Emilio Gómez Déniz

Full Professor.

Research Group:


General Information

Current Teaching

Research Interest

Distributions theory, Bayesian statistics, robustness, Bayesian applications in economics with emphasis in actuarial statistics (credibility, ruin theory,...)

Curriculum Vitae:


Contact Details

Edificio de Economía, Empresa y Turismo.
Módulo D. Campus de Tafira.
E-35017 Las Palmas de Gran Canaria.

www.personales.ulpgc.es/egomez.dmc

Google Scholar profile

ORCID: 0000-0002-5072-7908

+34 928 451 803

Office: D4.11



Detección de factores relevantes en redes sociales incorporando información de expertos
J.M. Pérez-Sánchez, M. Acosta-García, E. Gómez-Déniz. Revista de Métodos Cuantitativos para la Economía y la Empresa, 2024, 38, pp. 1 - 13.   Fulltext   Abstract
Journal article

Bonus-Malus System: Statistical Foundation
E. Gómez-Déniz. 2024. In: International Encyclopedia of Statistical Science. Second Edition Vol. 1 (Miodrag Lovric, Eds.). Berlin Heidelberg: Springer-Verlag.   Fulltext   Abstract
Chapter

Modelling expenditure segmentation of tourists in a mature destination: an approach through infinite mixture
E. Gómez-Déniz, N. Dávila. Heliyon, 2024 (Accepted).   Fulltext   Abstract
Journal article

Reparameterized scale mixture of Rayleigh distribution regression models with varying precision
P.A. Rivera, D.I. Gallardo, O. Venegas, E. Gómez-Déniz, H.W. Gómez. Mathematics, 2024 (Accepted).   Fulltext   Abstract
Journal article

A composite half-normal-Pareto distribution with an applications to income data
N.Olmos, E. Gómez-Déniz, O. Venegas, H. Gómez-Geraldo. Mathematics, 2024 (Accepted).   Fulltext   Abstract
Journal article

Scale mixture of Gleser distribution with an application to insurance data
N. Olmos, E. Gómez-Déniz, O. Venegas. Mathematics, 2024 (Accepted).   Fulltext   Abstract
Journal article

A field -and time- normalized Bayesian approach to measuring the impact of a publication
E. Gómez-Déniz, P. Dorta-González. Scientometrics, 2024 (Accepted).   Fulltext   Abstract
Journal article

A new derivation of the Nakagami-m distribution as a composite of the Rayleigh distribution
E. Gómez-Déniz, L. Gómez. Wireless Networks, 2024 (Accepted).   Fulltext   Abstract
Journal article

Modeling citation concentration through a mixture of Leimkuhler curves
E. Gómez-Déniz, P. Dorta-González. Journal of Informetrics, 2024 (Accepted).   Fulltext   Abstract
Journal article

Scale mixture of exponential distribution with an application
J.A. Barahona, Y.M. Gómez, E. Gómez-Déniz, O. Venegas, H. Gómez-Geraldo. Mathematics, 2024, 12 (1), pp. e - 156.   Fulltext   Abstract
Journal article

On the use of Lehmann's alternative to capture extreme losses in Actuarial Science
E. Gómez-Déniz, E. Calderín. Risks, 2024, 12 (1), pp. e - 6.   Fulltext   Abstract
Journal article

New results for the Marshall-Olkin family of distributions
E. Gómez-Déniz, M.E. Ghitany, D.K. Al-Mutairi. Mathematica Slovaca, 2024, 74 (4), pp. 1023 - 1038.   Fulltext   Abstract
Journal article

A Bayesian model for online customer reviews data in tourism research: a robust analysis
E. Gómez-Déniz, M. Martel-Escobar, F.J. Vázquez-Polo. Cogent Business & Management, 2024, 11 (1), pp. e - 2363592.   Fulltext   Abstract
Journal article


Bimodal and multimodal extensions of the normal and skew normal distributions
E. Gómez-Déniz, E. Calderín, J.M. Sarabia. REVSTAT-Statistical Journal, 2023 (Accepted).   Fulltext   Abstract
Journal article

Conditional tail expectation and premium calculation under asymmetric loss
E. Calderín, E. Gómez-Déniz, F.J. Vázquez-Polo. Axioms, 2023, 12 (5), pp. e - 496.   Fulltext   Abstract
Journal article

Bimodal length of stay in the accommodation sharing economy
E. Gómez-Déniz, J.V. Pérez-Rodríguez, J.M. Hernández. Tourism Economics, 2023, 29 (7), pp. 1890 - 1914.   Fulltext   Abstract
Journal article

