Distributions theory, Bayesian statistics, robustness, Bayesian applications in economics with emphasis in actuarial statistics (credibility, ruin theory,...)
Edificio de Economía, Empresa y Turismo.
Módulo D. Campus de Tafira.
E-35017 Las Palmas de Gran Canaria.
www.personales.ulpgc.es/egomez.dmc
+34 928 451 803
Despacho: 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.
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Modelling expenditure segmentation of tourists in a mature destination: an approach through infinite mixture
E. Gómez-Déniz, N. Dávila. Heliyon, 2024 (Accepted).
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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).
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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).
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Scale mixture of Gleser distribution with an application to insurance data
N. Olmos, E. Gómez-Déniz, O. Venegas. Mathematics, 2024 (Accepted).
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A field -and time- normalized Bayesian approach to measuring the impact of a publication
E. Gómez-Déniz, P. Dorta-González. Scientometrics, 2024 (Accepted).
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A new derivation of the Nakagami-m distribution as a composite of the Rayleigh distribution
E. Gómez-Déniz, L. Gómez. Wireless Networks, 2024 (Accepted).
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Modeling citation concentration through a mixture of Leimkuhler curves
E. Gómez-Déniz, P. Dorta-González. Journal of Informetrics, 2024 (Accepted).
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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.
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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.
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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.
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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.
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Bimodal and multimodal extensions of the normal and skew normal distributions
E. Gómez-Déniz, E. Calderín, J.M. Sarabia. REVSTAT-Statistical Journal, 2023 (Accepted).
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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.
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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.
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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.
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The heavy-tailed Gleser model: properties, estimation and application
N. Olmos, E. Gómez-Déniz, O. Venegas. Mathematics, 2022 (Accepted).
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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.
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A note on the way to generate singular matrix
E. Gómez-Déniz. Advances in Mathematics: Scientific Journal, 2022, 11 (10), pp. 849 - 851.
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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.
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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.
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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.
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The arctan family of distributions: New results with applications
E. Gómez-Déniz, E. Calderín, J.M. Sarabia. Chilean Journal of Statistics, 2022 (Accepted).
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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).
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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).
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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.
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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.
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Exact credibility reference Bayesian premiums
E. Gómez-Déniz, F.J. Vázquez-Polo. Insurance: Mathematics and Economics, 2022, 105, pp. 128 - 143.
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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.
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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.
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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).
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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.
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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.
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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.
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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).
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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.
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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.
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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.
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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).
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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.
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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.
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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.
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Bimodal normal distribution: extensions and applications
E. Gómez-Déniz, J.M. Sarabia, E. Calderín. Journal of Computational and Applied Mathematics, 2020 (In Press).
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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).
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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.
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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.
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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).
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Symmetric and Asymmetric Distributions Theoretical Developments and Applications
E. Gómez-Déniz. 2020. Basel: MDPI.
ISBN: 978-3-03936-646-0.
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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.
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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.
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Tourist tax to promote low emission vehicles rental
E. Gómez-Déniz, J. Boza-Chirino, N. Dávila. Tourism Economics, 2020 (Accepted).
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Modelling Distribution of Aggregate Expenditure on Tourism
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Economic Modelling, 2019, 78, pp. 293 - 308.
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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.
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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.
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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.
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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.
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Modelling bimodality of length of tourist stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Annals of Tourism Research, 2019, 75, pp. 131 - 151.
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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.
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Multivariate Credibility in Bonus-Malus Systems Distinguishing between Different Types of Claims
E. Gómez-Déniz, E. Calderín Ojeda. Risks, 2018, 6 (34).
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Working paper
An alternative representation of the negative binomial-Lindley distribution. New results and applications
E. Gómez-Déniz, E. Calderín. 2017, 17 pages.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Journal article
A power series distribution involving the double factorial
E. Gómez-Déniz. Pakistan Journal of Statistics, 2016, 32 (6), pp. 457 - 473.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Journal article
A family of arctan Lorenz curves
E. Gómez-Déniz. Empirical Economics, 2016, 51 (3), pp. 1215 - 1233.
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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.
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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.
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Journal article
Modelling insurance data with the Pareto ArcTan distribution
E. Gómez-Déniz, E. Calderín Ojeda. ASTIN Bulletin, 2015, 45 (3), pp. 639 - 660.
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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.
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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.
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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.
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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.
