My publications
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Books
J. Belles-Sampera, M. Guillen, M. Santolino
Risk Quantification and Allocation Methods for Practitioners
Amsterdam University Press, Amsterdam, 2017.
[BibTeX] [PDF]@book{belles2017, author = {Belles-Sampera, Jaume and Guillen, Montserrat and Santolino, Miguel}, year = {2017}, pages = {}, title = {Risk Quantification and Allocation Methods for Practitioners}, publisher = {Amsterdam University Press}, address = {Amsterdam} }M. Santolino
[In Spanish] Cualificación profesional del actuario. Estudio internacional comparado
Fundación Mapfre, Cuadernos de la Fundación, n. 218, Madrid, 2016.
[BibTeX] [PDF]@book{santolino2016, author = {Santolino, Miguel}, year = {2016}, volume = {218}, pages = {}, title = {Cualificación profesional del actuario. Estudio internacional comparado}, publisher = {Fundación Mapfre}, address = {Madrid} }
Selected Journal Publications
Alcañiz M, Estévez M, Santolino M.
Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: A time-series analysis to unveil short- and long-run dynamics
J Health Soc Sci. , 2024, 9(1), 144-154.
[BibTeX] [PDF]@article{santolino2024b, author = {Alcañiz M, Estévez M, Santolino M.}, title = {Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: A time-series analysis to unveil short- and long-run dynamics}, year = {2024}, number = {9}, volume = {1}, pages={144-154}, journal = {J Health Soc Sci.} }Guillen, M., Santolino, M., Vidal-Llana, X.
Inequality of subjective economic uncertainty and individual economic prospects in the pandemic period
Journal of Quantitative Methods for Economics and Business Administration , 2024, 37, 1-18.
[BibTeX] [PDF]@article{santolino2024a, author = {Guillen, M., Santolino, M., Vidal-Llana, X.}, title = {Inequality of subjective economic uncertainty and individual economic prospects in the pandemic period}, year = {2024}, number = {37}, volume = {}, pages={1-18}, journal = {Journal of Quantitative Methods for Economics and Business Administration} }Santolino, M.
Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?
Risks , 2023, 11(10), 170.
[BibTeX] [PDF]@article{santolino2023b, author = {Santolino, M.}, title = {Should Selection of the Optimum Stochastic Mortality Model Be Based on the Original or the Logarithmic Scale of the Mortality Rate?}, year = {2023}, number = {11}, volume = {10}, pages={}, journal = {Risks} }Belles-Sampera, J., Guillen, M., Santolino, M.
Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem
Mathematics , 2023, 11(18).
[BibTeX] [PDF]@article{santolino2023, author = {Belles-Sampera, J., Guillen, M., Santolino, M.}, title = {Haircut Capital Allocation as the Solution of a Quadratic Optimisation Problem}, year = {2023}, number = {11}, volume = {18}, pages={}, journal = {Mathematics} }Santolino, M., Cespedes, L., Ayuso, M.
The Impact of Aging Drivers and Vehicles on the Injury Severity of Crash Victims
Int. J. Environ. Res. Public Health , 2022, 19(24).
[BibTeX] [PDF]@article{santolino2022d, author = {Santolino, M., Cespedes, L., Ayuso, M. }, title = {The Impact of Aging Drivers and Vehicles on the Injury Severity of Crash Victims}, year = {2022}, number = {19}, volume = {24}, pages={}, journal = {Int. J. Environ. Res. Public Health} }Vega Baquero, J., Santolino, M.
Capital flows in integrated capital markets: MILA case
Quantitative Finance and Economics , 2022, 6(4), 622-639.
[BibTeX] [PDF]@article{santolino2022c, author = {Vega Baquero, J., Santolino, M. }, title = {Capital flows in integrated capital markets: MILA case}, year = {2022}, number = {6}, volume = {4}, pages={622-639}, journal = {Quantitative Finance and Economics} }Vega Baquero, J., Santolino, M.
Too big to fail? An analysis of the Colombian banking system through compositional data
Latin American Journal of Central Banking, 2022, 3(2).