Beyond the lognormal distribution with properties and applications
E. Gómez-Déniz, O. Venegas, H. W. Gómez. Brazilian Journal of Probability and Statistics, 2023, 37 (2), pp. 263 - 281.   Fulltext   Abstract
Journal article


The heavy-tailed Gleser model: properties, estimation and application
N. Olmos, E. Gómez-Déniz, O. Venegas. Mathematics, 2022 (Accepted).   Fulltext   Abstract
Journal article

Symmetric and Asymmetric Distributions: Theoretical Developments and Applications III
E. Gómez-Déniz, E. Calderín, H. Gómez-Geraldo. Symmetry, 2022, 14 (10, 2143), pp. 1 - 4.   Fulltext   Abstract
Journal article

A note on the way to generate singular matrix
E. Gómez-Déniz. Advances in Mathematics: Scientific Journal, 2022, 11 (10), pp. 849 - 851.   Fulltext   Abstract
Journal article

Applied Statistics in Social Sciences
E. Gómez-Déniz, E. Calderín. 2022. London: CRC Press Taylon & Francis Group. Boca Raton London New York. ISBN: 978-0-367-64204-4.   Fulltext   Abstract
Book

Searching for informed traders in stock markets: The case of Banco Popular
J.V. Pérez-Rodríguez, S. Sosvilla-Rivero, J. Andrada-Félix, E. Gómez-Déniz. North American Journal of Economics and Finance, 2022, 63 (101791), pp. 1 - 14.   Fulltext   Abstract
Journal article

Analyzing how the Social Security Reserve Fund in Spain affects the sustainability of the Pension System
E. Gómez-Déniz, J.V. Pérez-Rodríguez, S. Sosvilla Rivero. Risks. Special Issue: Longevity Risk Modelling and Management, 2022, 10 (6), pp. 120 - 137.   Fulltext   Abstract
Journal article

The arctan family of distributions: New results with applications
E. Gómez-Déniz, E. Calderín, J.M. Sarabia. Chilean Journal of Statistics, 2022 (Accepted).   Fulltext   Abstract
Journal article

A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: Estimation, regression, and applications
E. Gómez-Déniz, V. Leiva, E. Calderín, C. Chesneau. Computational and Applied Mathematics, 2022 (Accepted).   Fulltext   Abstract
Journal article

A copula type-model for examining the role of microbiome as a potential tool in diagnosis
E. Calderín, López-Campos, Guillermo, E. Gómez-Déniz. Mathematical Problems in Engineering, 2022 (Accepted).   Fulltext   Abstract
Journal article

Asymmetric versus symmetric binary regresion. A new proposal with applications
E. Gómez-Déniz, E. Calderín, H. Gómez-Geraldo. Symmetry. Special Issue: Symmetric and Asymmetric Distributions: Theoretical Developments and Applications III, 2022, 14 (733), pp. 1 - 13.   Fulltext   Abstract
Journal article

Modelling expenditure in tourism using the log-skew normal distribution
E. Gómez-Déniz, N. Dávila, J. Boza-Chirino. Current Issues in Tourism, 2022, 25 (14), pp. 2357 - 2376.   Fulltext   Abstract
Journal article

Determinants of gender-based violence against women in Spain: an asymmetric Bayesian model
J.M. Pérez Sánchez, N. Dávila, E. Gómez-Déniz. Journal of Interpersonal Violence, 2022, 37 (9-10), pp. NP7109 - NP7128.   Fulltext   Abstract
Journal article

Exact credibility reference Bayesian premiums
E. Gómez-Déniz, F.J. Vázquez-Polo. Insurance: Mathematics and Economics, 2022, 105, pp. 128 - 143.   Fulltext   Abstract
Journal article

Modeling the obsolescence of research literature in disciplinary journals through the age of their cited references
P. Dorta-González, E. Gómez-Déniz. Scientometrics, 2022, 127 (6), pp. 2901 - 2931.   Fulltext   Abstract
Journal article


Statistical inference for a general family of modified exponentiated distributions
E. Gómez-Déniz, Y. Iriarte, Y.M. Gómez, I. Barranco-Chamorro, H.W. Gómez. Mathematics, 2021, 9 (23), pp. e - 3069.   Fulltext   Abstract
Journal article

Measuring efficiency in the Olympic Games disciplines of the Spanish athletes
E. Gómez-Déniz, N. Dávila, A. Leiva-Arcas, M.J. Martínez-Patiño. Mathematics, 2021 (Accepted).   Fulltext   Abstract
Journal article

