Georgios Pitselis

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
Multi-population mortality modelling and forecasting: a hierarchical credibility regression approach European Actuarial Journal	2021-12-17	Paper
Quantiles in a multi-stage nested classification credibility model European Actuarial Journal	2021-01-20	Paper
Multi-stage nested classification credibility quantile regression model Insurance Mathematics & Economics	2020-08-03	Paper
Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data Insurance Mathematics & Economics	2020-08-03	Paper
scientific article; zbMATH DE number 6971097 (Why is no real title available?)	2018-11-02	Paper
Risk measures in a quantile regression credibility framework with Fama/French data applications Insurance Mathematics & Economics	2017-05-24	Paper
De Vylder's robust nonlinear regression credibility	2017-03-13	Paper
Credible risk measures with applications in actuarial sciences and finance Insurance Mathematics & Economics	2016-12-13	Paper
Robust loss reserving in a log-linear model Insurance Mathematics & Economics	2015-09-14	Paper
Robust Eligible Own Funds and Value at Risk Under Solvency II System Communications in Statistics. Simulation and Computation	2014-05-23	Paper
Quantile credibility models Insurance Mathematics & Economics	2014-04-04	Paper
Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality Insurance Mathematics & Economics	2014-04-03	Paper
A review on robust estimators applied to regression credibility Journal of Computational and Applied Mathematics	2013-01-14	Paper
Credibility when risk characteristics vary with time HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science	2012-07-02	Paper
Solvency supervision based on a total balance sheet approach Journal of Computational and Applied Mathematics	2009-10-09	Paper
Further improved recursions for a class of compound Poisson distributions Insurance Mathematics & Economics	2009-05-12	Paper
Robust regression credibility: The influence function approach Insurance Mathematics & Economics	2008-08-22	Paper
Application of M-Estimators to Cross-Section Effect Models Communications in Statistics. Simulation and Computation	2005-10-17	Paper
A seemingly unrelated regression model in a credibility framework. Insurance Mathematics & Economics	2004-05-27	Paper

Research outcomes over time

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