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

(see a review by Alan Penman Annals of Actuarial Science, March, 2013)

(see Chinese translation in  http://book.gdqy.edu.cn/NTRdrBookRetrInfo.aspx?BookRecno=929946)

 

Articles accepted in refereed journals (to appear)

[1]   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.

Published articles

[2]   Guillen, M., Bermúdez, L., & 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

[3]   Pesantez-Narvaez, J., Guillen M. and Alzañiz, M. (2021) “A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced DataComputational Economics, volume 57, 281–309 https://doi.org/10.1007/s10614-020-10059-5

[4]   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

[5]   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

[6]   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  [

[7]   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

[8]   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

[9]   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

[10]    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

[11]    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

[12]    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

[13]    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

[14]    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

[15]    Sarabia, J. M., Jordá, V., Prieto, F. and Guillén, M. (2021) “Multivariate Classes of GB2 Distributions with Applications” Mathematics, 9(1), 72. https://doi.org/10.3390/math9010072

 

[16]    Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. (2020) “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worthMultivariate Behavioral Research, 55(5), 685-703. https://doi.org/10.1080/00273171.2019.1665979  

[17]    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

[18]    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

[19]    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

[20]    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

[21]    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

[22]    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

[23]    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

[24]    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

[25]    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

[26]    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

 

[27]    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

[28]    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

[29]    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

[30]    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

[31]    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

[32]    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

[33]    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

[34]    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

[35]    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

[36]    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

[37]    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

[38]    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.

 

[39]    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

[40]    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

[41]    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

[42]    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

[43]    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

[44]    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

[45]                      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

[46]                      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

[47]    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

[48]    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

[49]    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

 

[50]    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

[51]    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 

[52]    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 

[53]    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 

[54]    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

[55]    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.

[56]    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 

[57]    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  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

[58]    Padilla-Barreto, A., Guillen, M. and Bolancé, C. (2017) “Big-data Analytics en seguros” Anales del Instituto de Actuarios Españoles, 4 epoca, 23, 1-19.

 

[59]    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.

[60]    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.

[61]    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.

[62]    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.

[63]    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.

[64]    Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems” The Journal of Risk, 19(2),15-30.

[65]    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.

[66]    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.

[67]    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.

[68]    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.

[69]    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.

[70]    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.

[71]    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.

[72]    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

[73]    Guillen, M. (2016) “Big data en seguros” Indice: revista de estadística y sociedad, 67, 28-30.

[74]    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.

[75]    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

 

 

[76]    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.

[77]    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.

[78]    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.

[79]    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

[80]    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.

[81]    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.

[82]    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.

[83]    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.

 

[84]    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

[85]    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.

[86]    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.

[87]    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.

[88]    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.

[89]    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.

[90]    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/

[91]    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.

[92]    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.

[93]    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.

[94]    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.

[95]    Belles-Sampera, J., Guillen, M. and Santolino, M. (2014) “GlueVaR risk measures in capital allocation applications” Insurance: Mathematics and Economics, 58(1), 132-137.

[96]    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.

[97]    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.

[98]    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.

[99]    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.

[100]                  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.

 

[101]                  Abbasi, B. and Guillen, M. (2013) “Bootstrap control charts in monitoring value at risk in insurance” Expert Systems with Applications, 40(15), 6125–6135.

[102]                  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.

[103]                  Alemany, R and Guillen, M. (2013) “The history of the insurance market in Spain” Insurance and Risk Management Journal, 81 (1-2), 103-118.

[104]                  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.

[105]                  Alemany, R., Bolancé, M. and Guillen, M. (2013) “A nonparametric approach to calculating value-at-riskInsurance: Mathematics and Economics, 52(2), 255-262.

[106]                  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.

[107]                  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.

[108]                  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.

[109]                  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.

[110]                  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.

[111]                  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.

[112]                  D’Amico, G., Guillen, M. and Manca, R. (2013) “Semi-Markov disability insurance models” Communications in Statistics-Theory and Methods, 42(16), 2172-2188.

[113]                  Donnelly, C., Guillen, M. and Nielsen, J.P. (2013) “Exchanging uncertain mortality for a cost” Insurance: Mathematics and Economics, 52(1), 65-76.

[114]                  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.

[115]                  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.

[116]                  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.

[117]                  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

[118]                  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.

[119]                  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.

[120]                  Ramírez Román, A., Guillen i Estany, M. and Sánchez-Moscona, D. (2013) “Seguros agrícolas en México” Revista Global de Negocios, 1 (1), 97-105.

[121]                  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.

 

[122]                  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.

[123]                  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.

[124]                  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.

[125]                  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.