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A Suitable Alternative to the Pareto Distribution
E. Gómez-Déniz, E. Calderín-Ojeda. Hacettepe Journal of Mathematics and Statistics, 2014, 43 (5), pp. 843 - 860.
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Journal article
Modelling road accident blackspots data with the discrete generalized Pareto distribution
F. Prieto, E. Gómez-Déniz, J.M. Sarabia. Accident Analysis & Prevention, 2014, 71, pp. 38 - 49.
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Journal article
The Log–Lindley distribution as an alternative to the beta regression model with applications in insurance
E. Gómez-Déniz, M.A. Sordo, E. Calderín-Ojeda. Insurance: Mathematics and Economics, 2014, 54, pp. 49 - 57.
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Journal article
Unconditional distributions obtained from conditional specification models with applications in risk theory
E. Gómez-Déniz, E. Calderín-Ojeda. Scandinavian Actuarial Journal, 2014, 2014 (7), pp. 602 - 619.
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Journal article
Computing credibility Bonus-Malus premiums using the total claim amount distribution
E. Gómez-Déniz, A. Hernández Bastida, M.P. Fernández Sánchez. Hacettepe Journal of Mathematics and Statistics, 2014, 43 (6), pp. 1047 - 1061.
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Journal article
Bayesian asymmetric logit model for detecting risk factors in motor ratemaking
J.M. Pérez-Sánchez, M.A. Negrín, C. García-García, E. Gómez-Déniz. Astin Bulletin, 2014, 44 (2), pp. 445 - 457.
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Journal article
El modelo de Poisson generalizado inflado de ceros: una aplicación en el entorno educativo universitario
M.D. García-Artiles, E. Gómez-Déniz, N. Dávila. Rect@, 2014, 15 (2), pp. 159 - 171.
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Journal article
Manual Básico de Matemáticas Empresariales
E. Gómez-Déniz, N. Dávila, P. Dorta-González, M.D. García-Artiles, J.M. Hernández. 2014. Madrid: Delta Publicaciones.
ISBN: 978-84-92954-94-0.
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Book
Elementos de Cálculo para Matemáticas Empresariales
E. Gómez-Déniz, N. Dávila, C. González-Martel. 2014. Madrid: Delta publicaciones.
ISBN: 978-84-15581-83-3.
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Book
A discrete version of the half-Normal distribution and its generalization with applications
E. Gómez-Déniz, F.J. Vázquez-Polo, V.J. García. Statistical Papers, 2014, 55 (2), pp. 497 - 511.
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Journal article
On modelling insurance data by using a generalized lognormal distribution
V.J. García, E. Gómez-Déniz, F.J. Vázquez-Polo. Journal of Quantitative Methods for Economics and Business Administration, 2014, 18, pp. 146 - 162.
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Journal article
El modelo de Borel–Tanner como distribución primaria en modelos de riesgo colectivo
E. Gómez-Déniz, F. Prieto, J.M. Sarabia. 2013. In: Investigaciones en Seguros y Gestión del Riesgo: Riesgo 2013 Vol. IV (E. Gómez–Déniz, F.J. Vázquez–Polo and M. Guillén, Eds.). Madrid: Cuadernos de la Fundación. Fundación Mapfre, pp. 233 - 241.
Chapter
Una distribución Borel–Tanner modificada y aplicaciones
E. Gómez-Déniz, F.J. Vázquez-Polo, V.J. García. 2013. In: Investigaciones en Seguros y Gestión del Riesgo: Riesgo 2013 Vol. IV (E. Gómez–Déniz, F.J. Vázquez–Polo and M. Guillén, Eds.). Madrid: Cuadernos de la Fundación. Fundación Mapfre, pp. 221 - 232.
Chapter
On the use of the discrete Lomax distribution in actuarial analysis
E. Gómez-Déniz, F. Prieto, J.M. Sarabia. 2013. In: Investigaciones en Seguros y Gestión del Riesgo: Riesgo 2013. Vol. IV (E. Gómez–Déniz, F.J. Vázquez–Polo and M. Guillén, Eds.). Madrid: Cuadernos de la Fundación. Fundación Mapfre, pp. 197 - 210.
Chapter
A new discrete distribution: properties and applications in medical care
E. Gómez-Déniz. Journal of Applied Statistics, 2013, 40 (12), pp. 2760 - 2770.
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Journal article
An extension of the discrete Lindley distribution with applications
E. Calderín-Ojeda, E. Gómez-Déniz. Journal of the Korean Statistical Society, 2013, 42 (3), pp. 371 - 373.
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Journal article
A generalisation of the Rayleigh distribution with applications in wireless fading channels
E. Gómez-Déniz, L. Gómez-Déniz. Wireless Communications and Mobile Computing, 2013, 13 (1), pp. 85 - 94.
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Journal article
Gamma-Generalized Inverse Gaussian Class of Distributions with Applications
E. Gómez-Déniz, E. Calderín-Ojeda, J.M. Sarabia. Communications in Statistics - Theory and Methods, 2013, 42 (6), pp. 919 - 933.
