro del automóvil” Cadastro nacional,
9, 10-11.
Ayuso,
M.; Guillen, M. (2000) “Tipología de fraude en el seguro del automóvil y
principales indicadores de alerta” Cadastro
nacional, 8, 10-13.
Guillen, M.; Soldevilla, C. (1999) “Xarxes neuronals
artificials: una forma intel·ligent de prendre decisions” L'assessor d'empreses, 9, 18-22.
Ayuso,
M.; Guillen, M. (1999) “El fraude: en el punto de mira del grupo europeo de
economistas del riesgo y del seguro” Cadastro
nacional, 7, 10-12.
Ayuso,
M.; Guillen, M. (1999) “Fraude: Uma mudança de attitude” Cadastro nacional, 6- 10-11.
Ayuso, M.; Guillen, M.; Salsas, P. (1999) “A binary
choice model with omission errors for the detection of insurance fraud” Actas
del MS'99 International Conference on Modelling and Simulation, 33-42. Santiago de Compostela.
Alcañiz,
M.; Guillen, M. (1999) “El uso del vehículo privado como medio de
desplazamiento al trabajo” Cyclops. Revista de Salud Laboral,
33, 9-15.
Felipe, A.; Guillen, M.; Artís, M. (1998)
“Recent mortality patterns in the Spanish population” Transactions of the 26th
International Congress of Actuaries, 9, 55-74. Birmingham, Reino Unido. [Plenary
session]
Alcañiz,
M.; Guillen, M. (1998) “La siniestralidad en una población del Area
Metropolitana de Barcelona: características de los accidentes de tráfico de
L'Hospitalet de Llobregat” in El
transporte en el siglo XXI. López Pita, A. y Robusté, F. (ed.).
CIMNE, 579-586.
Soldevilla, C.; Guillen, M. (1997) “Consumer credit
scoring using artificial neural networks” in
Intelligent Technologies in
Accounting and Finance. Ed. Boson E., 117-128.
c) Working papers
Bolancé Losilla, C., Guillén, M., Pérez Marín, A. M., &
Orteu, A. P. (2024). Difference-in-Difference models to
estimate causal effects on auto insurers behavior. IREA–Working Papers, 2024,
IR24/11. https://www.ub.edu/irea/working_papers/2024/202411.pdf
Uribe Gil, J. M., Guillén, M., & Vidal-Llana, X. (2021). Rethinking
Asset Pricing with Quantile Factor Models. IREA–Working Papers, 2021, IR21/04.
http://diposit.ub.edu/dspace/bitstream/2445/175659/1/IR21_004_Uribe%2BGuillen%2BVidal.pdf
Vidal-Llana, X., Salort Sánchez, C., Coia, V., &
Guillen, M. (2022) “Non-Crossing Dual Neural Network: Joint Value at Risk and
Conditional Tail Expectation estimations with non-crossing conditions”
IREA–Working Papers, 2022, IR22/15.
http://diposit.ub.edu/dspace/bitstream/2445/190480/1/IR22_015_Vidal%20Llana%20et%20al.pdf
Guillen, M., Santolino, M., & Vidal-Llana, X.
(2022) “Inequality of subjective economic uncertainty and individual economic
prospects in the pandemic period” IREA–Working Papers, 2022, IR22/02.
http://diposit.ub.edu/dspace/bitstream/2445/183677/1/IR22_002_Guillen%2BSantolino%2BVidal.pdf
Toro, F., Serrano, M. and Guillen, M. (2019) “Who pollutes
more? Gender differences in consumptions patterns” IREA-Working paper series
IR19/06. http://www.ub.edu/irea/working_papers/2019/201906.pdf
Guillen, M. and Pérez Marín, A. M. (2018) “The
transition towards semi-autonomoues vehicle insurance: the contribution
ofusage-based data” UB Economics–Working Papers, 2018, IR18/11.
Guillen, M., Nielsen, J. P., Ayuso, M. and Pérez Marín,
A. M. (2018) “Exposure to risk increases the excess of zero accident claims
frequency in automobile insurance” UB Economics–Working Papers, 2018, IR18/10.
Ayuso, M., Guillén, M. and Nielsen, J. P. (2016)
“Improving automobile insurance ratemaking using telematics: incorporating
mileage and driver behaviour data” (No. XREAP2016-08).
Guelman, L., Guillen, M. and Pérez-Marin, A.M. (2014)
"Optimal personalized treatment rules for marketing interventions: A
review of methods, a new proposal, and an insurance case study”, UB Riskcenter
Working Papers Series 2014-06.
Alemany, R., Bolancé, C. and Guillen, M. (2014)
"Accounting for severity of risk when pricing insurance products”, UB
Riskcenter Working Papers Series 2014-05.
