Edit Profile (opens in new tab) Bee, Marco Compute Distance To: Compute Author ID: bee.marco Published as: Bee, Marco; Bee, M. External Links: ORCID Documents Indexed: 25 Publications since 2002 Co-Authors: 15 Co-Authors with 14 Joint Publications 260 Co-Co-Authors all top 5 Co-Authors 10 single-authored 6 Trapin, Luca 5 Espa, Giuseppe 3 Santi, Flavio 2 Benedetti, Roberto 2 Hambuckers, Julien 1 Arbia, Giuseppe 1 Dickson, Maria Michela 1 Dupuis, Debbie J. 1 Giuliani, Diego 1 Leonenko, Nikolai N. 1 Riccaboni, Massimo 1 Soltani, Ahmad Reza 1 Tafakori, Laleh 1 Tamborini, Roberto 1 Taufer, Emanuele all top 5 Serials 5 Communications in Statistics. Simulation and Computation 3 Computational Statistics 3 Computational Statistics and Data Analysis 3 Quantitative Finance 2 Communications in Statistics. Theory and Methods 2 Statistical Methods and Applications 1 Scandinavian Journal of Statistics 1 Insurance Mathematics & Economics 1 Journal of Economic Dynamics & Control 1 Journal of Statistical Computation and Simulation 1 Applied Mathematical Finance 1 Entropy Fields 21 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Probability theory and stochastic processes (60-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 17 Publications have been cited 38 times in 30 Documents Cited by ▼ Year ▼ Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco 6 2011 A simple approach to the estimation of Tukey’s gh distribution. Zbl 07184798Bee, M.; Trapin, L. 5 2016 Estimating rating transition probabilities with missing data. Zbl 1089.62122Bee, Marco 3 2005 Approximate maximum likelihood estimation of the Bingham distribution. Zbl 1466.62028Bee, Marco; Benedetti, Roberto; Espa, Giuseppe 3 2017 A characteristic function-based approach to approximate maximum likelihood estimation. Zbl 07416438Bee, M.; Trapin, L. 3 2018 Density approximations and VaR computation for compound Poisson-lognormal distributions. Zbl 1364.62038Bee, M. 3 2017 Modelling credit default swap spreads by means of normal mixtures and copulas. Zbl 1106.91367Bee, Marco 2 2004 Adaptive importance sampling for simulating copula-based distributions. Zbl 1232.62082Bee, Marco 2 2011 Approximate maximum likelihood estimation of the autologistic model. Zbl 06984142Bee, Marco; Espa, Giuseppe; Giuliani, Diego 2 2015 Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood. Zbl 1328.62114Bee, Marco 2 2015 Importance sampling for sums of lognormal distributions with applications to operational risk. Zbl 1160.62307Bee, Marco 1 2009 An extreme value analysis of the last century crises across industries in the U.S. economy. Zbl 1401.91311Bee, Marco; Riccaboni, Massimo; Trapin, Luca 1 2017 A problem of dimensionality in normal mixture analysis. Zbl 1035.62062Bee, Marco; Flury, Bernard 1 2002 US stock returns: are there seasons of excesses? Zbl 1400.91693Bee, Marco; Dupuis, Debbie J.; Trapin, Luca 1 2016 Likelihood-based risk estimation for variance-gamma models. Zbl 1387.62108Bee, Marco; Dickson, Maria Michela; Santi, Flavio 1 2018 Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. Zbl 07432230Bee, Marco; Hambuckers, Julien; Santi, Flavio; Trapin, Luca 1 2021 Estimating large losses in insurance analytics and operational risk using the g-and-h distribution. Zbl 1479.91305Bee, M.; Hambuckers, J.; Trapin, L. 1 2021 Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. Zbl 07432230Bee, Marco; Hambuckers, Julien; Santi, Flavio; Trapin, Luca 1 2021 Estimating large losses in insurance analytics and operational risk using the g-and-h distribution. Zbl 1479.91305Bee, M.; Hambuckers, J.; Trapin, L. 1 2021 A characteristic function-based approach to approximate maximum likelihood