A priori ratemaking selection using multivariate regression models allowing different coverages in auto insurance
E. Gómez-Déniz, E. Calderín-Ojeda. Risks, 2021, 9 (137), pp. 1 - 28.   Fulltext   Abstract
Journal article

Matemáticas Aplicadas a las Ciencias Sociales (Colección Manuales de Acceso. Curso preparatorio de acceso a la Universidad para mayores de 25 años)
E. Gómez-Déniz, C. González-Martel. 2021. Las Palmas de Gran Canaria: ULPGC. ISBN: 978-84-9042-407-0.   Fulltext   Abstract
Book

A bimodal extension of the Exponential distribution with applications in Risk Theory
J. Reyes, E. Gómez-Déniz, H.W. Gómez, E. Calderín-Ojeda. Symmetry, 2021, 13, pp. 1 - 16.   Fulltext   Abstract
Journal article

Parametric Lorenz curves based on the beta system of distributions
E. Gómez-Déniz, J.M. Sarabia, V. Jordá. Communications in Statistics-Theory and Methods, 2021 (Accepted).   Fulltext   Abstract
Journal article

Properties and applications of a new family of skew distributions
E. Gómez-Déniz, B.C. Arnold, J.M. Sarabia, H.W. Gómez. Mathematics, 2021, 9 (87), pp. 1 - 18.   Fulltext   Abstract
Journal article

Bimodal normal distribution: extensions and applications
E. Gómez-Déniz, J.M. Sarabia, E. Calderín. Journal of Computational and Applied Mathematics, 2021, 288 (1), pp. e - 113292.   Fulltext   Abstract
Journal article

Tourist tax to promote low emission vehicles rental
E. Gómez-Déniz, J. Boza-Chirino, N. Dávila. Tourism Economics, 2021, 27 (7), pp. 1461 - 1481.   Fulltext   Abstract
Journal article

Testing unobserved market heterogeneity in financial markets: The case of Banco Popular
J.V. Pérez-Rodríguez, E. Gómez-Déniz, S. Sosvilla-Rivero. Quarterly Review of Economics and Finance, 2021, 79, pp. 151 - 160.   Fulltext   Abstract
Journal article

Spending and length of stay by tourists flying to the Canary Islands (Spain) using low-cost carriers
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Applied Spatial Analysis and Policy, 2021, 14 (3), pp. 631 - 658.   Fulltext   Abstract
Journal article

Skewed binary regression to study rental cars by tourists in the Canary Islands
N. Dávila, J.M. Pérez-Sánchez, E. Gómez-Déniz, J. Boza-Chirino. Journal of Risk and Financial Management, 2021 (Accepted).   Fulltext   Abstract
Journal article

Modelling dependence between daily tourist expenditure and length of stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Tourism Economics, 2021, 27 (8), pp. 1615 - 1628.   Fulltext   Abstract
Journal article


Financial and Actuarial Properties of the Beta-Pareto as a Long-Tail Distribution (invited paper)
E. Gómez-Déniz, E. Calderín. Spanish Journal of Statistics, 2020, 2 (1), pp. 7 - 21.   Fulltext   Abstract
Journal article

Modelling the conditional dependence between discrete and continuous random variables with applications in insurance
E. Gómez-Déniz, E. Calderín-Ojeda. Mathematics. Special Issue: Advances in Multivariate Analysis and Their Applications in Actuarial and Financial Economics, 2020, 9 (45), pp. 1 - 12.   Fulltext   Abstract
Journal article

Estimation and diagnostic tools in reparameterized slashed Rayleigh regression model. An application to chemical data
D.I. Gallardo, E. Gómez-Déniz, J. Leao, H.W. Gómez. Chemometrics and Intelligent Laboratory Systems, 2020, 207 (15), pp. e - 104189.   Fulltext   Abstract
Journal article

Manual Básico de Matemáticas Empresariales (Segunda Edición)
E. Gómez-Déniz, N. Dávila, P. Dorta-González, J.M. Hernández, M.D. García-Artiles, M. Martel. 2020. Madrid: Delta Publicaciones. ISBN: 9788417526856.   Fulltext   Abstract
Book

Ejercicios Resueltos de Matemáticas Empresariales
E. Gómez-Déniz, N. Dávila, P. Dorta-González, M. Martel-Escobar, J.M. Hernández. 2020. Madrid: Delta Publicaciones. ISBN: 9788417526863.   Fulltext   Abstract
Book

