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Tzougas, George and Makariou, Despoina ORCID: 0000-0002-9001-2122 (2022) The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. Risk Management and Insurance Review, 25 (4). 401 - 417. ISSN 1098-1616
Makariou, Despoina ORCID: 0000-0002-9001-2122, Barrieu, Pauline ORCID: 0000-0001-9473-263X and Chen, Yining ORCID: 0000-0003-1697-1920 (2021) A random forest based approach for predicting spreads in the primary catastrophe bond market. Insurance: Mathematics and Economics, 101. 140 - 162. ISSN 0167-6687
Makariou, Despoina ORCID: 0000-0002-9001-2122, Barrieu, Pauline ORCID: 0000-0001-9473-263X and Tzougas, George (2021) A finite mixture modelling perspective for combining experts’ opinions with an application to quantile-based risk measures. Risks, 9 (6). ISSN 2227-9091