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Author ID: bee.marco Recent zbMATH articles by "Bee, Marco"
Published as: Bee, Marco; Bee, M.
External Links: ORCID
Documents Indexed: 26 Publications since 2002
Co-Authors: 15 Co-Authors with 14 Joint Publications
277 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 47 times in 34 Documents Cited by Year
A simple approach to the estimation of Tukey’s gh distribution. Zbl 07184798
Bee, M.; Trapin, L.
7
2016
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170
Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco
6
2011
Approximate maximum likelihood estimation of the Bingham distribution. Zbl 1466.62028
Bee, Marco; Benedetti, Roberto; Espa, Giuseppe
5
2017
A characteristic function-based approach to approximate maximum likelihood estimation. Zbl 1508.62061
Bee, M.; Trapin, L.
4
2018
Approximate maximum likelihood estimation of the autologistic model. Zbl 1507.62010
Bee, Marco; Espa, Giuseppe; Giuliani, Diego
4
2015
Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood. Zbl 1328.62114
Bee, Marco
3
2015
Density approximations and VaR computation for compound Poisson-lognormal distributions. Zbl 1364.62038
Bee, M.
3
2017
Estimating rating transition probabilities with missing data. Zbl 1089.62122
Bee, Marco
3
2005
Adaptive importance sampling for simulating copula-based distributions. Zbl 1232.62082
Bee, Marco
2
2011
Modelling credit default swap spreads by means of normal mixtures and copulas. Zbl 1106.91367
Bee, Marco
1
2004
A problem of dimensionality in normal mixture analysis. Zbl 1035.62062
Bee, Marco; Flury, Bernard
1
2002
The truncated g-and-h distribution: estimation and application to loss modeling. Zbl 1505.62057
Bee, Marco
1
2022
Some analytical results on bivariate stable distributions with an application in operational risk. Zbl 07562214
Tafakori, L.; Bee, M.; Soltani, A. R.
1
2022
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution. Zbl 1479.91305
Bee, M.; Hambuckers, J.; Trapin, L.
1
2021
An extreme value analysis of the last century crises across industries in the U.S. economy. Zbl 1401.91311
Bee, Marco; Riccaboni, Massimo; Trapin, Luca
1
2017
Likelihood-based risk estimation for variance-gamma models. Zbl 1387.62108
Bee, 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 1505.62058
Bee, Marco; Hambuckers, Julien; Santi, Flavio; Trapin, Luca
1
2021
Importance sampling for sums of lognormal distributions with applications to operational risk. Zbl 1160.62307
Bee, Marco
1
2009
US stock returns: are there seasons of excesses? Zbl 1400.91693
Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
1
2016
The truncated g-and-h distribution: estimation and application to loss modeling. Zbl 1505.62057
Bee, Marco
1
2022
Some analytical results on bivariate stable distributions with an application in operational risk. Zbl 07562214
Tafakori, L.; Bee, M.; Soltani, A. R.
1
2022
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution. Zbl 1479.91305
Bee, M.; Hambuckers, J.; Trapin, L.
1
2021
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. Zbl 1505.62058
Bee, Marco; Hambuckers, Julien; Santi, Flavio; Trapin, Luca
1
2021
A characteristic function-based approach to approximate maximum likelihood estimation. Zbl 1508.62061
Bee, M.; Trapin, L.
4
2018
Likelihood-based risk estimation for variance-gamma models. Zbl 1387.62108
Bee, Marco; Dickson, Maria Michela; Santi, Flavio
1
2018
Approximate maximum likelihood estimation of the Bingham distribution. Zbl 1466.62028
Bee, Marco; Benedetti, Roberto; Espa, Giuseppe
5
2017
Density approximations and VaR computation for compound Poisson-lognormal distributions. Zbl 1364.62038
Bee, M.
3
2017
An extreme value analysis of the last century crises across industries in the U.S. economy. Zbl 1401.91311
Bee, Marco; Riccaboni, Massimo; Trapin, Luca
1
2017
A simple approach to the estimation of Tukey’s gh distribution. Zbl 07184798
Bee, M.; Trapin, L.
7
2016
US stock returns: are there seasons of excesses? Zbl 1400.91693
Bee, Marco; Dupuis, Debbie J.; Trapin, Luca
1
2016
Approximate maximum likelihood estimation of the autologistic model. Zbl 1507.62010
Bee, Marco; Espa, Giuseppe; Giuliani, Diego
4
2015
Estimation of the lognormal-Pareto distribution using probability weighted moments and maximum likelihood. Zbl 1328.62114
Bee, Marco
3
2015
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170
Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco
6
2011
Adaptive importance sampling for simulating copula-based distributions. Zbl 1232.62082
Bee, Marco
2
2011
Importance sampling for sums of lognormal distributions with applications to operational risk. Zbl 1160.62307
Bee, Marco
1
2009
Estimating rating transition probabilities with missing data. Zbl 1089.62122
Bee, Marco
3
2005
Modelling credit default swap spreads by means of normal mixtures and copulas. Zbl 1106.91367
Bee, Marco
1
2004
A problem of dimensionality in normal mixture analysis. Zbl 1035.62062
Bee, Marco; Flury, Bernard
1
2002

Citations by Year