Bolancé, C., Guillen, M. and Pitt, D. (2014) “Non-parametric
models for univariate claim severity distributions - an approach using R”,
UB Riskcenter Working Papers Series 2014-01.
Belles-Sampera, J.; Guillen, M.; Merigó, J.M.;
Santolino, M. (2013) “Indicators for the characterization of discrete Choquet
integrals” Working paper 2013/11, Research Institute of Applied
Economics.
Alcañiz, M.; Guillen, M.; Sánchez-Moscona, D.;
Santolino, M.; Llatje, O.; Ramon, Ll. (2013) “Prevalence of
alcohol-impaired drivers based on random breath tests in a roadside survey” Working
paper 2013/13, Research Institute of Applied Economics.
Belles-Sampera, J.; Guillen, M. and Santolino, M.
(2013) “The use of flexible quantile-based measures in risk assessment” Working
paper 2013/23, Research Institute of Applied Economics.
Belles-Sampera, J.; Guillen, M.; Santolino, M. (2013)
“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures” Working
paper 2013/02, Research Institute of Applied Economics.
Alemany, R.; Bolancé, C.; Guillen., M. (2012) “Nonparametric
estimation of Value-at-Risk” XREAP2012-19.
D'Amico, G.; Guillen, M.; Manca, R. (2012) “Discrete
time Non-homogeneous Semi-Markov Processes applied to Models for Disability
Insurance” XREAP2012-05.
Ferri, A.; Bermúdez, Ll.; Guillen, M. (2012) “How to
use the standard model with own data?” XREAP2012-03.
Ferri, A.; Guillen, M.; Bermúdez, Ll. (2012) “Solvency
Capital estimation and Risk Measures” XREAP2012-02.
Belles-Sampera, J., Merigó, J.M., Guillen, M. and
Santolino, M. (2012) “The connection between distortion
risk measures and ordered weighted averaging operators” 31 pag. ISSN
2014-1254 Working paper 2012/01, Research Institute of Applied
Economics.
Guillen, M., Pérez-Marín, A.M. and Alcañiz, M. (2011)
“A logistic regression approach to estimating customer profit loss due to
lapses in insurance” Documents de treball de la Xarxa de
Referència en Economia Aplicada, XREAP 2011-10.
Ayuso,
M., Guillen, M. and Bolancé, C. (2011) “Loss risk through fraud in car
insurance” Documents de treball de la Xarxa de Referència en Economia Aplicada,
XREAP 2011-08.
Bermúdez, L., Ferri, A. and Guillen, M. (2011) “A
correlation sensitivity analysis of non-life underwriting risk in solvency
capital requirement estimation” Documents de treball de la Xarxa de Referència
en Economia Aplicada, XREAP 2011-12 and Working paper 2011/13, Research
Institute of Applied Economics.
Guillen, M. and Comas-Herrera, A. (2011) “How much risk
is mitigated by LTC Insurance? A case study of the public system in Spain”
Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP
2011-07.
Pitt, D., Guillen, M. and Bolancé, C. (2011)
“Estimation of Parametric and Nonparametric Models for Univariate Claim
Severity Distributions - an approach using R” Documents de treball de la Xarxa
de Referència en Economia Aplicada, XREAP 2011-06.
Bolancé, C ; Alemany, R ; and Guillen M. (2010)
"Prediction of the economic cost of individual long-term care in the
Spanish population” Documents de treball de la Xarxa de Referència en Economia
Aplicada, XREAP2010-8 i Documents de l'Institut de Recerca en Economia Aplicada
IREA2010-11.
Pitt, D.; Guillen, M. (2010) "An introduction to
parametric and non-parametric models for bivariate positive insurance claim
severity distributions" Documents de treball de la Xarxa de Referència en
Economia Aplicada, XREAP 2010-8.
Solé-Auró, A.; Guillen, M.; Crimmins, E.M. (2009)
"Health care utilization among immigrants and native-born populations in
11 European countries. Results from the Survey of Health, Ageing and Retirement in Europe
Documents de treball de la Xarxa de Referència en Economia Aplicada, XREAP
2009-10 i Documents de l'Institut de Recerca en Economia Aplicada IREA2009-20.
Bermúdez,
Ll.; Guillen, M.; Solé, A. (2007) "Impacto de la inmigración sobre la
esperanza de vida en salud y en discapacidad de la pobalción española"
Documents de treball de la Xarxa de Referència en Economia Aplicada,
XREAP2007-13.
Alcañiz,
M; Costa, A., Guillen, M.; Luna, C.; Rovira, C. (2006) "Calculation of the
variance in surveys of the economic climate" Documents de treball de la
Xarxa de Referència en Economia Aplicada CREAP2006-06.
Guillen, M., Nielsen, J. P., Scheike, T. and
Pérez-Marín, A. M. (2006) “Time-varying effects when analysing customer
lifetime duration: application to the insurance market”, Documents de Treball
de l’IREA, 2006/4.