[BibTeX] [PDF]@article{santolino2022b, author = {Vega Baquero, J., Santolino, M. }, title = {Too big to fail? An analysis of the Colombian banking system through compositional data}, year = {2022}, number = {2}, volume = {3}, pages={}, journal = {Latin American Journal of Central Banking} }Santolino, M., Alcañiz, M., Bolancé, C.
Hospitalization from covid-19: a health planning tool
Revista de Saúde Pública, 2022, 56.
[BibTeX] [PDF]@article{santolino2022, author = {Santolino, M., Alcañiz, M., Bolancé, C.}, title = {Hospitalization from covid-19: a health planning tool}, year = {2022}, number = {56}, volume = {}, pages={}, journal = {Revista de Saúde Pública} }Santolino, M.
Median bilinear models in presence of extreme values
SORT-Statistics and Operations Research, 2021, 45(2).
[BibTeX] [PDF]@article{santolino2021s, author = {Santolino, M.}, title = {Median bilinear models in presence of extreme values}, year = {2021}, number = {2}, volume = {45}, pages={}, journal = {SORT-Statistics and Operations Research} }Urbina, J., Santolino, M. and M. Guillen
Covariance principle for capital allocation: a time-varying approach
Mathematics, 9(16), 2005, 2021.
[BibTeX] [PDF]@article{urbina2021, author = {Urbina, J., Santolino, M. and M. Guillen}, title = {Covariance principle for capital allocation: a time-varying approach}, year = {2021}, number = {16}, volume = {9}, pages={}, journal = {Mathematics} }Santolino, M., Belles-Sampera, M., Sarabia, J.M. and M. Guillen
An examination of the tail contribution to distortion risk measures
Journal of Risk, 2021, 23(6).
[BibTeX] [PDF]@article{santolino2021, author = {Santolino, M., Belles-Sampera, M., Sarabia, J.M. and M. Guillen}, title = {An examination of the tail contribution to distortion risk measures}, year = {2021}, number = {6}, volume = {23}, pages={}, journal = {Journal of Risk} }M. Alcañiz, M. Guillen and M. Santolino
Differences in the risk profiles of drunk and drug drivers: Evidence from a mandatory roadside surveys
Accident Analysis and Prevention, vol. 151, pp. , 2021.
[BibTeX] [PDF]@article{ALCANIZ2021, author = {M. Alcañiz, M. Guillen and M. Santolino}, title = {Differences in the risk profiles of drunk and drug drivers: Evidence from a mandatory roadside surveys}, year = {2021}, number = {}, volume = {151}, pages={}, journal = {Accident Analysis and Prevention} }M. Ayuso, R. Sánchez and M. Santolino
Does longevity impact the severity of traffic crashes? A comparative study of young-older and old-older drivers
Journal of Safety Research, vol. 73, pp. 37-46, 2020.
[BibTeX] [PDF]@article{AYUSO202037, author = {Mercedes Ayuso and Rodrigo Sánchez and Miguel Santolino}, title = {Does longevity impact the severity of traffic crashes? A comparative study of young-older and old-older drivers}, year = {2020}, number = {}, volume = {73}, pages={37 - 46}, journal = {Journal of Safety Research} }M. Santolino
The Lee-Carter quantile mortality model
Scandinavian Actuarial Journal, vol. 2020, n.7, pp. 614-633, 2020.
[BibTeX] [PDF]@article{santolino20, author = {Miguel Santolino}, title = {The Lee-Carter quantile mortality model}, year = {2020}, number = {7}, volume = {2020}, pages={614 - 633}, journal = {Scandinavian Actuarial Journal} }T.J. Boonen, M. Guillen and M. Santolino
Forecasting compositional risk allocations
Insurance: Mathematics and Economics, vol. 84, pp. 79-86, 2019.
[BibTeX] [PDF]@article{boonen19, author = {Tim J. Boonen, Montserrat Guillen and Miguel Santolino}, title = {Forecasting compositional risk allocations}, year = {2019, number = {}, volume = {84}, pages={79-86}, journal = {Insurance: Mathematics and Economics} }L. Bermúdez, D. Karlis and M. Santolino
A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims
Accident Analysis & Prevention, vol. 121, pp. 157-165, 2018.
