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George Tzougas
George Tzougas
Associate Professor, Department of Actuarial Mathematics and Statistics, Heriot Watt University
Zweryfikowany adres z hw.ac.uk - Strona główna
Tytuł
Cytowane przez
Cytowane przez
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Optimal bonus-malus systems using finite mixture models
G Tzougas, S Vrontos, N Frangos
ASTIN Bulletin: The Journal of the IAA 44 (2), 417-444, 2014
552014
EM estimation for the Poisson-inverse gamma regression model with varying dispersion: an application to insurance ratemaking
G Tzougas
Risks 8 (3), 97, 2020
212020
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
G Tzougas, D Karlis
ASTIN Bulletin: The Journal of the IAA 50 (2), 555-583, 2020
212020
Mixture composite regression models with multi-type feature selection
TC Fung, G Tzougas, MV Wüthrich
North American Actuarial Journal 27 (2), 396-428, 2023
202023
Bonus-malus systems with two-component mixture models arising from different parametric families
G Tzougas, S Vrontos, N Frangos
North American Actuarial Journal 22 (1), 55-91, 2018
202018
The Multivariate Mixed Negative Binomial Regression Model with an Application to a Posteriori Ratemaking
G Tzougas, AP di Cerchiara
Insurance: Mathematics and Economics, 2021
182021
The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
G Tzougas, WL Hoon, JM Lim
European Actuarial Journal 9, 323-344, 2019
162019
The design of an optimal bonus-malus system based on the Sichel distribution
G Tzougas, N Frangos
Modern problems in insurance mathematics, 239-260, 2014
152014
Confidence intervals of the premiums of optimal bonus malus systems
D Karlis, G Tzougas, N Frangos
Scandinavian Actuarial Journal 2018 (2), 129-144, 2018
142018
Enhancing logistic regression using neural networks for classification in actuarial learning
G Tzougas, K Kutzkov
Algorithms 16 (2), 99, 2023
122023
Insurance ratemaking using the exponential-lognormal regression model
G Tzougas, WH Yik, MW Mustaqeem
Annals of Actuarial Science 14 (1), 42-71, 2020
112020
Multivariate claim count regression model with varying dispersion and dependence parameters
H Jeong, G Tzougas, TC Fung
Journal of the Royal Statistical Society Series A: Statistics in Society 186 …, 2023
82023
An expectation-maximization algorithm for the exponential-generalized inverse gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount
G Tzougas, H Jeong
Risks 9 (1), 19, 2021
82021
Bivariate Mixed Poisson Regression Models with Varying Dispersion
G Tzougas, AP di Cerchiara
North American Actuarial Journal, 2021
82021
Risk classification for claim counts and losses using regression models for location, scale and shape
G Tzougas, SD Vrontos, NE Frangos
Variance 9 (1), 140-157, 2015
62015
The role and significance of green bonds in funding transition to a low carbon economy: a case study forecasting portfolios of green bond instrument returns
G Peters, R Zhu, G Tzougas, G Rabitti, I Yusuf
Available at SSRN 4299196, 2022
42022
The multivariate Poisson‐Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters
G Tzougas, D Makariou
Risk Management and Insurance Review 25 (4), 401-417, 2022
32022
A Copula-Based Bivariate Composite Model for Modelling Claim Costs
G Aradhye, G Tzougas, D Bhati
Mathematics 12 (2), 350, 2024
22024
A combined neural network approach for the prediction of admission rates related to respiratory diseases
A Jose, AS Macdonald, G Tzougas, G Streftaris
Risks 10 (11), 217, 2022
22022
Mixed Poisson regression models with varying dispersion arising from non-conjugate mixing distributions
G Tzougas, N Hong, R Ho
Algorithms, 2022
22022
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