Bolance, C., Denuit, M., Guillen, M. and Lambert, Ph. (2004)
“Bayesian experience rating with dynamic heterogeneity” Working Paper 04-10,
Institut des Sciences Actuarielles, Université Catholique de Louvain,
Louvain-la-Neuve, Belgium.
Delwarde, A., Denuit, M., Guillen, M. and Vidiella, A.
(2004) “Application of the Poisson log-bilinear projection model to the G5
mortality experience” Working Paper 04-11, Institut des Sciences Actuarielles,
Université Catholique de Louvain, Louvain-la-Neuve, Belgium.
PhD supervision
Vidal-Llana, J.J. (2023) Essays on Machine Learning for Risk Analysis in Finance, Insurance and
Energy, University of Barcelona, PhD in Business. Dir: Montserrat Guillen / Jorge M. Uribe.
Pitarque Méndez, A. (2022) Essays on Estimation, Prediction and
Evaluation of Insurance Risk, University of Barcelona, PhD in
Business. Dir: Montserrat Guillen.
Pesantez-Narvaez, J. (2021) Risk Analytics in Econometrics . PhD in Economics.
Dir: M. Alcañiz / Montserrat Guillen.
Padilla-Barreto,
A. (2019) Cuantificación del riesgo
global del asegurado para mejorar la tarificación, Universitat
Politècnica de Catalunya. PhD in Statistics. Industrial
PhD. Dir: C. Bolancé / Montserrat Guillen.
Uribe, J.M. (2018) Essays on Risk
and Uncertainty in Economics and Finance. University of Barcelona, PhD in
Economics. Dir: Helena Chulià / Montserrat Guillen. .
Best thesis award UB.
Piulachs, X. (2017) Joint Modeling of Longitudinal and
Time-to-Event Data with Applications in Health Insurance. University of
Barcelona, PhD in Statistics. Dir: Montserrat
Guillen / Ramon Alemany.
Belles-Sampera, J. (2015) Quantitative risk
assessment, aggregation functions and capital allocation problems. University
of Barcelona, PhD in Business. Dir: Montserrat
Guillen / Miguel Santolino.
Ornelas, A. (2015) La
Mortalidad y la longevidad en la Cuantificación del Riesgo Actuarial para la
Población de México Dir:
Catalina Bolancé / Montserrat Guillen
Guelman, L. (2015) Optimal personalized treatment learning
models with insurance applications, University of Barcelona, PhD in
Economics.
Ferri, A. (2012) Estructuras de dependencia aplicadas a la gestión de riesgos en Solvencia II. Universitat de Barcelona, PhD
in Management. (co-supervisor: Lluís Bermúdez).
Solé-i-Auró, A. (2009) The impact of immigration on health,
longevity and dependency of the elderly in the Spanish and European population.
Universitat de Barcelona, PhD in Management.
(co-supervisor: Eileen M. Crimmins).
Blay, D. (2009) Sistemas de cuidados
de larga duración para la
cobertura y la financiación de las situaciones de dependencia: seguro privado e hipoteca inversa.
Universitat de Barcelona, PhD in Management. Best thesis award UB. Awarded by the Catalan Society of Economics
with the Insurance Prize in 2011.
Carrillo, M. (2007) Una metodología
alternativa para la tarificación en el seguro de automóvil en España.
Universitat de Barcelona, PhD in Management.
Pérez-Marín, A.M. (2006) Survival
methods for the analysis of customer lifetime duration in insurance, Universitat de Barcelona, PhD in Management (co-supervisor:
Jens Perch Nielsen). Best thesis award UB.
Monteverde, M. (2004)
Discapacidades de las personas mayores en España: prevalencia, duraciones e impacto sobre los costes de cuidados de larga duración, PhD in Economics, Universitat de Barcelona.
Pujol Jover, M.
(2004) El valor y la fidelidad
de los asegurados en el ramo del automóvil,
PhD in Management, Universitat de Barcelona.
Salsas Forn, P. (1999) Anàlisi microeconomètrica de la insolvència empresarial en la
presència de dades atípiques, PhD in Economics, Universitat de Barcelona.
Bolancé Losilla, C. (1999) Estimación
nucleo tranformada en el análisis del coste de reclamaciones en el seguro del automóvil, PhD in Management,
Universitat de Barcelona.
Ayuso Gutiérrez, M.
(1998) Modelos económetricos
de detección del fraude en
el seguro del automóvil, PhD in Economics, Universitat de
Barcelona. Best thesis award
UB.
Alcañiz Zanón, M.
(1996) Modelos de Poisson generalizados con una variable de exposición
al riesgo, PhD in Economics, Universitat de Barcelona.
