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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