[BibTeX] [PDF]@article{bermudez18, author = "Lluís Bermúdez and Dimitris Karlis and Miguel Santolino", title = "A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims", journal = "Accident Analysis & Prevention", volume = "121", pages = "157 - 165", year = "2018" }M. Alcañiz, M. Guillen and M. Santolino
Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey
PLOS ONE, vol. 13, pp. 1-14, 2018.
[BibTeX] [PDF]@article{alcaniz18, author = {Alcañiz, Manuela AND Guillen, Montserrat AND Santolino, Miguel}, journal = {PLOS ONE}, publisher = {Public Library of Science}, title = {Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey}, year = {2018}, month = {06}, volume = {13}, pages = {1-14} }M. Söderberg, F.M. Menezes and M. Santolino
Regulatory behaviour under threat of court reversal: Theory and evidence from the Swedish electricity market
Energy Economics, vol. 71, pp. 302-310, 2018.
[BibTeX] [PDF]@article{soderberg18, title = "Regulatory behaviour under threat of court reversal: Theory and evidence from the Swedish electricity market", journal = "Energy Economics", volume = "71", pages = "302 - 310", year = "2018", issn = "0140-9883", author = "Magnus Söderberg and Flavio M. Menezes and Miguel Santolino" }V. Torra, M. Guillen and M. Santolino
Continuous m-dimensional distorted probabilities
Information Fusion, vol. 44, pp. 97-102, 2018.
[BibTeX] [PDF]@article{torra18, title = "Continuous m-dimensional distorted probabilities", journal = "Information Fusion", volume = "44", pages = "97 - 102", year = "2018", issn = "1566-2535", author = "Vicenç Torra and Montserrat Guillen and Miguel Santolino" }L. Bermúdez, D. Karlis and M. Santolino
A finite mixture of multiple discrete distributions for modelling heaped count data
Computational Statistics & Data Analysis, vol. 112, pp. 14-23, 2017.
[BibTeX] [PDF]@article{bermudez17, title = "A finite mixture of multiple discrete distributions for modelling heaped count data", journal = "Computational Statistics & Data Analysis", volume = "112", pages = "14 - 23", year = "2017", author = "Lluís Bermúdez and Dimitris Karlis and Miguel Santolino" }M. Alcañiz, M. Santolino and Ll. Ramon
Drinking patterns and drunk-driving behaviour in Catalonia, Spain: A comparative study
Transportation Research Part F: Traffic Psychology and Behaviour, vol. 42, pp. 522-531, 2016.
[BibTeX] [PDF]@article{alcaniz16, title = "Drinking patterns and drunk-driving behaviour in Catalonia, Spain: A comparative study", journal = "Transportation Research Part F: Traffic Psychology and Behaviour", volume = "42", pages = "522 - 531", year = "2016", author = "Manuela Alcañiz and Miguel Santolino and Lluís Ramon" }J. Belles-Sampera, M. Guillen and M. Santolino
Compositional methods applied to capital allocation problems
Journal of Risk, vol. 19, n.2, pp. 15-30, 2016.
[BibTeX] [PDF]@article{belles16, title = "Compositional methods applied to capital allocation problems", journal = "Journal of Risk", volume = "19", number = "2" pages = "15 - 30", year = "2016", author = "Jaume Belles-Sampera and Montserrat Guillen and M. Santolino" }J. Belles-Sampera, M. Guillen and M. Santolino
What attitudes to risk underlie distortion risk measure choices?
Insurance: Mathematics and Economics, vol. 68, pp. 101-109, 2016.
[BibTeX] [PDF]@article{belles16b, title = "What attitudes to risk underlie distortion risk measure choices?", journal = "Insurance: Mathematics and Economics", volume = "68", pages = "101 - 109", year = "2016", author = "Jaume Belles-Sampera and Montserrat Guillen and Miguel Santolino" }M. Ayuso, L. Bermúdez and M. Santolino
Copula-based regression modeling of bivariate severity of temporary disability and permanent motor injuries
Accident Analysis & Prevention, vol. 89, pp. 142-150, 2016.