External/Third
party PhD advisor
Buch-Kromann, T. (2009) [Industrial PhD programme Denmark] Large loss models for general insurance.
University of Copenhagen.
Thuring, F. (2012) [Industrial PhD
programme Denmark] Profitable customer
retention in insurance companies. Cass Business School, City University,
London.
Master thesis
advisor (since 2010)
Orteu, A.P. (2023) “Models dif-in-dif en dades telemàtiques d'accidents d'automòbil”. Master in Statistics and Operations Research, UPC-UB.
Pitarque Méndez, A. (2019) “La regressió quantílica per a les mesures de risc”. Master in Statistics
and Operations Research,
UPC-UB.
Fors Soler, A. (2019)
“Modelizacion de la probabilidad
de superar análisis bioquímicos
de calidad (en la industria farmacéutica)”.
Master
in Statistics and Operations Research, UPC-UB.
Pérez Torre, V.
(2018) Analysis
of PD-LGD correlation effects
on the minimum capital requirement. Master in Actuarial Science and Finance,
UB.
Toro, F. (2018) Who pollutes more?
Gender differences in consumptions paterns. Master in Economics, UB (co-supervisor:
Monica Serrano)
Cartanya, A. (2017) Esdeveniments recurrents,
predicció i cost-benefici de la publicitat a televisió. Master in Statistics
and Operations Research,
UPC-UB.
Vicente, Z. (2014) Efectos del diseño muestral en la Encuesta de Salud
de Cataluña. Master in Statistics and Operations Research, UPC-UB.
Schulze Darup, A. (2014) Consumer Preferences
for Electric Vehicles – Evidence from Germany. Master in Economics, UB.
Vicente, Z. (2014) Efectos del diseño muestral en la Encuesta de Salud
de Cataluña. Master in Statistics and Operations Research, UPC-UB.
Urbina, J. A. (2013) Quantifying Optimal Capital Allocation Principles based
on Risk Measures. Master in Statistics and Operations Research, UPC-UB.
Casanovas, J. (2012) [Measuring Solvency in underwritting
risk for credit insurance]La medición de la solvencia del riesgo de suscripción en el ramo de crédito.
Master in Business, Finance and Insurance, UB.
Catot, N. (2011) [Comparison and implementation of
different quantitative approaches to credit risk] Comparación
e implementación de diferentes
aproximaciones cuantitativas
al riesgo de crédito.
Master in Business, Finance and Insurance, UB. Best thesis award by VidaCaixa.
Ornelas, A. (2011) [Analysis
and pricing of group insurance] Análisis y Tarificación en
Seguros de Salud Grupo. Master in Statistics
and Operations Research, UB/UPC.
Malo, N. (2010) [A praticl applicatio of methods to quantify operational risk] Aplicación práctica de metodologías para la cuantificación
del Riesgo Operacional. Master in
Statistics and Operations Research, UB/UPC.
Detail
of grants received (only refereed R+D projects since 2017):
2023-2025 “PROYECTO ESTRATÉGICO DE CIBERSEGURIDAD EN
ESPAÑA SOBRE ANÁLISIS DE RIESGOS” C090/03. Funded EU Next Generation.
INCIBE-UB. Director: Montserrat Guillen Estany & David Moriña Soler (16
members).
2023-2025 “Climate change: Risk management and insurance
for a sustainable economy” 2023 CLIMA00012 Call for projects to finance
research projects for mitigation and adaptation to climate change 2023. Director: Helena Chuliá Soler (16 members).
2023-2024 Ministerio de Ciencia e Innovación. Agencia
Estatal de Investigación. Proyectos estratégicos orientados a la transición
ecológica y a la transición digital “Analítica de datos en seguros: métodos e
implicaciones para productos basados en el uso” TED2021-130187B-I00. Director: Montserrat Guillen Estany (7 members).
2020-2023 Ministerio de Ciencia e Innovación. Agencia
Estatal de Investigación. Programas estatales de generación de conocimiento y
fortalecimiento científico y tecnológico del sistema de I+D+I “Modelos
Predictivos para el riesgo en Seguros y Finanzas” PID2019-105986GB-C21. Director: Montserrat Guillen Estany (16 members).
2019-2021 Fundación BBVA. Ayudas a la investigación en
Big Data 2018. “Risk Analytics: turning extremes into core knowledge” Director: Montserrat Guillen Estany (5 members).
2017-2019 Ministerio
de Economía y Competitividad. Programa Estatal de Investigación Científica y
Técnica de Excelencia, Subprograma Estatal de Generación de Conocimiento,
modalidad 1, Proyectos de I+D. “Cuantificación y análisis de riesgos” ECO2016-76203-C2-2-P Director: Montserrat
Guillen Estany (10 members).
