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Items where Author is "Tzougas, George"

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Number of items: 12.

Chen, Zezhun Chen, Dassios, Angelos and Tzougas, George (2021) A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations. Journal of Applied Statistics. ISSN 0266-4763 (In Press)

Makariou, Despoina, Barrieu, Pauline 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

Tzougas, George and Jeong, Himchan (2021) An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. Risks, 9 (1). pp. 1-17. ISSN 2227-9091

Tzougas, George (2020) EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. Risks, 8 (3). pp. 1-23. ISSN 2227-9091

Tzougas, George and Karlis, Dimitris (2020) An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. Astin Bulletin, 50 (2). 555 - 583. ISSN 0515-0361

Tzougas, George, Hoon, W. L. and Lim, J. M. (2019) The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. European Actuarial Journal, 9 (1). 323 - 344. ISSN 2190-9733

Tzougas, George, Yik, Woo Hee and Mustaqeem, Muhammad Waqar (2019) Insurance ratemaking using the Exponential-Lognormal regression model. Annals of Actuarial Science. 1 - 30. ISSN 1748-4995

Tzougas, George, Vrontos, Spyridon and Frangos, Nicholas (2018) Bonus-Malus systems with two component mixture models arising from different parametric families. North American Actuarial Journal. ISSN 1092-0277

Tzougas, George, Karlis, Dimitris and Frangos, Nicholas (2017) Confidence intervals of the premiums of optimal Bonus Malus Systems. Scandinavian Actuarial Journal, 2018 (2). pp. 129-144. ISSN 0346-1238

Tzougas, George, Vrontos, Spyridon D. and Frangos, Nickolaos E. (2015) Risk classification for claim counts and losses using regression models for location, scale and shape. Variance, 9 (1). pp. 140-157. ISSN 1940-6444

Tzougas, George, Vrontos, Spyridon and Frangos, Nicholas (2014) Optimal Bonus-Malus Systems using finite mixture models. Astin Bulletin, 44 (2). pp. 417-444. ISSN 0515-0361

Tzougas, George and Frangos, Nicholas (2014) The design of an optimal Bonus-Malus System based on the Sichel distribution. In: Silvestrov, Dmitrii and Martin-Löf, Anders, (eds.) Modern Problems in Insurance Mathematics. EAA Series. Springer International Publishing, Cham, Switzerland. ISBN 9783319066523

This list was generated on Tue Jan 18 08:40:50 2022 GMT.