[BibTeX] [PDF]@article{ayuso16, title = "Copula-based regression modeling of bivariate severity of temporary disability and permanent motor injuries", journal = "Accident Analysis & Prevention", volume = "89", pages = "142 - 150", year = "2016", author = "Mercedes Ayuso and Lluís Bermúdez and Miguel Santolino" }J. Belles-Sampera, M. Guillen and M. Santolino
The use of flexible quantile-based measures in risk assessment
Communications in Statistics - Theory and Methods, vol. 45, n.6, pp. 1670-1681, 2016.
[BibTeX] [PDF]@article{belles16c, author = {Jaume Belles-Sampera and Montserrat Guillén and Miguel Santolino}, title = {The use of flexible quantile-based measures in risk assessment}, journal = {Communications in Statistics - Theory and Methods}, volume = {45}, number = {6}, pages = {1670-1681}, year = {2016} }M. Ayuso, L. Bermúdez and M. Santolino
Modelización del tiempo de hospitalización en lesiones por tránsito
Salud Pública de México, vol. 57, pp. 161-169, 2015.
[BibTeX] [PDF]@article{ayuso15, title = {Modelización del tiempo de hospitalización en lesiones por tránsito}, journal = {Salud Pública de México}, author={Ayuso, Mercedes AND Bermúdez, Lluís AND Santolino, Miguel}, volume = {57}, year = {2015}, month = {04}, pages = {161 - 169} }M. Ayuso, L. Bermúdez and M. Santolino
The dynamics of one-sided incomplete information in motor disputes
International Review of Law and Economics, vol. 41, pp. 77-85, 2015.
[BibTeX] [PDF]@article{ayuso15b, author = {Ayuso, Mercedes and Bermúdez, Lluís and Santolino, Miguel}, year = {2015}, month = {03}, pages = {77-85}, title = {The dynamics of one-sided incomplete information in motor disputes}, volume = {41}, journal = {International Review of Law and Economics} }J. Belles-Sampera, J.M. Merigó, M. Guillen and M. Santolino
Indicators for the characterization of discrete Choquet integrals
Information Sciences, vol. 267, pp. 201-216, 2014.
[BibTeX] [PDF]@article{belles14, title = "Indicators for the characterization of discrete Choquet integrals", journal = "Information Sciences", volume = "267", pages = "201 - 216", year = "2014", author = "Jaume Belles-Sampera and José M. Merigó and Montserrat Guillén and Miguel Santolino" }M. Alcañiz, M. Guillen, M. Santolino, D. Sánchez-Moscana, O. Llatje and Ll. Ramon
Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey in Catalonia (Spain)
Accident Analysis & Prevention, vol. 65, pp. 131-141, 2014.
[BibTeX] [PDF]@article{alcaniz14, title = "Prevalence of alcohol-impaired drivers based on random breath tests in a roadside survey in Catalonia (Spain)", journal = "Accident Analysis & Prevention", volume = "65", pages = "131 - 141", year = "2014", author = "Manuela Alcañiz and Montserrat Guillén and Miguel Santolino and Daniel Sánchez-Moscona and Oscar Llatje and Lluís Ramon" }J. Belles-Sampera, M. Guillen and M. Santolino
Beyond Value-at-Risk: GlueVaR Distortion Risk Measures
Risk Analysis, vol. 34, n.1, pp. 121-134, 2014.
[BibTeX] [PDF]@article{belles14b, author = {Belles-Sampera, Jaume and Guillén, Montserrat and Santolino, Miguel}, title = {Beyond Value-at-Risk: GlueVaR Distortion Risk Measures}, journal = {Risk Analysis}, volume = {34}, number = {1}, pages = {121-134}, year = {2014} }M. Santolino and M. Söderberg
Modelling appellate courts’ responses in motor injury disputes
European Journal of Law and Economics, vol. 38, n.3, pp. 393-407, 2014.
