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Bonus-Malus Systems with two-component mixture models arising from different parametric families

Tzougas, George; Vrontos, Spyridon; Frangos, Nicholas - In: North American actuarial journal 22 (2018) 1, pp. 55-91

Persistent link: https://www.econbiz.de/10012267981

Confidence intervals of the premiums of optimal bonus malus systems

Karlis, Dimitris; Tzougas, George; Frangos, Nicholas - In: Scandinavian actuarial journal (2018) 2, pp. 129-144

Persistent link: https://www.econbiz.de/10011880840

Occupational Pension Funds in Greece

FRANGOS, Nicholas - EcoMod Network

Persistent link: https://www.econbiz.de/10010935515

EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion : an application to insurance ratemaking

Tzougas, George - In: Risks : open access journal 8 (2020) 3/97, pp. 1-23

This article presents the Poisson-Inverse Gamma regression model with varying dispersion for approximating heavy-tailed and overdispersed claim counts. Our main contribution is that we develop an Expectation-Maximization (EM) type algorithm for maximum likelihood (ML) estimation of the...

Persistent link: https://www.econbiz.de/10012293316

On the directional predictability of equity premium using machine learning techniques

Iworiso, Jonathan; Vrontos, Spyridon - In: Journal of Forecasting 39 (2019) 3, pp. 449-469

Persistent link: https://www.econbiz.de/10012189033

Hedge fund return predictability : to combine forecasts or combine information?

Panopulu, Aikaterinē; Vrontos, Spyridon - In: Journal of banking & finance 56 (2015), pp. 103-122

Persistent link: https://www.econbiz.de/10011488606

Evaluation of multivariate GARCH models in an optimal asset allocation framework

Nor Syahilla Abdul Aziz; Vrontos, Spyridon; Hasim, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 568-596

Persistent link: https://www.econbiz.de/10012120131

On the predictability of the equity premium using deep learning techniques

Iworiso, Jonathan; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 1, pp. 74-92

Persistent link: https://www.econbiz.de/10012486254

Style rotation revisited

Galakis, John; Vrontos, Ioannis; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 2, pp. 110-133

Persistent link: https://www.econbiz.de/10012519266

EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: An application to insurance ratemaking

Tzougas, George - In: Risks 8 (2020) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10013200630