Concepedia

Luca Bagnato

LB

16

Publications

446

Citations

14

H-Index

2010

Active since

Affiliations

Università Cattolica del Sacro Cuore(Current)

University of Catania

University of Milano-Bicocca

Libera Università Maria SS. Assunta

Luca Bagnato is an author at Università Cattolica del Sacro Cuore specializing in statistics, engineering, and business.

Top concepts

StatisticsEngineeringBusinessFinanceManagementAsset PricingComputer ScienceStatistical InferenceData MiningForecasting

Publications per year

2010–2022

16

Publications

16

Compound unimodal distributions for insurance losses

Antonio Punzo, Luca Bagnato, Antonello Maruotti · Insurance Mathematics and Economics · 2017 · 74 citations · Full text

Insurance, Compound Unimodal Distributions, Management +6

Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm

Luca Bagnato, Antonio Punzo · Computational Statistics · 2012 · 73 citations

Finite Mixtures, Unimodal Beta, Mixture Distribution +4

The multivariate leptokurtic‐normal distribution and its application in model‐based clustering

Luca Bagnato, Antonio Punzo, Maria Grazia Zoia · Canadian Journal of Statistics · 2016 · 49 citations

Engineering, Excess Kurtosis, Multivariate Leptokurtic‐normal Distribution +17

Two new matrix-variate distributions with application in model-based clustering

Salvatore D. Tomarchio, Antonio Punzo, Luca Bagnato · Computational Statistics & Data Analysis · 2020 · 31 citations

New Matrix-variate Distributions, Document Clustering, Statistics +1

Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series

Antonello Maruotti, Antonio Punzo, Luca Bagnato · Journal of Financial Econometrics · 2018 · 30 citations

Volatility Modeling, Economic Forecasting, Engineering +15

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