Georgios Pitselis

Available identifiers

zbMath Open pitselis.georgiosMaRDI QIDQ495437

List of research outcomes

Publication	Date of Publication	Type
Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach	2021-12-17	Paper
Quantiles in a multi-stage nested classification credibility model	2021-01-20	Paper
Multi-stage nested classification credibility quantile regression model	2020-08-03	Paper
Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data	2020-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q4962325	2018-11-02	Paper
Risk measures in a quantile regression credibility framework with Fama/French data applications	2017-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q2968297	2017-03-13	Paper
Credible risk measures with applications in actuarial sciences and finance	2016-12-13	Paper
Robust loss reserving in a log-linear model	2015-09-14	Paper
Robust Eligible Own Funds and Value at Risk Under Solvency II System	2014-05-23	Paper
Quantile credibility models	2014-04-04	Paper
Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality	2014-04-03	Paper
A review on robust estimators applied to regression credibility	2013-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q2895136	2012-07-02	Paper
Solvency supervision based on a total balance sheet approach	2009-10-09	Paper
Further improved recursions for a class of compound Poisson distributions	2009-05-12	Paper
Robust regression credibility: The influence function approach	2008-08-22	Paper
Application of M-Estimators to Cross-Section Effect Models	2005-10-17	Paper
A seemingly unrelated regression model in a credibility framework.	2004-05-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Georgios Pitselis