Participation
in meetings
a)
Keynote speaker (2010-)
Guillen, M. (2024)
“Telematics Insights on Time vs. Distance in Motor Insurance Pricing” Plenary
speaker at the JOCO-2024. Joint Conference of the Sections of the International
Actuarial Association. Brussels, Belgium (September 25).
Guillen, M.
(2024) “Telematics driving scores, real-time pricing and exposure to risk” St.
Gallen Actuarial Seminar, Switzerland (February 29).
Guillen, M.
(2023) “Motor insurance with telematics driving data” ARC Actuarial Research
Conference, Drake University, Des Moines, USA (July 31-August 2)
Guillen, M.
(2023) “Pricing motor insurance with telematics data” Chaire PARI, Paris France
(November 15).
Guillen, M.
(2022) “Motor insurance with telematics driving data” Riskday ETH Zurich,
(September 16)
Guillen, M.
(2022) “The pensions of a bon-vivant
are called tontines” Meeting of the Royal Academy of Doctors, Girona (May
13-15)
Guillen, M. (2021) “Big data en el sector seguros: de
materia prima a razón de ser” EHU Universidad del Pais Vasco (Octubre 28)
Guillen, M. (2021) “Big data en el sector seguros: de
materia prima a razón de ser” Universitat de Valencia (Novembre 10)
Guillen, M. (2021) “Big data en el sector seguros: de
materia prima a razón de ser” CUNEF, Madrid (MArzo, 3)
Guillen,
M. (2021) “Near-misses for telematics
pricing in automobile insurance" Heriot-Watt University (Decembre 1)
Guillen,
M. (2021) “Risk analysis of driving data
with near-miss ratemaking” University of Connecticut Seminar series (April 5)
Guillen,
M. (2020) “Using Telematics in Motor
Insuranc. Can telematics data identify risky drivers?” ARGenesis/LSE/online
London School of Economics, (October 19)
Guillen, M.
(2020) “Conditional tail expectation regression models for vehicle excess speed
in driving data” OICA, Lyon-online https://oica.univ-lyon1.fr/program/
(April 28)
Guillen, M.
(2020) “Can telematics Data Identify Risky Drivers?” Data Science Seminar
XEurope. (September 16). https://www.youtube.com/watch?v=DmBEdsoT7Go
Guillen, M.
(2020) “Modelos predictivos del riesgo y aplicaciones a los seguros” Funcas,
Madrid, on-line. (October
8) https://www.youtube.com/watch?v=PwbkUPe3hfo
Guillen, M.
(2019) “How will telematics and driving data change ratemaking in automobile
insurance?” Ulm University. Mathematics and Actuarial science Seminar (December
5)
Guillen, M.
(2019) “Driving data for automobile insurance: will telematics change
ratemaking?” SAA Annual Meeting 2019. Lucerne (Switzerland) (August 30).
Guillen, M.
(2019) “Driving data for automobile insurance: will telematics change
ratemaking?” EM-Lyon. Lyon (France) (March 7).
Guillen, M.
(2019) “Driving Data: telematics to improve insurance rates” SFRA 2019
Colloquium and International Workshop on Machine Learning for Risk and
Insurance, Scottish Financial Risk Academy, International Centre for
Mathematical Sciences, Edinburgh (United Kingdom) (February 4).
Guillen, M. (2018) “Is motor insurance ratemaking going
to change with telematics and semi-autonomous vehicles?” Consortium for Data
Analytics in Risk, Center for Risk Management Research, University of
California, Berkeley (USA) (August 28)
Guillen, M. (2018) “Driving data: from Poisson to risk
regression models” Workshop Data Science, Instituto de Matenáticas de la
Universidad de Sevilla, Sevilla (September 13-14).
Guillen, M. (2018) “Data Science in Insurance”,
Graduate School of Global Insurance and Pension's, SKKU, Seoul (Korea)
(October, 13).
Guillen, M. (2018) “Uncertainty advantage: Insurers
should face technological innovations”
Modern applied statistics: A seminar in the honour of Erik Bølviken at
his 70'th birthday. University of Oslo, Oslo (Norway) (June 8).
Guillen, M. (2018) “Uncertainty advantage: the
insurance industry faces technological innovation” University of Tel-Aviv
(Israel) in the meeting of the Spanish Real Academia de Ciencias Económicas y
Financieras, under the chair of Prof. Dr. Jean Askenasyj, Tel-Aviv (Israel)
(May 16).
Guillen, M. (2017) “Big mistakes of data analytics when
applied to risk and insurance” Actuarial Science Seminar, National Bank of
Belgium, Brussels (Belgium) [Plenary session] (Sept. 14)
Guillen, M. (2017) “Per què les grans empreses
necessiten un Chief Data & Analytics Officer?” Estadística i
Data Science: l’evolució o l’extinció dels estadístics. Societat Catalana
d’Estadística, Barcelona, (June 1).
