| Publication | Date of Publication | Type |
|---|
Nonparametric cure models through extreme-value tail estimation
Scandinavian Journal of Statistics | 2026-05-22 | Paper |
Tail classification using non-linear regression on model plots
Extremes | 2025-06-16 | Paper |
Estimation of tail parameters with missing largest observations
Electronic Journal of Statistics | 2024-01-05 | Paper |
Outlier detection based on extreme value theory and applications
Scandinavian Journal of Statistics | 2023-10-11 | Paper |
Bias reduced peaks over threshold tail estimation
(available as arXiv preprint) | 2022-09-22 | Paper |
A new class of copula regression models for modelling multivariate heavy-tailed data
Insurance Mathematics & Economics | 2022-05-12 | Paper |
Lognormal mixed models for reported claims reserves
North American Actuarial Journal | 2021-12-22 | Paper |
Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
North American Actuarial Journal | 2021-11-15 | Paper |
Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data
ASTIN Bulletin | 2021-10-20 | Paper |
TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS
ASTIN Bulletin | 2021-09-24 | Paper |
Trimmed extreme value estimators for censored heavy-tailed data
Electronic Journal of Statistics | 2021-08-09 | Paper |
Threshold selection and trimming in extremes
Extremes | 2021-05-21 | Paper |
Center-outward quantiles and the measurement of multivariate risk
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Combined tail estimation using censored data and expert information
Scandinavian Actuarial Journal | 2020-09-28 | Paper |
Confidence intervals for extreme Pareto‐type quantiles
Scandinavian Journal of Statistics | 2020-05-07 | Paper |
| Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails | 2019-12-12 | Paper |
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
Ridge regression estimators for the extreme value index
Extremes | 2019-07-04 | Paper |
| Predicting high quantiles through the Dirichlet process on extreme modelling | 2018-10-10 | Paper |
A non-linear mixed model approach for excess of loss benchmark rating
European Actuarial Journal | 2018-04-03 | Paper |
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
Insurance Mathematics & Economics | 2018-02-15 | Paper |
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Reinsurance. Actuarial and statistical aspects
Wiley Series in Probability and Statistics | 2017-11-10 | Paper |
Hunting for black swans in the European banking sector using extreme value analysis
Springer Proceedings in Mathematics & Statistics | 2017-07-31 | Paper |
Fitting tails affected by truncation
Electronic Journal of Statistics | 2017-05-16 | Paper |
Fitting tails affected by truncation
Electronic Journal of Statistics | 2017-05-16 | Paper |
Tail fitting for truncated and non-truncated Pareto-type distributions
Extremes | 2017-02-08 | Paper |
Mean-of-order p reduced-bias extreme value index estimation under a third-order framework
Extremes | 2016-11-30 | Paper |
| Reducing MSE in estimation of heavy tails: a Bayesian approach | 2016-06-17 | Paper |
Bias reduced tail estimation for censored Pareto type distributions
Statistics & Probability Letters | 2015-12-30 | Paper |
Bias-corrected estimation of stable tail dependence function
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Generalized sum plots
REVSTAT | 2014-10-22 | Paper |
| Extreme value statistics for truncated Pareto-type distributions | 2014-10-15 | Paper |
An overview and open research topics in statistics of univariate extremes
REVSTAT | 2014-10-13 | Paper |
Estimation of the bias of the maximum likelihood estimators in an extreme value context
Communications in Statistics. Theory and Methods | 2012-06-19 | Paper |
Asymptotics for the Hirsch index
Scandinavian Journal of Statistics | 2011-11-26 | Paper |
Bias-reduced estimators for bivariate tail modelling
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Generalized Kernel Estimators for the Weibull-Tail Coefficient
Communications in Statistics: Theory and Methods | 2010-12-20 | Paper |
Estimating catastrophic quantile levels for heavy-tailed distributions
Insurance Mathematics & Economics | 2010-06-20 | Paper |
Peaks-over-threshold modeling under random censoring
Communications in Statistics: Theory and Methods | 2010-06-08 | Paper |
Kernel estimators for the second order parameter in extreme value statistics
Journal of Statistical Planning and Inference | 2010-06-03 | Paper |
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs
ASTIN Bulletin | 2009-12-22 | Paper |
Higher order estimation at Lebesgue points
Annals of the Institute of Statistical Mathematics | 2009-07-13 | Paper |
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
A robust estimator for the tail index of Pareto-type distributions
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Estimation of the extreme value index and extreme quantiles under random censoring
Extremes | 2009-02-28 | Paper |
| Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation | 2009-01-15 | Paper |
Regression with response distributions of Pareto-type
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Improved reduced-bias tail index and quantile estimators
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
On the distribution of discounted loss reserves using generalized linear models
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
| scientific article; zbMATH DE number 5147265 (Why is no real title available?) | 2007-04-27 | Paper |
Actuarial statistics with generalized linear mixed models
Insurance Mathematics & Economics | 2007-02-19 | Paper |
Estimation of the extreme-value index and generalized quantile plots
Bernoulli | 2006-11-06 | Paper |
On univariate extreme value statistics and the estimation of reinsurance premiums
Insurance Mathematics & Economics | 2006-08-14 | Paper |
On the relative approximation error of the generalized Pareto approximation for a high quantile
Extremes | 2006-05-24 | Paper |
| A robust estimator of the tail index based on an exponential regression model | 2006-04-28 | Paper |
Semiparametric lower bounds for tail index estimation
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003
North American Actuarial Journal | 2006-01-06 | Paper |
A goodness-of-fit statistic for Pareto-type behaviour
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
Statistics of Extremes
Wiley Series in Probability and Statistics | 2004-12-14 | Paper |
Nonparametric estimation of extreme conditional quantiles
Journal of Statistical Computation and Simulation | 2004-09-29 | Paper |
On exponential representations of log-spacings of extreme order statistics
Extremes | 2004-03-16 | Paper |
Local polynomial maximum likelihood estimation for Pareto-type distributions.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
Confidence bounds for discounted loss reserves.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
Insurance Mathematics & Economics | 2004-02-14 | Paper |
| scientific article; zbMATH DE number 2015219 (Why is no real title available?) | 2003-12-09 | Paper |
| scientific article; zbMATH DE number 1959478 (Why is no real title available?) | 2003-08-05 | Paper |
Divergence-type errors of smooth Barron-type density estimators.