[126]                  Guillen, M. (2012) “Sexless and beautiful data: from quantity to quality” Annals of Actuarial Science, 6, 2, 231-234.

[127]                  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.

[128]                  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.

[129]                  Ferri, A., Guillen, M. and Bermúdez, L. (2012) “Solvency capital estimation and risk measures” Lecture Notes in Business Information Processing, 115 LNBIP, 34-43.

[130]                  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.

[131]                  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.

[132]                  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.

[133]                  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.

[134]                  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.

[135]                  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.

[136]                  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.

 

[137]                  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.

[138]                  Boucher, J.-P., Denuit, M. and Guillen, M. (2011) “Correlated random effects for hurdle models applied to claim counts” Variance, 5,1, 68-79.

[139]                  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.

[140]                  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

[141]                  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.

[142]                  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.

[143]                  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.

[144]                  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.

[145]                  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.

[146]                  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.

 

[147]                  (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.

[148]                  (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.

[149]                  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.

 

 

[150]                  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.

[151]                  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.

[152]                  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.

[153]                  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.

[154]                  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.

 

 

[155]                  Guillen, M., Nielsen, J.P. and Pérez-Marín (2008) Cross-buying behaviour and customer loyalty in the insurance sector” ESIC Market, 132, 77-136.

[156]                  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.

[157]                  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.

[158]                  Bolancé, C. Guillen, M. and Nielsen, J.P. (2008) “Inverse Beta transformation in kernel density estimation” Statistics & Probability Letters, 78, 1757-1764.

[159]                  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.

[160]                  Bolancé, C., Guillen, M. and Pinquet, J. (2008) “On the link between credibility and frequency premium” Insurance: Mathematics and Economics, 43, 2, 209-213.

[161]                  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.

[162]                  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.

[163]                  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.

[164]                  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.

[165]                  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.

[166]                  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.

[167]                  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.

[168]                  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.

[169]                  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.

[170]                  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.

[171]                  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.

 

 

[172]                  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.

[173]                  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..

[174]                  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.

[175]                  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.

[176]                  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.

[177]                  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.

[178]                  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.

[179]                  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.

[180]                  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.

[181]                  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.

[182]                  Ayuso, M., Guillen, M. and Santolino, M. (2007) “El pricing en el seguro del automóvil” Cuadernos Actuariales, 11, 1-12.

[183]                  Guillen, M., Ayuso, M. and Pinquet, J. (2007) “Economic and statistical models on insurance fraud” Pravartak, 123-127, July-Sep.

 

 

[184]                  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.

[185]                  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.

[186]                  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.

[187]                  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.

[188]                  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.

 

 

[189]                  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.

[190]                  Vidiella-i.Anguera, A. and Guillen, M. (2005) “Forecasting Spanish natural life expectancy” Risk Analysis, 25, 5, 1161-1170.

[191]                  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.

[192]                  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.

[193]                  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.

[194]                  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.

 

 

[195]                  Purcaru, O., Guillen, M., and Denuit, M. (2004) “Linear credibility models based on time series for claim counts” Belgian Actuarial Bulletin, 4, 62-74.

[196]                  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.

[197]                  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.

[198] Guillen, M. and Ayuso, M. (2004) “La importancia del efecto del diseño” Medicina Clínica, 122, 1, 35-38.

[199]                  Fledelius, P., Guillen, M., Nielsen, J.P. and Vogelius, M. (2004) “Two-dimensional hazard estimation for longevity Analysis” Scandinavian Actuarial Journal, 2,133-156.

[200]                  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.

[201]                  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.

 

 

[202]                  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.

[203]                   Bolance, C., Guillen, M. and Pinquet, J. (2003) “Time-varying credibility for frequency risk models” Insurance: Mathematics and Economics, 33, 272-282.

[204]                  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.

[205]                  Bolance, C., Guillen, M. and Nielsen, J.P. (2003) “Kernel density estimation of actuarial loss functions” Insurance: Mathematics and Economics, 32, 1, 19-36.

[206] 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.

[207] 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.

 

 

[208] Felipe, M. Guillen, M. and Pérez-Marín, M. (2002) “Recent mortality trends in the Spanish population” British Actuarial Journal, 8, 4, 757-786.

[209] 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.

[210] Albarrán, I., Ayuso, M., Guillen, M. and Monteverde, M. (2002) “Envejecimiento y discapacidad de la población española” Actuarios, 20, 41-42.

 

 

[211] 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.

[212] Felipe, A., Guillen, M. and Nielsen, J. P. (2001) “Longevity studies based on kernel hazard estimation” Insurance: Mathematics and Economics, 28,191-204.

[213] 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.

[214] 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.

 

 

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