Guillen, M. (2016) “Fundamentals of risk measurement
and aggregation for insurance applications” University of Andorra. 13th
International Conference on Modeling Decisions for Artificial Intelligence.
(September, 19-21)- [Plenary session] (joint paper with C. Bolancé and M.
Santolino).
Guillen, M. (2016) “How much risk is too much?” Science
and Society Lecture Series. University of Liverpool (March, 15)
Guillen, M., Guelman, L.; Pérez-Marín, A.M. (2015)
“Uplift predictive modeling in pricing, retention and cross selling of
insurance policies” Actuarial and Financial Mathematics Conferences. Brussels
(February, 5-6).[Plenary session].
Guillen, M. (2015) “Pricing and marketing insurance in
the digital era” Plenary session“The 19th International Congress on Insurance:
Mathematics and Economics – IME 2015”. University of Liverpool, United Kingdom,
(June 24-26). [Plenary session].
Guillen, M. and Guelman, L. (2014) “New trends in
Predictive Modelling: the Success Story of Uplift Models” R in insurance
conference. London.
(July, 14).
Guillen,
M. (2010) “Envelliment, dependència i previsió de la despesa individual” Jornada d’Atenció a la Dependència: qualitat
dels serveis, un repte per a la sostenibilitat, organized by La Unió at
auditori de l’IDEC, Universitat Pompeu Fabra, Barcelona (May, 19).
Guillen,
M. (2010) “El cost de la dependència” Curs sobre el cost de la salut. “Els
juliols” Universitat de Barcelona. (July, 16).
b)
International Congresses and Symposia
(since 2017-, local meetings omitted)
Bagkavos, D., Nielsen, J.P and Guillen, M. (2023)
“Nonparametric conditional survival function estimation with plug-in bandwidth
and robust model selection” 35th Panhellenic and 1st International Statistics Conference Greek Statistical Institute
(May 25-26).
Bagkavos, D., Nielsen, J.P and Guillen, M. (2023)
“Robust and flexible model selection for multivariate local linear
regression” CFE-CMS 16th International Conference of the ERCIM WG on Computational and
Methodological Statistics HTW Berlin (December 16-18)
Guillen, M., Pérez-Marin, A.M. & Vidal-Llana, J.J.
(2023) “Non-crossing neural network quantile regression estimation for driving
data with telematics” Washington, DC (August 6-9), https://www.aria.org/
Vidal-Llana, J.J. & Guillen, M. (2023)
“Non-Crossing Neural Network Quantile Regression Estimation for Driving Data
with Telematics.” European Actuarial Day (June 27).
https://www.actuarial-events.com/event/454d1d84-f301-494e-bfc1-d781b24ba1e2/summary
Vidal-Llana, J.J. & Guillen, M. (2023)
“Non-crossing neural network regression estimation for driving data with
Telematics” Insurance Data Science, City University, London (June 15-16 )
https://insurancedatascience.org/project/2023_london/
Vidal-Llana, X., Salort, C. Coia, V. & Guillen M.
(2022) “Non-Crossing Dual Neural
Network: Joint Value at Risk and Conditional Tail Expectation regression with
non-crossing conditions” IME, Heriot-Watt University, Edinburg (July 4-7).
https://www.icms.org.uk/events/2023/IME2023
Fernández-Fontelo. A., Guillen, M. &
Moriña, D. (2023) “Measuring the impact of Covid-pandemic on health
insurance associated services demand” SEIO 2023. Elche (November 7-10).
Vidal-Llana, J.J. & Guillen, M. (2023)
“Non-crossing neural network quantile regression estimation for driving data
with telematics” SEIO 2023. Elche (November 7-10).
Fernández-Fontelo. A., Puig, P., Guillen, M.
& Moriña, D. (2022) “Modelling the impact of Covid-19 pandemics
on health insurance associated services demand” RISK2022 8th Workshop on Risk
Management and Insurance Research. Barcelona (October 20-21).
Sarabia, J.M. & Guillen, M. (2022) “Aggregation of Dependent Risks: A
Survey” RISK2022 8th Workshop on Risk Management and Insurance Research.
Barcelona (October 20-21).
Vidal-Llana, X., Coia, V. & Guillen M. (2022) “Alternative scoring function specifications
for estimating Value at Risk and Conditional Tail Expectation” RISK2022 8th
Workshop on Risk Management and Insurance Research. Barcelona (October 20-21).
Vidal-Llana, X., Coia, V. & Guillen M. (2022) “Cross-Sectional Quantile Regression for
Estimating Conditional VaR During Periods of High Volatility” 25th
Internationall Congress on Insurance, Mathematics and Economics Sydney
(Australia) (July 12-15).
Vidal-Llana, X.. & Guillen, M. (2022) “Estimation
of conditional value at risk of returns during high volatility periods using
cross-sectional quantile regression” EFMA 2022. Rome (Italy) (June 29-July 2).
