2022

AuthorsPublication
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
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
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
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
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
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
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