Items where Author is "Tzougas, George"

Number of items: 21.
  • Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression. (2022) Chen, Zezhun and Dassios, Angelos and Tzougas, George picture_as_pdf
  • An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021) Tzougas, George and Jeong, Himchan picture_as_pdf
  • Bivariate mixed Poisson regression models with varying dispersion. Tzougas, George and di Cerchiara, Alice Pignatelli picture_as_pdf
  • Bonus-Malus systems with two component mixture models arising from different parametric families. Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas
  • Confidence intervals of the premiums of optimal Bonus Malus Systems. Tzougas, George and Karlis, Dimitris and Frangos, Nicholas
  • An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. Tzougas, George and Karlis, Dimitris picture_as_pdf
  • EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. Chen, Zezhun Chen and Dassios, Angelos and Tzougas, George picture_as_pdf
  • EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion:an application to insurance ratemaking. Tzougas, George picture_as_pdf
  • EM estimation for the bivariate mixed exponential regression model. Chen, Zezhun and Dassios, Angelos and Tzougas, George picture_as_pdf
  • INAR approximation of bivariate linear birth and death process. Chen, Zezhun Chen and Dassios, Angelos and Tzougas, George picture_as_pdf
  • Insurance ratemaking using the Exponential-Lognormal regression model. Tzougas, George and Yik, Woo Hee and Mustaqeem, Muhammad Waqar picture_as_pdf
  • Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions. Tzougas, George and Hong, Natalia and Ho, Ryan picture_as_pdf
  • Multivariate zero-inflated INAR(1) model with an application in automobile insurance. Zhang, Pengcheng and Chen, Zezhun and Tzougas, George and Calderín–Ojeda, Enrique and Dassios, Angelos and Wu, Xueyuan picture_as_pdf
  • Optimal Bonus-Malus Systems using finite mixture models. Tzougas, George and Vrontos, Spyridon and Frangos, Nicholas
  • Risk classification for claim counts and losses using regression models for location, scale and shape. Tzougas, George and Vrontos, Spyridon D. and Frangos, Nickolaos E.
  • The design of an optimal Bonus-Malus System based on the Sichel distribution. Tzougas, George and Frangos, Nicholas picture_as_pdf
  • A finite mixture modelling perspective for combining experts’ opinions with an application to quantile-based risk measures. Makariou, Despoina and Barrieu, Pauline and Tzougas, George picture_as_pdf
  • A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations. Chen, Zezhun Chen and Dassios, Angelos and Tzougas, George picture_as_pdf
  • The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. Tzougas, George and Makariou, Despoina picture_as_pdf
  • The multivariate mixed Negative Binomial regression model with an application to insurance a posteriori ratemaking. Tzougas, George and Pignatelli di Cerchiara, Alice
  • The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. Tzougas, George and Hoon, W. L. and Lim, J. M. picture_as_pdf