Vidal-Llana, X., Uribe, J.M. & Guillen, M. (2022)
“External Spillover Index and Its Relation with GDP per Capita on European
Countries” MAF 2022: Mathematical and Statistical Methods for Actuarial
Sciences and Finance. Salerno (Italy) (April 20-22).
Pesantez-Narvaez, J., Guillen, M., & Alcañiz, M.
(2022) “A hybrid boosting-based machine for rare events in cross-sectional
studies” Congreso de Investigación Aplicada a Ciencia de Datos – II Congreso
Nacional de R Users Group. Quito (January, 24-28).
Guillen, M., Nielsen, J.P. & Pérez-Marin; A.M. (2021)
“Number of claims and number of near-misses for telematics pricing in
automobile insurance” American Risk and Insurance Association Annual Meeting
(August 4).
Guillen, M. (2021) “Will telematics change ratemaking models in automobile insurance?”
Insurance, Mathematics and Economics. invited session on Insurance Technology:
Telematics Data Analysis (July 8)
Guillen, M. (2021) “Number of claims and number of
near-misses for telematics pricing in automobile insurance” 3rd
Insurance Data Science Conference. London/online, (June, 18)
Pesantez-Narvaez, J., Arroyo-Cañada, F.J.,
Argila-Irurita, A.M., Solé-Moro, M.L., & Guillen, M. (2020) “Monitoring
web-based evaluation of online reputation in Barcelona” Congress on Intelligent
Systems. India, September 5-6.
Pesantez-Narvaez, J., Guillen, M., & Alcañiz, M.
(2020) “Modelling Subjective Happiness with a Survey Poisson Model and XGBoost
using an Economic Security Approach” Congress on Intelligent Systems. India,
September 5-6.
Pesantez-Narvaez, J., Guillen, M., & Alcañiz, A.
(2020) “Modelling Subjective Happiness with a Survey Poisson Model and XGBoost
using an Economic Security Approach” 4th
International Scientific Conference on IT, Tourism, Economics, Management and
Agriculture (ITEMA). Belgrade, October 8.
Pesantez-Narvaez, J., Guillen, M., & Alcañiz, M.
(2020) “A Synthetic Penalized Logitboost to Model Mortgage Lending with
Imbalanced Data” The Third International Conference on Data Science &
Social Research. Bari, December 10-11.
Pitarque, A. Guillen, M. (2020) "An algorithm to
fit conditional tail expectation regression models for vehicle excess speed in
driving data" 3rd International Conference on Advanced Research Methods
and Analytics (CARMA 2020), Valencia, July 8-9.
Pitarque, A., Guillen, M. (2020) "Joint
Generalized Quantile and Conditional Tail Expectation Regression for Insurance
Risk Analysis" 55th Actuarial
Research Conference (ARC 2020), Nebraksa, August 10-12.
Sun, S.; Bi, J.; Guillen, M.; Pérez-Marín, AM. (2020).
"Regression scores to identify risky drivers from braking
pulses". CARMA 2020 - 3rd
International Conference on Advanced Research Methods and Analytics. Valencia,
Spain. July 8-9.
Pesántez-Narváez, J., Alcañiz, M. and Guillén, M.
(2019) “Is XGBoost better than logistic regression to predict claiming in motor
insurance with telematics data?” XXVIII Congreso Nacional de Estadística
e Investigación Operativa SEIO) y XII Jornadas de Estadística Pública. Alcoy,
September 3-6.
Pesantez-Narvaez, J. and Guillen, M. (2019) “Penalized
logistic regression to improve predictive capacity in survey” V Conferencia de
Matemáticos Ecuatorianos en Paris V-Conmate-P. Paris, April
18-19.
Pesantez-Narvaez, J., Guillen., M. (2019) “Migration vs
Cooperatives: Two paths towards economic security in Ecuador?” 34th National
Conference for Labour Economics. Novara, September 12-13.
Sarabia, J.M., Guillen, M., Gómez-Deniz, E., Prieto, F.
and Jorda, V. (2019) “On three background risk models with semiheavy tailed
marginals” 23rd International Congress on Insurance: Mathematics and Economics
(IME), Munich, July 10-12.
Denuit, M., Guillen, M., Truffin, J. (2019)
“Multivariate credibility modeling for usage-based motor insurance pricing with
behavioral data” 23rd International Congress on Insurance: Mathematics and Economics
(IME), Munich, July 10-12.
Guillen, M. (2018) “The transition towards
semi-autonomous vehicle insurance: the contribution of usage-based data”
International Congress of Actuaries, Berlin (Germany), June 4-8, 2018.
(co-author A.M. Pérez-Marín) Best paper award in Non-Life Section.