Symmetric and Asymmetric Distributions Theoretical Developments and Applications
E. Gómez-Déniz. 2020. Basel: MDPI. ISBN: 978-3-03936-646-0.   Fulltext
Book

A Family of Skew-Normal Distributions for Modeling Proportions and Rates with Zeros/Ones Excess
G. Martínez-Flores, V. Leiva, E. Gómez-Déniz, C. Marchant. Symmetry. Special Issue "Symmetric and Asymmetric Distributions: Theoretical Developments and Applications II, 2020, 12 (9), pp. 1 - 21.   Fulltext   Abstract
Journal article

On the Usefulness of the Skew Lognormal Distribution for Describing Claims Size Data
E. Gómez-Déniz, E. Calderín-Ojeda. Mathematical Problems in Engineering, 2020, 420618, pp. 1 - 9.   Fulltext   Abstract
Journal article

Discrete generalized half normal distribution with applications in quantile regression
D.I. Gallardo, E. Gómez-Déniz, H.W. Gómez. Statistics and Operational Research Transactions (SORT), 2020, 44 (2), pp. 265 - 284.   Fulltext   Abstract
Journal article

A survey of the individual claim size and other risk factors using credibility bonus-malus premiums
E. Gómez-Déniz, E. Calderín-Ojeda. Risks, 2020, 8 (1), pp. 1 - 19.   Fulltext   Abstract
Journal article

The Rayleigh Birnbaum Saunders Distribution: A General Fading Model
E. Gómez-Déniz, L. Gómez. Symmetry (Special Issue in Symmetry in Engineering Sciences II), 2020, 12 (3), pp. 1 - 22.   Fulltext   Abstract
Journal article

Quasi-binomial zero-inflated regression model suitable for variables with bounded support
E. Gómez-Déniz, D. Gallardo, H.W. Gómez. Journal of Applied Statistics, 2020, 47 (12), pp. 2208 - 2229.   Fulltext   Abstract
Journal article

Modelling tourist expenditure at origin and destination
E. Gómez-Déniz, J.V. Pérez-Rodríguez, J. Boza-Chirino. Tourism Economics, 2020, 26 (3), pp. 437 - 460.   Fulltext   Abstract
Journal article

A bimodal discrete Shifted Poisson distribution. A case study of tourists' length of stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez, J. Reyes, H.W. Gómez. Symmetry, 2020, 12 (3), pp. 1 - 15.   Fulltext   Abstract
Journal article


Modified power-symmetric distribution
E. Gómez-Déniz, Y. Iriarte, E. Calderín-Ojeda, H. W. Gómez. Symmetry (Special Issue: Symmetric and Asymmetric Distributions: Theoretical Developments and Applications), 2019, 11 (11), pp. 1 - 15.   Fulltext   Abstract
Journal article

An asymmetric bimodal distribution with application to quantile regression
Y. Gómez, E. Gómez-Déniz, O. Venegas, D.I. Gallardo, H. W. Gómez. Symmetry (Special Issue: Symmetric and Asymmetric Distributions: Theoretical Developments and Applications., 2019, 11, pp. 1 - 11.   Fulltext   Abstract
Journal article

Ruin probability functions and severity of ruin as a statistical decision problem
E. Gómez-Déniz, J.M. Sarabia, E. Calderín-Ojeda. Risks (Special Issue Loss Models: From Theory to Applications), 2019, 7 (68), pp. 1 - 16.   Fulltext   Abstract
Journal article

Modelling zero-inflated count data with a special case of the generalized Poisson distribution
E. Calderín-Ojeda, E. Gómez-Déniz, I. Barranco-Chamorro. ASTIN Bulletin, 2019, 49 (3), pp. 689 - 707.   Fulltext   Abstract
Journal article

The slashed Rayleigh fading channel distribution
E. Gómez-Déniz, L. Gómez, H. Gómez. Mathematical Problems in Engineering, 2019, Article ID 2719849,, pp. 1 - 14.   Fulltext   Abstract
Journal article

A probabilistic model for explaining the points achieved by a team in football competition. Forecasting and regression with applications to the Spanish competition
E. Gómez-Déniz, N. Dávila, J.M. Pérez. Statistics and Operation Research Transactions (SORT), 2019, 43 (1), pp. 95 - 112.   Fulltext   Abstract
Journal article

Modelling Distribution of Aggregate Expenditure on Tourism
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Economic Modelling, 2019, 78, pp. 293 - 308.   Fulltext   Abstract
Journal article

