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Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023
Persistent link: https://www.econbiz.de/10014431361
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Skew mixture models for loss distributions : a Bayesian approach
Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 617-623
Persistent link: https://www.econbiz.de/10009683205
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Compound unimodal distributions for insurance losses
Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello - In: Insurance / Mathematics & economics 81 (2018), pp. 95-107
Persistent link: https://www.econbiz.de/10011904625
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Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro; Maruotti, Antonello; Petrella, Lea - In: Journal of empirical finance 43 (2017), pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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Hidden Markov and Semi-Markov models with multivariate leptokurtic-normal components for robust modeling of daily returns series
Maruotti, Antonello; Punzo, Antonio; Bagnato, Luca - In: Journal of financial econometrics 17 (2019) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10012054429
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Hidden semi-Markov models for rainfall-related insurance claims
Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - In: Insurance : mathematics and economics 120 (2025), pp. 91-106
Persistent link: https://www.econbiz.de/10015431890