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



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

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

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

Bimodal normal distribution: extensions and applications
E. Gómez-Déniz, J.M. Sarabia, E. Calderín. Journal of Computational and Applied Mathematics, 2020 (In Press).   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 (Accepted).   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

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, 2020 (Accepted).   Fulltext   Abstract
Journal article

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

Tourist tax to promote low emission vehicles rental
E. Gómez-Déniz, J. Boza-Chirino, N. Dávila. Tourism Economics, 2020 (Accepted).   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