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Journal article
The compound DGL/Erlang distribution in the collective risk model
E. Gómez-Déniz, E. Calderín Ojeda. Journal of Quantitative Methods for Economics and Business, 2013, 16, pp. 121 - 142.
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Journal article
Investigaciones en Seguros y Gestión de Riesgo: Riesgo 2013
E. Gómez-Déniz, M. Guillén Estany, F.J. Vázquez-Polo. 2013. Madrid: FUNDACIÓN MAPFRE, Instituto de Ciencias del Seguro, D.L. .
ISBN: 978-84-9844-417-9.
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Book
A multivariate discrete Poisson–Lindley distribution: extension and actuarial applications
E. Gómez-Déniz, J.M. Sarabia, N. Balakrishnan. ASTIN Bulletin, 2012, 42 (02), pp. 655 - 678.
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Journal article
A new discrete distribution with actuarial applications
E. Gómez-Déniz, J.M. Sarabia, E. Calderín-Ojeda. Insurance: Mathematics and Economics, 2011, 48 (3), pp. 406 - 412.
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Journal article
The discrete Lindley distribution: properties and applications
E. Gómez-Déniz, E. Calderín-Ojeda. Journal of Statistical Computation and Simulation, 2011, 81 (11), pp. 1405 - 1416.
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Journal article
Multivariate Poisson-Beta Distributions with Applications
J.M. Sarabia, E. Gómez-Déniz. Communications in Statistics - Theory and Methods, 2011, 40 (6), pp. 1093 - 1108.
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Journal article
Collective risk model: Poisson–Lindley and exponential distributions for Bayes premium and operational risk
A. Hernández-Bastida, M. P. Fernández-Sánchez, E. Gómez-Déniz. Journal of Statistical Computation and Simulation, 2011, 81 (6), pp. 759 - 778.
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Journal article
Un modelo Bonus–Malus con asignación de tarifas más competitivas en el mercado de seguro de automóviles
J.M. Pérez Sánchez, E. Gómez-Déniz, E. Calderín Ojeda. Anales del Instituto de Actuarios Españoles, 2011, 1, pp. 91 - 104.
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Journal article
Una distribución útil para modelar el número de reclamaciones: la distribución Poisson-Lindley sobrevalorada en cero
E. Gómez-Déniz, A. Hernández Bastida, M.P. Fernández Sánchez. Estadística Española, 2011, 53 (176), pp. 49 - 66.
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Journal article
A Desirable Aspect in the Variance Premium in a Collective Risk Model
A. Hérnandez-Bastida, M.P. Fernández Sánchez, E. Gómez-Déniz. Estudios de Economía Aplicada, 2011, 29 (1), pp. 1 - 18.
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Journal article
A New Poisson Mixture Model for the Number of Claims in Automobile Insurance
E. Gómez-Déniz, E. Calderín-Ojeda. 2010. In: Automobiles: Performance, Safety Assessment, and Energy Consumption Vol. 9 (Matin F. Kody, Eds.). New York: Nova Science Publishers . ISBN: 978-1-61761-956-4.
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Chapter
A study of Bayesian local robustness with applications in actuarial statistics
E. Gómez-Déniz, E. Calderín-Ojeda. Journal of Applied Statistics, 2010, 37 (9), pp. 1537 - 1546.
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Journal article
A general method for generating parametric Lorenz and Leimkuhler curves
J.M. Sarabia, E. Gómez-Déniz, F. Prieto. Journal of Informetrics, 2010, 4 (4), pp. 524 - 539.
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Abstract
Journal article
Another generalization of the geometric distribution
E. Gómez-Déniz. TEST, 2010, 19 (2), pp. 399 - 415.
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Journal article
A new skew generalization of the Normal distribution: properties and applications
V.J. García, E. Gómez-Déniz, F.J. Vázquez-Polo. Computational Statistics & Data Analysis, 2010, 54 (8), pp. 2021 - 2034.
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Journal article
Distribuciones infladas de ceros e índices de caries dentales de los jóvenes en España
J. Pinilla, E. Gómez-Déniz. RCOE, 2010, 15 (2), pp. 151 - 157.
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Journal article
The net Bayes premium with dependence between the risk profiles
A. Hernández-Bastida, M.P. Fernández-Sánchez, E. Gómez-Déniz. Insurance: Mathematics and Economics, 2009, 45 (2), pp. 247 - 254.
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Journal article
Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model
A. Hernández Bastida, E. Gómez-Déniz, J.M. Pérez Sánchez. Journal of Applied Statistics, 2009, 36 (8), pp. 853 - 869.
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Journal article
Some Results on Unique Relationship between Structure Functions and Credibility Expressions
E. Gómez-Déniz, E. Calderín-Ojeda. Actuarial Research Clearing House, 2009, 1.
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Journal article
La distribución Poisson-beta: aplicaciones y propiedades en la teoría del riesgo colectivo
E. Gómez-Déniz, J.M. Sarabia, F. Prieto. Anales del Instituto de Actuarios Españoles, 2009, 15, pp. 141 - 160.
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Journal article
Robust Bayesian bonus-malus premiums under the conditional specification model
E. Gómez-Déniz, JM Sarabia, F.J. Vázquez-Polo. Statistical Papers, 2009, 50 (3), pp. 465 - 480.
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Journal article
Construction of multivariate distributions: a review of some recent results
J.M. Sarabia, E. Gómez-Déniz. SORT (Statistics and Operations Research Transactions), 2008, 32 (1), pp. 3 - 36.