Deriving robust Bayesian premiums under bands of prior distributions with applications
M. Sánchez, M.A. Sordo, A. Suárez, E. Gómez-Déniz. ASTIN Bulletin, 2019, 49 (1), pp. 147 - 168.   Fulltext   Abstract
Journal article

The multivariate negative binomial-Lindley distribution. Properties and new representation for the univariate case
E. Calderín, E. Gómez-Déniz. Journal of Computational and Applied Mathematics, 2019, 347, pp. 36 - 48.   Fulltext   Abstract
Journal article

Reference Points for Getting a Target in a Soccer Competition. A Probabilistic Model with Applications to the Spanish and English Premier League
E. Gómez-Déniz, N. Dávila. Communications in Statistics – Theory and Methods, 2019, 48 (9), pp. 2075 - 2087.   Fulltext   Abstract
Journal article

The Geometric ArcTan distribution with applications to model demand for health services
E. Gómez-Déniz, E. Calderín, J.M. Sarabia. Communications in Statistics-Simulation and Computation, 2019, 48 (4), pp. 1101 - 1120.   Fulltext   Abstract
Journal article

Modelling bimodality of length of tourist stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Annals of Tourism Research, 2019, 75, pp. 131 - 151.   Fulltext   Abstract
Journal article


A Comparative Study of Logistic Models Using an Asymmetric Link: Modelling the Away Victories in Football
J.M. Pérez, E. Gómez-Déniz, N. Dávila. Symmetry, 2018, 10 (6), pp. 1 - 12.   Fulltext   Abstract
Journal article

Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims
E. Gómez-Déniz, E. Calderín Ojeda. Risks, 2018, 6 (34).   Fulltext   Abstract
Journal article

Aggregation of dependent risks in mixtures of exponential distributions and extensions
J.M. Sarabia, E. Gómez-Déniz, F. Prieto, V. Jordá. ASTIN Bulletin-The Journal of the International Actuarial Association, 2018, 48 (3), pp. 1079 - 1107.   Fulltext   Abstract
Journal article

A New Generalization of the Pareto distribution and its Application to Insurance Data
M.E. Ghitany, Emilio Gómez-Déniz, S. Nadarajah. Journal of Risk and Financial Management (Special Issue: Extreme Values and Financial Risk), 2018, 11 (10), pp. 1 - 14.   Fulltext   Abstract
Journal article

A family of generalised beta distributions: properties and applications
E. Gómez-Déniz, J.M. Sarabia. Annals of Data Science, 2018, 5 (3), pp. 401 - 420.   Fulltext   Abstract
Journal article

Properties and applications of the Poisson-reciprocal inverse Gaussian distribution
E. Gómez-Déniz, E. Calderín. Journal of Statistical Computation and Simulation, 2018, 88 (2), pp. 269 - 289.   Fulltext   Abstract
Journal article

Adding a parameter to the exponential and Weibull distributions with applications
E. Gómez-Déniz. Mathematics and Computers in Simulation, 2018, 144, pp. 108 - 119.   Fulltext   Abstract
Journal article


Factors influencing the penalty cards in soccer
E. Gómez-Déniz, N. Dávila. Electronic Journal of Applied Statistical Analysis (EJASA), 2017, 10 (03), pp. 629 - 655.   Fulltext   Abstract
Journal article

Stochastic frontier models with dependent errors based on normal and exponential margins
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Journal of Quantitative Methods for Economics and Business Administration, 2017, 23, pp. 3 - 23.   Fulltext   Abstract
Journal article

Aggregation of Dependent Risks in Mixtures of Exponential Distributions and Extensions
J.M. Sarabia, E. Gómez-Déniz, F. Prieto, V. Jordá. 2017, 34 pages.   Fulltext   Abstract
Working paper

An alternative representation of the negative binomial-Lindley distribution. New results and applications
E. Gómez-Déniz, E. Calderín. 2017, 17 pages.   Fulltext   Abstract
Working paper

Modelling the asymmetric probabilistic delay of aircraft arrival
J.V. Pérez-Rodríguez, J.M. Pérez Sánchez, E. Gómez-Déniz. Journal of Air Transport Management, 2017, 62, pp. 90 - 98.   Fulltext   Abstract
Journal article

A bivariate response model for studying the marks of two dependent higher education courses
E. Gómez-Déniz, N. Dávila, M.D. García-Artiles. SORT-Statistics and Operations Research Transactions, 2017, 41 (2), pp. 255 - 276.   Fulltext   Abstract
Journal article

