Marco Bee

Orcid: 0000-0002-9579-3650

Affiliations:
  • University of Trento, Italy


According to our database1, Marco Bee authored at least 15 papers between 2005 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach.
Adv. Data Anal. Classif., June, 2024

2023
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance.
Comput. Stat. Data Anal., September, 2023

2022
The truncated g-and-h distribution: estimation and application to loss modeling.
Comput. Stat., 2022

Estimating the wrapped stable distribution via indirect inference.
Commun. Stat. Simul. Comput., 2022

2021
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach.
Comput. Stat., 2021

2018
Likelihood-based risk estimation for variance-gamma models.
Stat. Methods Appl., 2018

2017
Density approximations and VaR computation for compound Poisson-lognormal distributions.
Commun. Stat. Simul. Comput., 2017

Approximate maximum likelihood estimation of the Bingham distribution.
Comput. Stat. Data Anal., 2017

2015
Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood.
Commun. Stat. Simul. Comput., 2015

Approximate maximum likelihood estimation of the autologistic model.
Comput. Stat. Data Anal., 2015

2013
A Maximum Entropy Approach to Loss Distribution Analysis.
Entropy, 2013

On maximum likelihood estimation of a Pareto mixture.
Comput. Stat., 2013

2011
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.
Comput. Stat. Data Anal., 2011

2009
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk.
Commun. Stat. Simul. Comput., 2009

2005
Estimating rating transition probabilites with missing data.
Stat. Methods Appl., 2005


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