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Journal article
A generalization of the credibility theory obtained by using the weighted balanced loss function
E. Gómez-Déniz. Insurance: Mathematics and Economics, 2008, 42 (2), pp. 850 - 854.
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Journal article
Using a Bayesian Hierarchical Model for Fitting Automobile Claim Frequency Data
E. Gómez-Déniz, J. M. Sarabia, J. M. Pérez Sánchez, F.J. Vázquez-Polo. Communications in Statistics - Theory and Methods, 2008, 37 (9), pp. 1425 - 1435.
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Journal article
Deriving Credibility Premiums Under Different Bayesian Methodology
E. Gómez-Déniz. 2008. In: Advances in Mathematical and Statistical Modeling Vol. 6 (Arnold, B., Balakrishnan, N., Sarabia, J.M., Minguez, R. , Eds.). Boston: Birkhäuser, pp. 219 - 229. ISBN: 978-0-8176-4626-4.
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Chapter
A Bayesian dichotomous model with asymmetric link for fraud in insurance
Ll. Bermúdez, J.M. Pérez, M. Ayuso, E. Gómez-Déniz, F.J. Vázquez-Polo. Insurance: Mathematics and Economics, 2008, 42 (2), pp. 779 - 786.
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Journal article
Univariate and multivariate versions of the negative binomial inverse Gaussian distribution with applications.
E. Gómez-Déniz, J.M. Sarabia, E. Calderín-Ojeda. Insurance: Mathematics and Economics, 2008, 42 (1), pp. 39 - 49.
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Journal article
La distribución binomial-exponencial truncada con aplicaciones en el sector del seguro de automóviles
E. Gómez-Déniz, J.M. Sarabia. Anales del Instituto de Actuarios Españoles, 2008, 14, pp. 3 - 22.
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Journal article
Teoría de la credibilidad: desarrollo y aplicaciones en primas de seguros y riesgos operacionales
E. Gómez-Déniz, J.M. Sarabia Alegría. 2008. Madrid: Fundación Mapfre.
ISBN: 978-84-9844-105-5.
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Abstract
Book
Using a Bayesian hierarchical model for fitting automobile claim frequency data
E. Gómez-Déniz, J. M. Sarabia, J. M. Pérez-Sánchez, F.J. Vázquez-Polo. Communications in Statistics: Theory and Methods, 2008, 37 (9), pp. 1425 - 1435.
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Journal article
A new distribution obtained by compounding GNB and G4B distributions with applications in actuarial statistics
E. Gómez-Déniz, J.M. Pérez–Sánchez , F.J. Vázquez-Polo. 2007. In: Investigaciones en Seguros y Gestión de Riesgos: Riesgo 2007 Vol. 4 Parte I (José María Sarabia y Montserrat Guillén, Eds.). Madrid: Ediciones TGD, pp. 43 - 56.
Chapter
Soluciones explícitas para la función de probabilidad de ruina en el modelo clásico de riesgo
E. Gómez-Déniz, J. M. Sarabia. 2007. In: Investigaciones en Seguros y Gestión de Riesgos: Riesgo 2007 Vol. 3 Parte I (José María Sarabia y Montserrat Guillén, Eds.). Madrid: Ediciones TGD, pp. 27 - 42.
Chapter
Distribuciones multivariantes Poisson–Beta con aplicaciones a datos de seguros
J.M. Sarabia, E. Gómez-Déniz, M. Sarabia. 2007. In: Investigaciones en Seguros y Gestión de Riesgos: Riesgo 2007 Vol. 4 Parte I (José María Sarabia y Montserrat Guillén, Eds.). Madrid: Ediciones TGD, pp. 15 - 26.
Chapter
Bayesian local robustness under weighted squared-error loss function incorporating unimodality
E. Calderín Ojeda, E. Gómez-Déniz, I.J. Cabrera Ortega. Statistics & Probability Letters, 2007, 77 (1), pp. 69 - 74.
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Journal article
Bayesian analysis of the compound collective model: the net premium principle with exponential Poisson and gamma–gamma distributions
A. Hernández-Bastida, J.M. Pérez-Sanchéz, E. Gómez-Déniz. FEG Working Paper Series - Faculty of Economics and Business - University of Granada, 2007.