A new count model generated from mixed Poisson transmuted Exponential family with an application to Health Care data
D. Bhati, P. Kumawat, E. Gómez-Déniz. Communication in Statistics: Theory and Methods, 2017, 46 (22), pp. 11060 - 11076.   Fulltext   Abstract
Journal article

Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Communications in Statistics -Theory and Methods, 2017, 46 (18), pp. 9007 - 9025.   Fulltext   Abstract
Journal article

A Bivariate Generalized Geometric Distribution with Applications
E. Gómez-Déniz, M. Ghitany, R. Gupta . Communications in Statistics–Theory and Methods, 2017, 46 (11), pp. 5453 - 5465.   Fulltext   Abstract
Journal article

The Modified Borel-Tanner (MBT) distribution and its regression model associated
E. Gómez-Déniz, F.J. Vázquez-Polo, V.J. García. REVSTAT- Statistical Journal, 2017, 15 (3), pp. 425 - 442.   Fulltext   Abstract
Journal article


On modelling zero-inflated insurance data
J.M. Pérez Sánchez, E. Gómez-Déniz. Journal of Risk Model Validation, 2016, 10 (4), pp. 23 - 37.   Fulltext   Abstract
Journal article

The Mixture Poisson Exponential-Inverse Gaussian Regression Model: An application in Health Services
E. Gómez-Déniz, E. Calderín Ojeda. Metodolovski zvezki - Advances in Methodology and Statistics, 2016, 13 (2), pp. 71 - 85.   Fulltext   Abstract
Journal article

A power series distribution involving the double factorial
E. Gómez-Déniz. Pakistan Journal of Statistics, 2016, 32 (6), pp. 457 - 473.   Fulltext   Abstract
Journal article

Risk aggregation in multivariate dependent Pareto distributions
J. M. Sarabia, E. Gómez-Déniz, F. Prieto, V. Jordá. Insurance: Mathematics and Economics, 2016, 71, pp. 154 - 163.   Fulltext   Abstract
Journal article

Random tests combining Mathematica package and Latex compiler
E. Gómez-Déniz, N. Dávila, M.D. García-Artiles. International Journal of Software Engineering & Applications (IJSEA), 2016, 7 (4), pp. 1 - 10.   Fulltext   Abstract
Journal article

Bivariate credibility bonus-malus premiums distinguishing between two types of claims
E. Gómez-Déniz. Insurance: Mathematics and Economics, 2016, 70, pp. 117 - 124.   Fulltext   Abstract
Journal article

Modelling income data using two extensions of the exponential distribution
E. Calderín, F. Azpitarte, E. Gómez-Déniz. Physica A: Statistical Mechanics and its Applications, 2016, 461, pp. 756 - 766.   Fulltext   Abstract
Journal article

Conditional duration model and unobserved market heterogeneity of traders. An infinite mixture of Non-Exponentials
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Colombian Journal of Statistics, 2016, 39 (2), pp. 307 - 325.   Fulltext   Abstract
Journal article

The Poisson-conjugate Lindley mixture distribution
E. Gómez-Déniz, E. Calderín. Communications in Statistics - Theory and Methods, 2016, 45 (10), pp. 2857 - 2872.   Fulltext   Abstract
Journal article

A Note on Probability and Severity of Ruin for Generalized Lindley Claim Size Distribution
E. Gómez-Déniz, M.E. Ghitany, D.K. Al-Mutairi. Anales del Instituto de Actuarios Españoles, 2016, 22, pp. 25 - 40.   Fulltext   Abstract
Journal article

A discrete distribution including the Poisson
E. Gómez-Déniz, J.M. Sarabia. Communications in Statistics - Theory and Methods, 2016, 45 (8), pp. 2311 - 2322.   Fulltext   Abstract
Journal article

A Suitable Discrete Distribution for Modelling Automobile Claim Frequencies
E. Gómez-Déniz, A. Hernández, M.P. Fernández. Bulletin of the Malaysian Mathematical Sciences Society, 2016, 39 (2), pp. 633 - 647.   Fulltext   Abstract
Journal article

On Zero Distorted Generalised Geometric Distribution
D.V.S. Sastry, Deepesh Bhati, R.N. Rattihalli, E. Gómez-Déniz. Communications in Statistics - Theory and Methods, 2016, 45 (18), pp. 5427 - 5442.   Fulltext   Abstract
Journal article

Poisson-mixed inverse Gaussian regression model and its application
E. Gómez-Déniz, M. E. Ghitany, Ramesh C. Gupta. Communications in Statistics: Simulation and Computation, 2016, 45 (8), pp. 2767 - 2781.   Fulltext   Abstract
Journal article

