1. A characteristic function-based approach to approximate maximum likelihood estimation. Issue 13 (3rd July 2018) Authors: Bee, M.; Trapin, L. Journal: Communications in statistics Issue: Volume 47:Issue 13(2018) Page Start: 3138 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A simple approach to the estimation of Tukey's gh distribution. Issue 16 (1st November 2016) Authors: Bee, M.; Trapin, L. Journal: Journal of statistical computation and simulation Issue: Volume 86:Issue 16(2016) Page Start: 3287 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Estimating large losses in insurance analytics and operational risk using the g-and-h distribution. Issue 7 (3rd July 2021) Authors: Bee, M.; Hambuckers, J.; Trapin, L. Journal: Quantitative finance Issue: Volume 21:Issue 7(2021) Page Start: 1207 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. Issue 8 (3rd August 2019) Authors: Bee, M.; Hambuckers, J.; Trapin, L. Journal: Quantitative finance Issue: Volume 19:Issue 8(2019) Page Start: 1255 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