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Journal article
Bayesian analysis of the compound collective model: the variance premium principle with exponential Poisson and gamma–gamma distributions
A. Hernández-Bastida, P. Fernández-Sánchez, E. Gómez-Déniz. FEG Working Paper Series - Faculty of Economics and Business - University of Granada, 2007.
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Abstract
Journal article
On the use of the weighted balanced loss function in credibility theory
E. Gómez-Déniz. Insurance: Mathematics and Economics, 2006, 39 (3).
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Abstract
Journal article
Using the NIG distribution for modelling actuarial data
J.M. Pérez–Sánchez, E. Gómez-Déniz, F.J. Vázquez-Polo. Insurance: Mathematics and Economics, 2006, 39 (3).
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Journal article
Detecting automobile insurance fraud using a skewed link model
Ll. Bermúdez, J.M. Pérez–Sánchez, M. Ayuso , E. Gómez-Déniz. Insurance: Mathematics and Economics, 2006, 39 (3).
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Journal article
A mixed family of loss distributions obtained from a gamma distribution
E. Calderín–Ojeda, E. Gómez-Déniz, J.M. Sarabia. Insurance: Mathematics and Economics, 2006, 39 (3).
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Journal article
A Simple Method to Study Sensitivity of BMP's
E. Gómez-Déniz, E. Calderín-Ojeda, I. Cabrera-Ortega. Communications in Statistics - Theory and Methods, 2006, 35 (4), pp. 583 - 591.
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Journal article
A note on computing bonus-malus insurance premiums using a hierarchical Bayesian framework
E. Gómez-Déniz, F.J. Vázquez-Polo, J.M. Pérez. TEST, 2006, 15 (2), pp. 345 - 359.
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Journal article
On the use of Posterior Regret Gamma-Minimax actions to obtain Credibility Premiums
E. Gómez-Déniz, J.M. Pérez-Sánchez, F.J. Vázquez-Polo. Insurance: Mathematics and Economics, 2006, 39 (1), pp. 115 - 121.
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Journal article
Estadística Actuarial: Teoría y aplicaciones
J.M. Sarabia, E. Gómez-Déniz, F.J. Vázquez-Polo. 2006. Madrid: Pearson-Prentice Hall.
ISBN: 8420550280.
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Abstract
Book
Applying a Bayesian hierarchical model in actuarial science: inference and ratemaking
J.M. Pérez, J.M. Sarabia, E. Gómez-Déniz, F.J. Vázquez-Polo. 2006. In: Distribution Models Theory Vol. 1 (R. Herrerías, J. Callejón and J.M. Herrerías, Eds.). USA: World Scientific, pp. 233 - 242. ISBN: 978-981-256-900-4 .
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Chapter
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
Nuevos desarrollos en métodos cuantitativos bayesianos: aplicaciones en evaluación económica de tratamientos mediante meta-análisis y medición de riesgos con datos actuariales.
I.P.: F.J. Vázquez-Polo.
Otros Colaboradores: E. Gómez-Déniz, M. Martel-Escobar, M.A. Negrín, A. Hernández-Bastida (U.Gr.), J.M. Pérez (U.Gr.), V.J. García (U. Cádiz).
Año inicial: 2014.
Duración: 3 Años.
Entidad financiadora: Ministerio de Economía y Competitividad.
Número de referencia: ECO2009-14152.
Project
Toma de decisiones óptimas mediante técnicas estadísticas bayesianas en la evaluación de tecnologías sanitarias, estadística actuarial y auditoría de cuentas
I.P.: F.J. Vázquez-Polo.
Otros Colaboradores: E. Gómez-Déniz, M. Martel-Escobar, M.A. Negrín, A. Hernández-Bastida (U.Gr.), J.M. Pérez (U.Gr.) .
Año inicial: 2010.
Duración: 3 Años.
Entidad financiadora: Ministerio de Ciencia e Innovación.
Número de referencia: ECO2009-14152.
Project
Proyecto Piloto Prometeo de Innovación Educativa
I.P.: S. González-Betancor.
Otros Colaboradores: M.A. Negrín, E. Gómez-Déniz.
Año inicial: 2010.
Duración: 2 Años.
Entidad financiadora: Universidad de Las Palmas de Gran Canaria.
Número de referencia: .
Project
Técnicas Estadísticas Bayesianas para la Toma de Decisiones Económicas. Aportaciones y Aplicaciones a los siguientes campos: estadística actuarial, análisis coste-efectividad para datos clínicos y auditoría de cuentas
I.P.: F.J. Vázquez-Polo.
Otros Colaboradores: E. Gómez-Déniz, M. Martel-Escobar, M.A. Negrín, J. Pinilla, J.M. Pérez-Sánchez, A. Hernández-Bastida, M.P. Fernández.
Año inicial: 2006.
Duración: 3 Años.
Entidad financiadora: Ministerio de Educación y Ciencia.