A family of arctan Lorenz curves
E. Gómez-Déniz. Empirical Economics, 2016, 51 (3), pp. 1215 - 1233.   Fulltext   Abstract
Journal article

A Marshall-Olkin family of heavy-tailed distributions which includes the lognormal one
V.J. García, E. Gómez-Déniz, F.J. Vázquez-Polo. Communications in Statistics: Theory & Methods, 2016, 45 (7), pp. 2023 - 2044.   Fulltext   Abstract
Journal article


Credibility Premiums for Natural Exponential Family and General 0-1 Loss Function
E. Calderín, E. Gómez-Déniz. Chilean Journal of Statistics, 2015, 6 (2), pp. 3 - 17.   Fulltext   Abstract
Journal article

Modelling insurance data with the Pareto ArcTan distribution
E. Gómez-Déniz, E. Calderín Ojeda. ASTIN Bulletin, 2015, 45 (3), pp. 639 - 660.   Fulltext   Abstract
Journal article

On the use of the Pareto ArcTan distribution for describing city size in Australia and New Zealand
E. Gómez-Déniz, E. Calderín Ojeda. Physica A: Statistical Mechanics and its Applications, 2015, 436, pp. 821 - 832.   Fulltext   Abstract
Journal article

Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Journal of Productivity Analysis, 2015, 43 (2), pp. 215 - 223.   Fulltext   Abstract
Journal article

Spread component costs and stock trading characteristicas in the Spanish Stock Exchange. Two flexible fractional response models
J.V. Pérez-Rodríguez, E. Gómez-Déniz. Quantitative Finance, 2015, 15 (12), pp. 1943 - 1962.   Fulltext   Abstract
Journal article

Un modelo logit asimétrico que puede explicar la probabilidad de éxito en el rendimiento académico
N. Dávila, M.D. García-Artiles, J.M. Pérez-Sánchez, E. Gómez-Déniz. Revista de Investigación Educativa, 2015, 33 (1), pp. 27 - 45.   Fulltext   Abstract
Journal article




Evaluación Económica y Meta-Análisis: Soluciones Bayesianas en Economía de la Salud
I.P. / P.I: M.A. Negrín / F.J. Vázquez Polo.
Otros Colaboradores / Co-I: N. Dávila, J.M Pérez, E. Gómez-Déniz, M. Martel-Escobar, M.A. Negrín, F.J. Vázquez-Polo, E. Calderín.
Año inicial / Start date: 2022.
Duración / Duration: 4 Años / Years.
Entidad financiadora / Financing Entity: MINISTERIO DE CIENCIA E INNOVACION.
Número de referencia / Reference number: PID2021-127989OB-I00.

Project


Aportaciones a la Toma de Decisiones Bayesianas Óptimas: Aplicaciones Al Coste-Efectividad Con Datos Clínicosy Al Análisis de Riestos Con Datos Acturiales.
I.P. / P.I: F.J. Vázquez-Polo.
Otros Colaboradores / Co-I: M.A. Negrín, E. Gómez-Déniz, M. Martel-Escobar, F.J. Vázquez-Polo, V. García, E. Moreno, F.J. Girón, .
Año inicial / Start date: 2017.
Duración / Duration: 3 Años / Years.
Entidad financiadora / Financing Entity: MINISTERIO DE CIENCIA, INNOVACIÓN Y UNIVERSIDADES.
Número de referencia / Reference number: ECO2017-85577-P.

Project




Modelling of Fire Contagion with Application in Farm Insurance
Ponente/Speaker: Jean-Philippe Boucher (Université du Québec à Montréal).
Email:  
Web:  https://professeurs.uqam.ca/professeur/boucher.jean-philippe/
Fecha/Date: 28-06-2023.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:00.
Key Contact: E. Gómez-Déniz.

Seminar


Aggregation of dependent risks: a survey of some recent results
Ponente/Speaker: Prof. José M. Sarabia (Dpto. de Economía. Universidad de Cantabria).
Email:  
Fecha/Date: 21-02-2019.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:00.
  Abstract
Key Contact: E. Gómez-Déniz.

Seminar


Gumbel distribution with heavy tails and applications to environmental data
Ponente/Speaker: Héctor W. Gómez (Dpto. Matemáticas. Universidad de Antofagasta, Chile.).
Email:  
Web:  http://www.uantof.cl/departamentos/matematicas
Fecha/Date: 26-10-2018.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:00.
  Abstract
Key Contact: E. Gómez-Déniz.

