2022
| Authors | Publication |
|---|---|
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Al-Mudafer, MT., Avanzi, B., Taylor, G., Wong, B. | Stochastic loss reserving with mixture density neural networks INSURANCE MATHEMATICS & ECONOMICS, Vol. 105, pp. 144-174 https://dx.doi.org/10.1016/j.insmatheco.2022.03.010 |
| Avanzi, B., Taylor, G., Wang, M. | SPLICE: a synthetic paid loss and incurred cost experience simulator ANNALS OF ACTUARIAL SCIENCE, https://dx.doi.org/10.1017/S1748499522000057 |
| Calderin-Ojeda, E., Lopez-Campos, G., Gomez-Deniz, E. | A Copula Type-Model for Examining the Role of Microbiome as a Potential Tool in Diagnosis MATHEMATICAL PROBLEMS IN ENGINEERING, Vol. 2022 https://dx.doi.org/10.1155/2022/8033806 |
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Gomez-Deniz, E., Calderin-Ojeda, E., Gomez, HW. | Asymmetric versus Symmetric Binary Regresion: A New Proposal with Applications SYMMETRY-BASEL, Vol. 14, Issue 4 https://dx.doi.org/10.3390/sym14040733 |
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Gómez-Déniz, E., Calderín-Ojeda, E., Gómez, HW. | Symmetric and Asymmetric Distributions: Theoretical Developments and Applications III Symmetry, Vol. 14, Issue 10 https://dx.doi.org/10.3390/sym14102143 |
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Gomez-Deniz, E., Calderin-Ojeda, E., Maria, Sarabia. | The arctan family of distributions: New results with applications CHILEAN JOURNAL OF STATISTICS, Vol. 13, Issue 1, pp. 113-132 https://dx.doi.org/10.32372/ChJS.13-01-06 |
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Gomez-Deniz, E., Leiva, V., Calderin-Ojeda, E., Chesneau, C. | A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications COMPUTATIONAL & APPLIED MATHEMATICS, Vol. 41, Issue 4 https://dx.doi.org/10.1007/s40314-022-01875-6 |
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Huang, X., Shang, HL., Pitt, D. | A model sufficiency test using permutation entropy JOURNAL OF FORECASTING, Vol. 41, Issue 5, pp. 1017-1036 https://dx.doi.org/10.1002/for.2849 |
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Huang, X., Shang, HL., Pitt, D. | Permutation entropy and its variants for measuring temporal dependence Australian & New Zealand Journal of Statistics, Vol. 64, Issue 4, pp. 442-477 https://dx.doi.org/10.1111/anzs.12376 |