Número de referencia: SEJ2006-12685.
Project
Estadística Bayesiana con aplicaciones en problemas actuariales y fincancieros
I.P.: E. Gómez-Déniz.
Año inicial: 2005.
Duración: 1 Año.
Entidad financiadora: Programa propio de la ULPGC.
Número de referencia: .
Project
Actividades para la Difusión de Resultados Científicos de la Investigación Realizada por el Grupo TEBADM
I.P.: F.J. Vázquez-Polo.
Otros Colaboradores: M. Martel-Escobar, M.A. Negrín, E. Gómez-Déniz, D.R. Santos-Peñate, P. Dorta-González, R. Suárez, N. Dávila-Cardenes, C. Manrique de Lara-Peñate.
Año inicial: 2005.
Duración: 1 Año.
Entidad financiadora: Gobierno de Canarias.
Número de referencia: .
Project
Herramientas Bayesianas en la Economía y la Empresa: especial énfasis en la auditoría de cuentas, la estadística actuarial y el análisis coste-efectividad de la economía de la salud
I.P.: F.J. Vázquez-Polo.
Otros Colaboradores: E. Gómez-Déniz, M. Martel-Escobar, M.A. Negrín, N. Guerra-Quintana.
Año inicial: 2004.
Duración: 2 Años.
Entidad financiadora: DGUI (Gobierno de Canarias).
Número de referencia: PI2003/033.
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
Un estudio sobre la relación entre las notas de Matemáticas Empresariales y Estadística Básica para las Ciencias Sociales en la ULPGC
Autores: N. Dávila, M.D. García-Artiles, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXII Jornadas ASEPUMA.
Fecha de inicio: 10-07-2014.
Fecha de finalización: 11-07-2014.
Lugar: Málaga
Abstract
Participation in Seminar/Workshop/Congress
Factores que pueden influir en la asitencia de los estudiantes a las tutorías presenciales en Matemáticas Empresariales
Autores: N. Dávila, M.D. García-Artiles, E. Gómez-Déniz,J.M. Pérez.
Nombre del Seminario, Congreso o Workshop: XXI Jornadas ASEPUMA.
Fecha de inicio: 18-07-2013.
Fecha de finalización: 19-07-2013.
Lugar: La Laguna
Abstract
Participation in Seminar/Workshop/Congress
Developing the collective risk model with the generalized discrete Lindley distribution
Autores: E. Calderín, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 16th International Congress on Insurance: Mathematics and Economics.
Fecha de inicio: 28-06-2012.
Fecha de finalización: 30-06-2012.
Lugar: Hong Kong, China
Abstract
Participation in Seminar/Workshop/Congress
Ajuste de datos bivariantes con una nueva distribución discreta
Autores: E. Gómez-Déniz, J.M. Pérez, E. Calderín.
Nombre del Seminario, Congreso o Workshop: XXXIII Congreso Nacional de Estadística e Investigación Operativa.
Fecha de inicio: 17-04-2012.
Fecha de finalización: 20-04-2012.
Lugar: Madrid (España)
Abstract
Participation in Seminar/Workshop/Congress
Un modelo logit alternativo para explicar los factores que influyen en la probabilidad de éxito en matemáticas empresariales
Autores: N. Dávila, M.D. García-Artiles, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XX Jornadas Asepuma.
Fecha de inicio: 19-07-2012.
Fecha de finalización: 20-07-2012.
Lugar: Barcelona
Abstract
Participation in Seminar/Workshop/Congress
A new generalization of the geometric distribution obtained as Poisson mixture model
Autores: E. Calderín Ojeda, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: Australasian Actuarial and Research Education Symposium.
Fecha de inicio: 01-12-2011.
Fecha de finalización: 02-12-2011.
Lugar: Canberra, Australia
Participation in Seminar/Workshop/Congress
Análisis Bayesiano aplicado a la detección de variables en seguros de automóviles
Autores: J.M. Pérez Sánchez, M.A. Negrín, C. García, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 4th Workshop on Risk Management and Insurance RISK2011.
Fecha de inicio: 20-10-2011.
Fecha de finalización: 21-10-2011.
Lugar: Sevilla, España
Abstract
Participation in Seminar/Workshop/Congress
Una reflexión sobre la evaluación en Matemáticas Empresariales
Autores: N. Dávila, M.D. García-Artiles, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XIX Jornadas Asepuma.
Fecha de inicio: 21-07-2011.
Fecha de finalización: 22-07-2011.
Lugar: Valencia
Abstract
Participation in Seminar/Workshop/Congress
An overview on Bayesian robustness using the local methodology with applications in Actuarial Statistics
Autores: E. Gómez-Déniz, E. Calderín.
Nombre del Seminario, Congreso o Workshop: The 1st Conference on Applied Probability and Statistical Methods. The 7th Conference on Multivariate Distributions with Applications. Session: Conditionally Specified Models.
