Makariou, Despoina

Number of items: 5.
Article
  • Tzougas, George, Makariou, Despoina (2022). The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. Risk Management and Insurance Review, 25(4), 401 - 417. https://doi.org/10.1111/rmir.12224 picture_as_pdf
  • Makariou, Despoina, Barrieu, Pauline, Chen, Yining (2021). A random forest based approach for predicting spreads in the primary catastrophe bond market. Insurance: Mathematics and Economics, 101, 140 - 162. https://doi.org/10.1016/j.insmatheco.2021.07.003 picture_as_pdf
  • Makariou, Despoina, Barrieu, Pauline, Tzougas, George (2021). A finite mixture modelling perspective for combining experts’ opinions with an application to quantile-based risk measures. Risks, 9(6). https://doi.org/10.3390/risks9060115 picture_as_pdf
    • Chapter
  • Barrieu, Pauline, Braun, Alexander, Makariou, Despoina (2024). Catastrophe bonds. In Handbook of Insurance: Volume I: Third Edition (pp. 169-194). Springer Nature. https://doi.org/10.1007/978-3-031-69561-2_6 picture_as_pdf
    • Thesis
  • Makariou, Despoina (2022). Development and application of statistical learning methods in insurance and finance [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004391