A parsimonious dynamic mixture for heavy-tailed distributions von Bee, Marco

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Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance von Bee, Marco

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Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? von Hussin Adam Khatir, Ahmed Almustfa, Bee, Marco

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A Maximum Entropy Approach to Loss Distribution Analysis von Bee, Marco

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Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective von Bee, Marco, Dupuis, Debbie J., Trapin, Luca

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On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach von Bee, Marco

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Unsupervised tail modeling via noisy cross‐entropy minimization von Bee, Marco

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Estimating and forecasting conditional risk measures with extreme value theory: A review von Bee, Marco, Trapin, Luca

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The truncated g-and-h distribution: estimation and application to loss modeling von Bee, Marco

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Where Gibrat meets Zipf: Scale and scope of French firms von Bee, Marco, Riccaboni, Massimo, Schiavo, Stefano

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Powerless: gains from trade when firm productivity is not Pareto distributed von Bee, Marco, Schiavo, Stefano

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Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect von Pourkhanali, Armin, Tafakori, Laleh, Bee, Marco

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The size distribution of US cities: Not Pareto, even in the tail von Bee, Marco, Riccaboni, Massimo, Schiavo, Stefano

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Approximate maximum likelihood estimation of the Bingham distribution von Bee, Marco, Benedetti, Roberto, Espa, Giuseppe

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Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures von Bee, Marco, Dupuis, Debbie J, Trapin, Luca

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Where Gibrat meets Zipf: Scale and scope of French firms von Bee, Marco, Riccaboni, Massimo, Schiavo, Stefano

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Estimating large losses in insurance analytics and operational risk using the g-and-h distribution von Bee, M., Hambuckers, J., Trapin, L.

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Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements von Bee, Marco, Dupuis, Debbie J., Trapin, Luca

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An extreme value analysis of the last century crises across industries in the U.S. economy von Bee, Marco, Riccaboni, Massimo, Trapin, Luca

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An extreme value analysis of the last century crises across industries in the US economy von Bee, Marco, Riccaboni, Massimo, Trapin, Luca

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