Fecha de inicio: 08-08-2010.
Fecha de finalización: 13-08-2010.
Lugar: Maresias (Brasil)
Abstract
Participation in Seminar/Workshop/Congress
A multivariate discrete Poisson-Lindley distribution and extensions
Autores: E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: The 1st Conference on Applied Probability and Statistical Methods. The 7th Conference on Multivariate Distributions with Applications. Session: Discrete Multivariate Distributions.
Fecha de inicio: 08-08-2010.
Fecha de finalización: 13-08-2010.
Lugar: Maresias, Brasil
Abstract
Participation in Seminar/Workshop/Congress
On the Use of Conditional Specification Models in Actuarial Statistical
Autores: E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: The 1st Conference on Applied Probability and Statistical Methods. The 7th Conference on Multivariate Distributions with Applications. Session: Conditionally Specified Models .
Fecha de inicio: 08-08-2010.
Fecha de finalización: 13-08-2010.
Lugar: Maresias, Brasil
Abstract
Participation in Seminar/Workshop/Congress
Análisis multivariante de un modelo binomial negativo compuesto
Autores: E. Gómez-Déniz, J.M. Pérez.
Nombre del Seminario, Congreso o Workshop: The 7th Conference on Multivariate Distributions with Applications - The 1st Conference on Applied Probability and Statistical Methods.
Fecha de inicio: 08-08-2010.
Fecha de finalización: 13-08-2010.
Lugar: Maresias, Brasil
Abstract
Participation in Seminar/Workshop/Congress
A new multivariate discrete distribution derived from a Poisson Mixture
Autores: E. Gómez-Déniz, J.M. Pérez.
Nombre del Seminario, Congreso o Workshop: The 7th Conference on Multivariate Distributions with Applications - The 1st Conference on Applied Probability and Statistical Methods.
Fecha de inicio: 08-08-2010.
Fecha de finalización: 13-08-2010.
Lugar: Maresias, Brasil
Abstract
Participation in Seminar/Workshop/Congress
The truncated Lindley distribution with applications
Autores: E. Gómez-Déniz, E. calderín Ojeda.
Nombre del Seminario, Congreso o Workshop: XXXII Congreso Nacional de Estadística e Investigación Operativa.
Fecha de inicio: 14-09-2010.
Fecha de finalización: 17-09-2010.
Lugar: La Coruña (España)
Abstract
Participation in Seminar/Workshop/Congress
Análisis multivariante de un modelo binomial negativo compuesto
Autores: J.M. Sánchez, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXXII Congreso Nacional de Estadística e Investigación Operativa.
Fecha de inicio: 14-09-2010.
Fecha de finalización: 17-09-2010.
Lugar: La Coruña (España)
Abstract
Participation in Seminar/Workshop/Congress
Metodología Bayesiana Robusta y Credibilidad
Autores: E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXXII Congreso Nacional de Estadística e Investigación Operativa.
Fecha de inicio: 14-09-2010.
Fecha de finalización: 17-09-2010.
Lugar: La Coruña (España)
Abstract
Participation in Seminar/Workshop/Congress
A generalization of the log-Normal distribution
Autores: V. García, F.J. Vázquez-Polo, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXXII Congreso Nacional de Estadística e Investigación Operativa.
Fecha de inicio: 14-09-2010.
Fecha de finalización: 17-09-2010.
Lugar: La coruña
Abstract
Participation in Seminar/Workshop/Congress
Bayes Premium in a compound geometric model
Autores: J.M. Pérez, A.Hernández, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 3rd Workshop on Risk Management and Insurance Research.
Fecha de inicio: 18-06-2009.
Fecha de finalización: 19-06-2009.
Lugar: Madrid, España
Abstract
Participation in Seminar/Workshop/Congress
La distribución positiva Poisson-Lindley. Estudio y aplicaciones
Autores: E. Gómez-Déniz, A.Hernández Bastida, J.M. Pérez Sánchez.
Nombre del Seminario, Congreso o Workshop: XXXI Congreso Nacional de Estadística e Investigación Operativa (SEIO).
Fecha de inicio: 10-02-2009.
Fecha de finalización: 13-02-2009.
Lugar: Murcia, España
Abstract
Participation in Seminar/Workshop/Congress
Unicidad de ciertas primas de credibilidad. Estudio y aplicaciones
Autores: E. Calderín Ojeda, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: XXXI Congreso Nacional de Estadística e Investigación Operativa (SEIO).
Fecha de inicio: 10-02-2009.
Fecha de finalización: 13-02-2009.
Lugar: Murcia, España
Abstract
Participation in Seminar/Workshop/Congress
Generalizaciones de la distribución normal según el esquema de Marshall y Olkin
Autores: V. García, E. Gómez-Déniz, F.J. Vázquez-Polo.