[BibTeX] [PDF]@article{santolino14, author = {Santolino, Miguel and Söderberg, Magnus}, year = {2014}, pages = {393-407}, title = {Modelling appellate courts’ responses in motor injury disputes}, volume = {38}, numero={3}, journal = {European Journal of Law and Economics} } }J. Belles-Sampera, M. Guillen and M. Santolino
GlueVaR risk measures in capital allocation applications
Insurance: Mathematics and Economics, vol. 58, pp. 132-137, 2014.
[BibTeX] [PDF]@article{belles14c, title = "GlueVaR risk measures in capital allocation applications", journal = "Insurance: Mathematics and Economics", volume = "58", pages = "132 - 137", year = "2014", author = "Jaume Belles-Sampera and Montserrat Guillén and Miguel Santolino" }J. Belles-Sampera, J.M. Merigó, M. Guillen and M. Santolino
The connection between distortion risk measures and ordered weighted averaging operators
Insurance: Mathematics and Economics, vol. 52, n.2, pp. 411-420, 2013.
[BibTeX] [PDF]@article{belles13, title = "The connection between distortion risk measures and ordered weighted averaging operators", journal = "Insurance: Mathematics and Economics", volume = "52", number = "2", pages = "411 - 420", year = "2013", author = "Jaume Belles-Sampera and José M. Merigó and Montserrat Guillén and Miguel Santolino" }M. Santolino, C. Bolancé and M. Alcañiz
Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain
Accident Analysis & Prevention, vol. 49, pp. 512-519, 2012.
[BibTeX] [PDF]@article{santolino12, title = "Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain", journal = "Accident Analysis & Prevention", volume = "49", pages = "512 - 519", year = "2012", author = "Miguel Santolino and Catalina Bolancé and Manuela Alcañiz" }M. Ayuso, L. Bermúdez and M. Santolino
Influence of parties’ behavioural features on motor compensation disputes in insurance markets
Journal of Risk Research, vol. 15, n.6, pp. 673-691, 2012.
[BibTeX] [PDF]@article{ayuso12, author = { Mercedes Ayuso and Lluís Bermúdez and Miguel Santolino }, title = {Influence of parties’ behavioural features on motor compensation disputes in insurance markets}, journal = {Journal of Risk Research}, volume = {15}, number = {6}, pages = {673-691}, year = {2012} }M. Ayuso and M. Santolino
Forecasting the Maximum Compensation Offer in the Automobile BI Claims Negotiation Process
Group Decision and Negotiation, vol. 15, n.6, pp. 663-672, 2012.
[BibTeX] [PDF]@article{ayuso12b, author = {Ayuso, Mercedes and Santolino, Miguel}, year = {2012}, pages = {663-672}, title = {Forecasting the Maximum Compensation Offer in the Automobile BI Claims Negotiation Process}, volume = {21}, number = {5} journal = {Group Decision and Negotiation} }J.P. Boucher and M. Santolino
Discrete distributions when modeling the disability severity score of motor victims
Accident Analysis & Prevention, vol. 42, n.6, pp. 2041-2049, 2010.
[BibTeX] [PDF]@article{boucher10, title = "Discrete distributions when modeling the disability severity score of motor victims", journal = "Accident Analysis & Prevention", volume = "42", number = "6", pages = "2041 - 2049", year = "2010", author = "Jean-Philippe Boucher and Miguel Santolino" }M. Santolino
Determinants of the decision to appeal against motor bodily injury judgements made by Spanish trial courts
International Review of Law and Economics, vol. 30, n.1, pp. 37-45, 2010.
[BibTeX] [PDF]@article{santolino10, title = "Determinants of the decision to appeal against motor bodily injury judgements made by Spanish trial courts", journal = "International Review of Law and Economics", volume = "30", number = "1", pages = "37 - 45", year = "2010", author = "Miguel Santolino" }M. Ayuso and M. Santolino
Predicting automobile claims bodily injury severity with sequential ordered logit models
Insurance: Mathematics and Economics, vol. 41, n.1, pp. 71-83, 2007.
[BibTeX] [PDF]@article{ayuso07, title = "Predicting automobile claims bodily injury severity with sequential ordered logit models", journal = "Insurance: Mathematics and Economics", volume = "41", number = "1", pages = "71 - 83", year = "2007", author = "Mercedes Ayuso and Miguel Santolino" }