Marco Bee

Available identifiers

zbMath Open bee.marcoDBLP79/3077WikidataQ61187485 ScholiaQ61187485MaRDI QIDQ128098

List of research outcomes

Publication	Date of Publication	Type
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach	2024-10-03	Paper
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

This page was built for person: Marco Bee