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Marco Bee

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affiliation: University of Trento, Italy

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2020 – today

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2023
[j14]
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Marco Bee:
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance. Comput. Stat. Data Anal. 185: 107764 (2023)
2022
[j13]
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Marco Bee:
Estimating the wrapped stable distribution via indirect inference. Commun. Stat. Simul. Comput. 51(11): 6371-6387 (2022)
[j12]
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Marco Bee:
The truncated g-and-h distribution: estimation and application to loss modeling. Comput. Stat. 37(4): 1771-1794 (2022)
2021
[j11]
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Marco Bee, Julien Hambuckers, Flavio Santi, Luca Trapin:
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach. Comput. Stat. 36(3): 2177-2200 (2021)

2010 – 2019

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2018
[j10]
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Marco Bee, Maria Michela Dickson, Flavio Santi:
Likelihood-based risk estimation for variance-gamma models. Stat. Methods Appl. 27(1): 69-89 (2018)
2017
[j9]
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Marco Bee, Roberto Benedetti, Giuseppe Espa:
Approximate maximum likelihood estimation of the Bingham distribution. Comput. Stat. Data Anal. 108: 84-96 (2017)
[j8]
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Marco Bee:
Density approximations and VaR computation for compound Poisson-lognormal distributions. Commun. Stat. Simul. Comput. 46(3): 1825-1841 (2017)
2015
[j7]
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Marco Bee, Giuseppe Espa, Diego Giuliani:
Approximate maximum likelihood estimation of the autologistic model. Comput. Stat. Data Anal. 84: 14-26 (2015)
[j6]
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Marco Bee:
Estimation of the Lognormal-Pareto Distribution Using Probability Weighted Moments and Maximum Likelihood. Commun. Stat. Simul. Comput. 44(8): 2040-2060 (2015)
2013
[j5]
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Marco Bee, Roberto Benedetti, Giuseppe Espa:
On maximum likelihood estimation of a Pareto mixture. Comput. Stat. 28(1): 161-178 (2013)
[j4]
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Marco Bee:
A Maximum Entropy Approach to Loss Distribution Analysis. Entropy 15(3): 1100-1117 (2013)
2011
[j3]
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Emanuele Taufer, Nikolai Leonenko, Marco Bee:
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Comput. Stat. Data Anal. 55(8): 2525-2539 (2011)

2000 – 2009

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2009
[j2]
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Marco Bee:
Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk. Commun. Stat. Simul. Comput. 38(5): 939-960 (2009)
2005
[j1]
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Marco Bee:
Estimating rating transition probabilites with missing data. Stat. Methods Appl. 14(1): 127-141 (2005)

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