| Density reconstructions with errors in the data E Gomes-Gonçalves, H Gzyl, S Mayoral Entropy 16 (6), 3257-3272, 2014 | 17 | 2014 |
| Two maxentropic approaches to determine the probability density of compound risk losses E Gomes-Gonçalves, H Gzyl, S Mayoral Insurance: Mathematics and Economics 62, 42-53, 2015 | 12 | 2015 |
| A Maximum Entropy Approach to the Loss Data Aggregation Problem SM E Gomes-Gonçalves, H Gzyl Journal of Operational Risk, 11 (1), 2016 | 11 | 2016 |
| Disentangling frequency models E Gomes-Gonçalves, H Gzyl Journal of Operational Risk 9 (2), 2014 | 11 | 2014 |
| Maxentropic Approach to Decompound Aggregate Risk Losses E Gomes-Gonçalves, H Gzyl, S Mayoral Insurance: Mathematics and Economics (IME) 64, 326-336, 2015 | 10 | 2015 |
| Loss Data Analysis: The Maximum Entropy Approach H Gzyl, S Mayoral, E Gomes-Gonçalves Walter de Gruyter GmbH & Co KG, 2023 | 5 | 2023 |
| Geometry and fixed-rate quantization in Riemannian metric spaces induced by separable Bregman divergences E Gomes-Gonçalves, H Gzyl, F Nielsen Geometric Science of Information: 4th International Conference, GSI 2019 …, 2019 | 4 | 2019 |
| Loss data analysis: Analysis of the sample dependence in density reconstruction E Gomes-Gonçalves, H Gzyl, S Mayoral Insurance: Mathematics and Economics 16, 3257-3272, 2016 | 4 | 2016 |
| Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods E Gomes-Gonçalves, H Gzyl, S Mayoral Insurance: Mathematics and Economics 71, 145-153, 2016 | 3 | 2016 |
| LDA: Analysis of the Sample Dependence in Density Reconstruction by Maxentropic Methods E Gomes-Gonçalves, H Gzyl, S Mayoral Insurance: Mathematics and Economics, 2016, 2015 | 3 | 2015 |
| Sample dependence of risk premiums E Gomes-Gonçalves, H Gzyl, S Mayoral Blaya Journal of Operational Risk, Forthcoming, 2019 | 1 | 2019 |
| Calibration of short rate term structure models from bid-ask coupon bond prices E Gomes-Gonçalves, H Gzyl, S Mayoral Blaya Physica A: Statistical Mechanics and its Applications, 2018 | 1 | 2018 |
| O. Estudio Comparativo de Técnicas de Calificación Creditícia G Goncalves Ph. D. Thesis, Universidad Simón Bolívar, 2009.[Google Scholar], 2009 | 1 | 2009 |
| Maximum entropy methods for loss data analysis: Aggregation and disaggregation problems E Gomes-Gonçalves, H Gzyl, S Mayoral Entropy 21 (8), 762, 2019 | | 2019 |
| Maximum entropy methods for loss data aggregation and disaggregation problems E Gomes Gonçalves, H Gzyl, S Mayoral MDPI, 2019 | | 2019 |
| Geometry and clustering with metrics derived from separable Bregman divergences Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen Working paper, 2018 | | 2018 |
| Sample dependence of risk premia E Gomes-Gonçalves, H Gzyl, S Mayoral | | 2018 |
| Geometry and clustering with metrics derived from separable Bregman divergences E Gomes-Gonçalves, H Gzyl, F Nielsen arXiv preprint arXiv:1810.10770, 2018 | | 2018 |
| Loss Data Analysis with Maximum Entropy: MAF 2018 SM Erika Gomes-Gonçalves, Henryk Gzyl In book: Mathematical and Statistical Methods for Actuarial Sciences and …, 2018 | | 2018 |
| Loss data analysis (de gruyter textbook) E Gomes-Goncalves, H Gzyl, S Mayoral De Gruyter, 2018 | | 2018 |
Frank NIELSENSony Computer Science Laboratories Inc (Sony CSL)Verified email at acm.org
Frank NIELSENSony Computer Science Laboratories Inc (Sony CSL)Verified email at acm.org