Marco Bee

Marco Bee is professor of Economic Statistics and Director of the Master in Finance at the University of Trento. Before joining the Department of Economics and Management of the University of Trento, he held positions at the Risk Management department of Banca Intesa in Milan. His current research interests focus on quantitative risk management, financial econometrics and applied statistics, with particular emphasis on computational issues.

Articles by Marco Bee

Original research

Modeling multivariate operational losses via copula-based distributions with g-and-h marginals

In this paper, the authors propose a family of copula-based multivariate distributions with g-and-h marginals.

09 Feb 2022

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here