Bayesian inference for extreme quantiles of heavy tailed distributions (Q274181): Difference between revisions

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+A new class of models for heavy tailed distributions in finance and insurance risk
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+Bayesian analysis of extreme events with threshold estimation
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+Statistics of Extremes
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+Skew mixture models for loss distributions: a Bayesian approach
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+A default Bayesian approach for regression on extremes
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+Bayesian Methods in Extreme Value Modelling: A Review and New Developments
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+Modeling actuarial data with a composite lognormal-Pareto model
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+Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
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+Confidence regions for high quantiles of a heavy tailed distribution
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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