Nombre del Seminario, Congreso o Workshop: XXXI Congreso Nacional de Estadísica e Investigación Operativa.
Fecha de inicio: 10-02-2009.
Fecha de finalización: 13-02-2009.
Lugar: Murcia - Univ. Murcia, Dpto. de Estadística e I.O.
Abstract
Participation in Seminar/Workshop/Congress
Una generaliazión de la distribución normal con aplicaciones en la Teoría del Riesgo Colectivo
Autores: V. García, E. Gómez-Déniz, F.J. Vázquez-Polo.
Nombre del Seminario, Congreso o Workshop: 3ª Reunión de Investigación en Seguros y Gestión de Riesgos.
Fecha de inicio: 14-06-2009.
Fecha de finalización: 19-06-2009.
Lugar: Madrid
Abstract
Participation in Seminar/Workshop/Congress
Some Results on Unique Relationship between Structure Functions and Credibility ExpressionsTipo de participación: Comunicación
Autores: E. Calderín Ojeda, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 43rd. Actuarial Research Conference.
Fecha de inicio: 14-08-2008.
Fecha de finalización: 16-08-2008.
Lugar: Regina, Canadá
Participation in Seminar/Workshop/Congress
A rich family of discrete distributions obtained by mixing the Generalized Negative Binomial and G4B distributions with applications in credibility theory
Autores: E. Gómez-Déniz, J.M. Pérez, F.J. Vázquez-Polo.
Nombre del Seminario, Congreso o Workshop: 11th Internacional Congreso on Insurance: Mathematics & Economics.
Fecha de inicio: 10-07-2007.
Fecha de finalización: 12-07-2007.
Lugar: Piraeus, Grecia
Participation in Seminar/Workshop/Congress
Bayesian Sensibility Analysis of a Compound Collective Model
Autores: A. Hernández Bastida, J.M. Pérez, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 11th Internacional Congreso on Insurance: Mathematics & Economics.
Fecha de inicio: 10-07-2007.
Fecha de finalización: 12-07-2007.
Lugar: Piraeus, Grecia
Participation in Seminar/Workshop/Congress
Multivariate Poisson-Beta distributions with applications to insurance data
Autores: J. María Sarabia, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 11th Internacional Congreso on Insurance: Mathematics & Economics.
Fecha de inicio: 10-07-2007.
Fecha de finalización: 12-07-2007.
Lugar: University of Piraeus (Grecia)
Participation in Seminar/Workshop/Congress
Useful analytical expressions to study local Bayesian robustness of posterior magnitude with applications in bonus malus premiums
Autores: E. Calderín Ojeda, E. Gómez-Déniz.
Nombre del Seminario, Congreso o Workshop: 11th Internacional Congreso on Insurance: Mathematics & Economics.
Fecha de inicio: 10-07-2007.
Fecha de finalización: 12-07-2007.
Lugar: University of Piraeus (Grecia)
Participation in Seminar/Workshop/Congress
Some explicit expressions for ruin probability function in the classical risk model
Autores: E. Gómez-Déniz, J. María Sarabia.
Nombre del Seminario, Congreso o Workshop: 11th Internacional Congreso on Insurance: Mathematics & Economics.
Fecha de inicio: 10-07-2007.
Fecha de finalización: 12-07-2007.
Lugar: University of Piraeus (Grecia)
Participation in Seminar/Workshop/Congress
A new distribution obtained by compounding GNB and G4B distributions with applications in actuarial statistics
Autores: E. Gómez-Déniz, J.M. Pérez Sánchez, F.J. Vázquez-Polo.
Nombre del Seminario, Congreso o Workshop: 2nd Workshop on Risk Management and Insurance Research (RIESGO 2007).
Fecha de inicio: 18-04-2007.
Fecha de finalización: 19-04-2007.
Lugar: Universidad de Cantabria
Abstract
Participation in Seminar/Workshop/Congress
Cálculo de primas de seguro bajo el principio de varianza
Autores: J.M. Pérez, E. Gómez-Déniz, F.J. Vázquez-Polo.
Nombre del Seminario, Congreso o Workshop: XX Reunión ASEPELT.
Fecha de inicio: 22-06-2006.
Fecha de finalización: 24-06-2006.
Lugar: La Laguna
Participation in Seminar/Workshop/Congress
Using the NIG distribution for modelling actuarial data
Autores: E. Gómez-Déniz, J.M. Pérez Sánchez, F.J. Vázquez-Polo.
Nombre del Seminario, Congreso o Workshop: IX International Congress on Insurance: Mathematics and Economics.
Fecha de inicio: 18-07-2006.
Fecha de finalización: 20-07-2006.
Lugar: Catholic University of Leuven
Abstract
Participation in Seminar/Workshop/Congress