Seminar

Likelihood-based inference for power distributions
Ponente/Speaker: Héctor W. Gómez (Universidad de Antofagasta (Chile)).
Email:  
Fecha/Date: 20-04-2018.
Lugar/Venue: Aula de informática D3.6.
Hora/Time: 12:00.
  Abstract
Key Contact: E. Gómez-Déniz.

Seminar


Ordenaciones estocásticas: una aplicación en finanzas
Ponente/Speaker: Alfonso Suárez-Llorens (Dpto. Estadística e I.O. (U. Cádiz)).
Email:  
Web:  https://www.researchgate.net/profile/Alfonso_Llorens
Fecha/Date: 01-12-2017.
Lugar/Venue: Sala de Informática D3.6.
Hora/Time: 12:00.
Key Contact: E. Gómez-Déniz.

Seminar

Robust Bayesian analysis using classes of priors
Ponente/Speaker: Marta Sánchez Sánchez (Dpto. Estadística e I.O. (U. Cádiz)).
Email:  
Fecha/Date: 15-06-2017.
Lugar/Venue: Aula de Informática D3.3.
Hora/Time: 12:30.
  Abstract
Key Contact: E. Gómez-Déniz.

Seminar

A new generalization of Geometric Distribution - its properties and applications
Ponente/Speaker: Prof. Subrata Chakraborty (Dpt. of Statistics (Dibrugarh University, India)).
Email:  
Web:  https://www.dibru.ac.in/index.php/list-of-users/userprofile/SubrataChakraborty
Fecha/Date: 10-03-2017.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:30.
  Abstract
Trabajo completo/FullText:   Descargar
Key Contact: E. Gómez-Déniz.

Seminar


Risks aggregation in multivariate dependent Pareto distributions
Autores: J.M. Sarabia, E. Gómez-Déniz, F. Prieto, V. Jordá.
Nombre del Seminario, Congreso o Workshop: 19th International Congress on Insurance: Mathematics and Economics. IME 2015.
Fecha de inicio: 24-06-2015.
Fecha de finalización: 26-06-2015.
Lugar: United Kingdom
  Abstract

Participation in Seminar/Workshop/Congress

The Effect of Zero–inflation in Claims Insurance Through a Bayesian Model
Autores: J.M. Pérez, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: ICRA 6 / RISK 2015.
Fecha de inicio: 26-05-2015.
Fecha de finalización: 29-05-2015.
Lugar: Barcelona
  Abstract

Participation in Seminar/Workshop/Congress

Modeling Large Claims with the Pareto ArcTan Distribution
Autores: E. Calderín, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: Actuarial and Financial Mathematics Conference Interplay between Finance and Insurance.
Fecha de inicio: 01-02-2015.
Fecha de finalización: 02-02-2015.
Lugar: Brussels (Belgium)
  Abstract

Participation in Seminar/Workshop/Congress

The Pareto ArcTan Distribution: A Simple Way to Model Urban Agglomerations in the Asia Pacific Region
Autores: E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: International Conference on Applied Statistics 2015. Statistics for Global Evolution Vision in the 21st Century.
Fecha de inicio: 15-07-2015.
Fecha de finalización: 17-07-2015.
Lugar: Pattaya (Thailand)

Participation in Seminar/Workshop/Congress

Generating Multiple Random Exams Using Mathematica Package and LaTex
Autores: E. Gómez-Déniz, N. Dávila, M.D. García-Artiles.
Nombre del Seminario, Congreso o Workshop: II Jornadas Iberoaméricanas de Innovación Educativa en el ámbito de las TIC. INNOE-DUCATIC 2015.
Fecha de inicio: 12-11-2015.
Fecha de finalización: 13-12-2015.
Lugar: Las Palmas de G.C. (España)
  Abstract

Participation in Seminar/Workshop/Congress

Una distribución uniparamétrica que incluye el doble factorial
Autores: E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXXV Congreso Nacional de Estadística e investigación Operativa. IX Jornadas de Estadística Pública.
Fecha de inicio: 26-05-2015.
Fecha de finalización: 29-05-2015.
Lugar: Pamplona (España)
  Abstract

Participation in Seminar/Workshop/Congress

Estudio de los Factores Determinantes de las Notas de Matemáticas Empresariales
Autores: N. Dávila, M.D. García-Artiles, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXIII Jornadas ASEPUMA.
Fecha de inicio: 09-07-2015.
Fecha de finalización: 10-07-2015.
Lugar: Gijón
  Abstract

Participation in Seminar/Workshop/Congress