estimation. Zbl 07416438Bee, M.; Trapin, L. 3 2018 Likelihood-based risk estimation for variance-gamma models. Zbl 1387.62108Bee, Marco; Dickson, Maria Michela; Santi, Flavio 1 2018 Approximate maximum likelihood estimation of the Bingham distribution. Zbl 1466.62028Bee, Marco; Benedetti, Roberto; Espa, Giuseppe 3 2017 Density approximations and VaR computation for compound Poisson-lognormal distributions. Zbl 1364.62038Bee, M. 3 2017 An extreme value analysis of the last century crises across industries in the U.S. economy. Zbl 1401.91311Bee, Marco; Riccaboni, Massimo; Trapin, Luca 1 2017 A simple approach to the estimation of Tukey’s gh distribution. Zbl 07184798Bee, M.; Trapin, L. 5 2016 US stock returns: are there seasons of excesses? Zbl 1400.91693Bee, Marco; Dupuis, Debbie J.; Trapin, Luca 1 2016 Approximate maximum likelihood estimation of the autologistic model. Zbl 06984142Bee, Marco; Espa, Giuseppe; Giuliani, Diego 2 2015 Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood. Zbl 1328.62114Bee, Marco 2 2015 Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco 6 2011 Adaptive importance sampling for simulating copula-based distributions. Zbl 1232.62082Bee, Marco 2 2011 Importance sampling for sums of lognormal distributions with applications to operational risk. Zbl 1160.62307Bee, Marco 1 2009 Estimating rating transition probabilities with missing data. Zbl 1089.62122Bee, Marco 3 2005 Modelling credit default swap spreads by means of normal mixtures and copulas. Zbl 1106.91367Bee, Marco 2 2004 A problem of dimensionality in normal mixture analysis. Zbl 1035.62062Bee, Marco; Flury, Bernard 1 2002 all cited Publications top 5 cited Publications all top 5 Cited by 55 Authors 8 Bee, Marco 4 Trapin, Luca 2 Hambuckers, Julien 2 Meintanis, Simos G. 2 Nadarajah, Saralees 2 Taufer, Emanuele 1 Amsler, Christine 1 Bagnato, Luca 1 Bekker, Andriëtte 1 Caserini, Nicoló Andrea 1 Chan, Wenyaw 1 Chechkin, Aleksei V. 1 Cobb, Barry R. 1 Ebner, Bruno 1 Fischer, Matthias 1 Hashemi, Farzane 1 Jamalizadeh, Ahad 1 Jammalamadaka, Sreenivasa Rao 1 Jiang, Kaifeng 1 Karaçam, Serpil Ünal 1 Klar, Bernhard 1 Kotchoni, Rachidi 1 Kwofie, Charles 1 Luo, Ming 1 Maruotti, Antonello 1 Milovanović, Gradimir V. 1 Möstel, Linda 1 Naderi, Mehrdad 1 Ngataman, N. 1 Pagnottoni, Paolo 1 Pfälzner, Fabian 1 Pfeuffer, Marius 1 Pitera, Marcin 1 Popović, Biljana Č. 1 Prendergast, Luke Anthony 1 Punzo, Antonio 1 Riccaboni, Massimo 1 Rumí, Rafael 1 Russo, Alberto 1 Salmerón, Antonio 1 Santi, Flavio 1 Soltani, Ahmad Reza 1 Staudte, Robert G. jun. 1 Stojanović, Vladica S. 1 Sun, Defeng 1 Symanski, Elaine 1 Tafakori, Laleh 1 Tang, Yanlin 1 Toh, Kim Chuan 1 Tsionas, Mike G. 1 Wang, Yinfeng 1 Wu, Shaomin 1 Wyłomańska, Agnieszka 1 Yeh, Hung-Wen 1 Zhang, Xinsheng all top 5 Cited in 19 Serials 5 Communications in Statistics. Simulation and Computation 3 Communications in Statistics. Theory and Methods 2 Journal of Economic Dynamics & Control 2 Computational Statistics 2 Computational Statistics and Data Analysis 2 Quantitative Finance 2 Statistical Methods and Applications 1 The American Statistician 1 Applied Mathematics and Computation 1 Journal of Computational and Applied Mathematics 1 Insurance Mathematics & Economics 1 Econometric Reviews 1 Computers & Operations Research 1 Mathematical and Computer Modelling 1 European Journal of Operational Research 1 Statistical Papers 1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics 1 Entropy 1 Mathematical Programming Computation all top 5 Cited in 7 Fields 25 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) 1 Numerical analysis (65-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year