Marco Bee

Available identifiers

zbMath Open bee.marcoWikidataQ61187485 ScholiaQ61187485MaRDI QIDQ128098

List of research outcomes

Publication	Date of Publication	Type
FitDynMix	2024-01-11	Software
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance	2023-09-01	Paper
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér-von Mises distance	2023-07-13	Paper
LNPar	2023-06-30	Software
Estimating the wrapped stable distribution via indirect inference	2022-12-13	Paper
The truncated g-and-h distribution: estimation and application to loss modeling	2022-11-15	Paper
Some analytical results on bivariate stable distributions with an application in operational risk	2022-07-22	Paper
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach	2022-03-08	Paper
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution	2021-12-01	Paper
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach	2021-11-23	Paper
A characteristic function-based approach to approximate maximum likelihood estimation	2021-10-28	Paper
tukeyGH	2021-04-10	Software
A simple approach to the estimation of Tukey's gh distribution	2020-04-01	Paper
Approximate maximum likelihood estimation of the autologistic model	2018-11-23	Paper
US stock returns: are there seasons of excesses?	2018-11-14	Paper
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models	2018-08-14	Paper
Approximate maximum likelihood estimation of the Bingham distribution	2018-08-14	Paper
An extreme value analysis of the last century crises across industries in the U.S. economy	2018-08-09	Paper
Fitting spatial regressions to large datasets using unilateral approximations	2018-04-27	Paper
Likelihood-based risk estimation for variance-gamma models	2018-04-12	Paper
Density approximations and VaR computation for compound Poisson-lognormal distributions	2017-06-13	Paper
Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood	2015-07-29	Paper
On maximum likelihood estimation of a Pareto mixture	2015-02-18	Paper
A maximum entropy approach to loss distribution analysis	2014-09-19	Paper
Adaptive importance sampling for simulating copula-based distributions	2011-08-01	Paper
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk	2009-05-12	Paper
Estimating rating transition probabilities with missing data	2006-06-12	Paper
Modelling credit default swap spreads by means of normal mixtures and copulas	2005-05-09	Paper
Testing for Redundancy in Normal Mixture Analysis	2005-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4464579	2004-05-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
family name	Bee
given name	Marco
instance of	human
occupation	researcher
sex or gender	male

This page was built for person: Marco Bee