ICREA Academia
Montserrat Guillen i Estany

Montserrat Guillen i Estany

ICREA Academia 2018

Universitat de Barcelona · Social & Behavioural Sciences

Montserrat Guillen i Estany

Full Professor of Quantitative Methods in Economics and Business at the University of Barcelona and Honorary Visiting Professor in the Faculty of Actuarial Science and Insurance at City, University of London. I received a MSc in Mathematics and a PhD in Economics at the UB. I studied Economics at the University of Cambridge and I got a MA in Data Analysis at the University of Essex. I was Visiting Research faculty at the University of Texas at Austin and Visiting Professor of Insurance Econometrics at the University of Paris II. I am member of the BGSMath, director of the research group Riskcenter in the global network of risk research units of the International Insurance Society and director of the Research Institute of Applied Economics. I have been research visitor of the Consortium for Data Analytics in Risk at the University of California, Berkeley.


Research interests

My research is on insurance and risk quantification. I have specialized in statistical methods for actuarial science. This requires unique interdisciplinary talent involving mathematics, economics and statistics. In risk analysis, I am currently developing new methods in telematics and digital analytics, with tools aimed at assessing risk from big data sources. I am working on extensions of predictive modelling that focuses on multidimenional risk measurement: accident severity, vehicle usage and customer lapse. I am also working on the UK Institute and Faculty of Actuaries funded project on saving/investment decisions for pre and post-retirement, with generalization of pooled annuity funds.


Keywords

Insurance, Risk management, Actuarial Science