Pesantez, J. and Guillen, M. (2018) “Weighted logistic
regression to improve predictive performance in insurance” MS’18 AMSE Girona,
Girona, June 28-29, 2018.
Bolancé, C., Guillen, M., Frees, E. and Valdez, E. (2018)
“Modelización conjunta basada en cópula gaussiana para calcular el precio de
varios ramos de seguros” Congreso Internacional de la SEIO, Oviedo, May 29-June
1, 2018.
Guillen, M and Pérez-Marín, A.M. (2018) “The
Contribution of Usage-based Data Analytics to benchmark Semi-autonomous Vehicle
Insurance” MAF, eighth international
conference on mathematical and statistical methods for actuarial sciences and
finance. Madrid, April 4-6, 2018.
Bolancé, C, Cao, R. and Guillen, M. (2018) “Estimación
maximo-verosímil condicionada del modelo lineal generalizado con función de
ligadura no paramétrica” RISK 2018, 7th
Workshop on Risk Management and Insurance, Santander, April 25-27, 2018.
Sarabia J.M., Guillen, M., Prieto, F. and Jorda, V.
(2018) “Modelling dependent risks with heavy-tail marginals” RISK 2018, 7th
Workshop on Risk Management and Insurance, Santander, April 25-27, 2018.
Guillen, M. (2017) “Data Science and the Natural
Evolution of Automobile Insurance” Big Data in Applied Economics, UAB,
Bellaterra (Barcelona), October, 20, 2017.
Guillen, M. (2017) “Solvency Requirement in a Unisex
Stochastic Mortality Model” (joint with Elena Vigna and An Chen) International
Actuarial Association Life Section Colloquium “Long-Term Saving in an Ageing
World”, Barcelona, October 22-24, 2017.
Guillen, M. (2017) ( “A Non-Homogeneous Semi-Markov
Approach for the Calculation of the Balance Sheet of a Health Fund”( joint with
Guglielmo D’Amico, Fulvio Gismondi, Jacques Janssen, Raimondo Manca and Ernesto
Volpe di Prignano) International
Actuarial Association Life Section Colloquium “Long-Term Saving in an Ageing
World”, Barcelona, October 22-24, 2017.
Arroyo-Cañada, F.J., Pesantez, J., Argila A.M., Solé, M
. and Guillen, M. (2017) “Visualizing web-based evaluation of hotel reputation
in Barcelona” 2nd On/Off International Conference in Marketing Decision Making.
Barcelona, Octubre 5, 2017.
Piulachs, X., Rizopoulos, D., Andrinopoulou, E.R. and
Guillen M. (2017) “Simultaneous modeling of counts with excess zeroes and
left-trincated survival data with time-varying effects ” XVI Spanish Biometrics
Conference – CEB2017, Sevilla, Septeber 14-16, 2017.
Guillen ,M. (2017) “Telematics and the natural
evolution of pricing in motor insurance” Workshop on « Data science in Finance
and Insurance » Louvain-la-Neuve (Belgium), September 15, 2017.
Padilla-Barreto, A., Bolancé, M. and Guillen, M. (2017)
“Joint modelling for customer lapses in the insurance sector” 21st Annual
APRIA conference, Poznan (Poland), July 31, August 2, 2017.
Bermúdez, L., Guillen, M. and Karlis, D. (2017) “A
bivariate INAR(1) regression model for insurance claim counts” 21st
International Congress on Insurance: Mathematics and Economics – IME 2017
Vienna (Austria), July 3–5, 2017.
Frees, E.W., Valdez, E., Bolancé, C. and Guillen, M.
(2017) “Joint Modeling of Customer Loyalty and Risk in Personal Insurance” 21st
International Congress on Insurance: Mathematics and Economics – IME 2017
Vienna (Austria), July 3–5, 2017.
Alemany, R.; Ayuso, M.; Guillen, M. (2017) “Impact of
road traffic injuries on disability rates and long-term care costs in Spain”.
IV Workshop on the evaluation of public policies for sustainability long-term
care in Spain. Albacete (Spain), June 29-30.
Ayuso, M.; Guillen, M.; Valero, D. (2017) “What can
determine the decisions in the management of savings after retirement?”. VI Congreso
Internacional Dependencia y Calidad de Vida. Madrid (Spain), May 23-24.
Bermúdez, L., Guillen, M. and Karlis, D. (2017) “A
bivariate INAR(1) regression model for insurance claim counts” Recent
Developments in Dependence Modelling with Applications in Finance and Insurance
- Fourth Edition, Aegina (Greece), 22-23 May.
Guillen, M. (2017) “Aggregating and desaggregating
risks and the role of the tail” [Plenary session] (joint paper with C. Bolancé
and M. Santolino). Recent Developments in Dependence Modelling with
Applications in Finance and Insurance - Fourth Edition, Aegina (Greece), May,
21-23.