G. Tzougas

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data Journal of the Royal Statistical Society. Series C. Applied Statistics	2026-03-13	Paper
Accelerating the computation of Shapley effects for datasets with many observations European Actuarial Journal	2025-12-16	Paper
Multivariate Zero-Inflated INAR(1) Model with an Application in Automobile Insurance North American Actuarial Journal	2025-07-25	Paper
Multivariate claim count regression model with varying dispersion and dependence parameters Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-06-04	Paper
A novel M-Lognormal–Burr regression model with varying threshold for modeling heavy-tailed claim severity data Journal of Applied Statistics	2025-01-14	Paper
EM estimation for the mixed Pareto regression model for claim severities Communications in Statistics. Theory and Methods	2024-07-26	Paper
EM estimation for bivariate mixed Poisson INAR(1) claim count regression models with correlated random effects European Actuarial Journal	2024-06-04	Paper
Soft splicing model: bridging the gap between composite model and finite mixture model Scandinavian Actuarial Journal	2024-02-26	Paper
INAR approximation of bivariate linear birth and death process Statistical Inference for Stochastic Processes	2024-02-06	Paper
Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression Computational Statistics	2023-08-29	Paper
Bivariate Mixed Poisson Regression Models with Varying Dispersion North American Actuarial Journal	2023-08-01	Paper
Mixture Composite Regression Models with Multi-type Feature Selection North American Actuarial Journal	2023-08-01	Paper
A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations Journal of Applied Statistics	2023-06-19	Paper
The multivariate mixed negative binomial regression model with an application to insurance a posteriori ratemaking Insurance Mathematics & Economics	2021-11-19	Paper
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion ASTIN Bulletin	2020-08-31	Paper
The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking European Actuarial Journal	2019-09-03	Paper
Confidence intervals of the premiums of optimal bonus malus systems Scandinavian Actuarial Journal	2018-08-31	Paper
Bonus-malus systems with two-component mixture models arising from different parametric families North American Actuarial Journal	2018-06-20	Paper
The design of an optimal bonus-malus system based on the Sichel distribution EAA Series	2015-10-15	Paper
Optimal bonus-malus systems using finite mixture models ASTIN Bulletin	2014-06-11	Paper

Research outcomes over time

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