Test | 2003-05-18 | Paper |
Some comments on the estimation of a dependence index in bivariate extreme value statistics.
Statistics & Probability Letters | 2003-05-07 | Paper |
Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
Computational Statistics and Data Analysis | 2002-07-24 | Paper |
A multivariate generalized Burr-Gamma distribution
South African Statistical Journal | 2002-05-14 | Paper |
Pareto Index Estimation Under Moderate Right Censoring
Scandinavian Actuarial Journal | 2001-12-12 | Paper |
| scientific article; zbMATH DE number 1515785 (Why is no real title available?) | 2001-09-11 | Paper |
Large deviations of divergence measures on partitions
Journal of Statistical Planning and Inference | 2001-07-25 | Paper |
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation
Journal of Statistical Planning and Inference | 2001-06-05 | Paper |
On piecewise linear density estimators
Statistica Neerlandica | 2001-01-30 | Paper |
Tail index estimation and an exponential regression model
Extremes | 2000-10-11 | Paper |
On the lrerror in histogram density estimation: The multidimensional case
Journal of Nonparametric Statistics | 1999-10-04 | Paper |
On the impossibility of estimating densities in the extreme tail
Statistics & Probability Letters | 1999-05-31 | Paper |
Burr regression and portfolio segmentation
Insurance Mathematics & Economics | 1999-03-28 | Paper |
Bootstrap confidence intervals for tail indices.
Computational Statistics and Data Analysis | 1998-08-13 | Paper |
| scientific article; zbMATH DE number 1188958 (Why is no real title available?) | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1092005 (Why is no real title available?) | 1997-12-17 | Paper |
Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics
Journal of the American Statistical Association | 1997-11-18 | Paper |
| scientific article; zbMATH DE number 1082202 (Why is no real title available?) | 1997-11-02 | Paper |
Excess functions and estimation of the extreme-value index
Bernoulli | 1997-09-01 | Paper |
The mean residual life function at great age: Applications to tail estimation
Journal of Statistical Planning and Inference | 1996-09-24 | Paper |
Maximal type test statistics based on conditional processes
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
Asymptotic confidence intervals for the length of the short<i>t</i> under random censoring
Statistica Neerlandica | 1996-02-13 | Paper |
On the asymptotic normality of \(L_ p\)-norms of empirical functionals
Mathematical Methods of Statistics | 1995-10-24 | Paper |
On the asymptotic normality of the <i>L</i><sub>1</sub>‐ and <i>L</i><sub>2</sub>‐errors in histogram density estimation
The Canadian Journal of Statistics | 1995-07-24 | Paper |
| scientific article; zbMATH DE number 718737 (Why is no real title available?) | 1995-02-02 | Paper |
| scientific article; zbMATH DE number 718737 (Why is no real title available?) | 1995-02-02 | Paper |
Bahadur–Kiefer Theorems for Uniform Spacings Processes
Theory of Probability & Its Applications | 1993-09-22 | Paper |
A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform
Statistics & Probability Letters | 1993-02-22 | Paper |
Modeling large claims in non-life insurance
Insurance Mathematics & Economics | 1993-01-17 | Paper |
Long run proportional hazards models of random censorship
Journal of Statistical Planning and Inference | 1993-01-17 | Paper |
Limit distributions for compounded sums of extreme order statistics
Journal of Applied Probability | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 28608 (Why is no real title available?) | 1992-06-27 | Paper |
On the approximation of P-P and Q-Q plot processes by Brownian bridges
Statistics & Probability Letters | 1992-06-25 | Paper |
On the asymptotic normality of functions of uniform spacings
The Canadian Journal of Statistics | 1991-01-01 | Paper |
Bahadur-Kiefer theorems for the product-limit process
Journal of Multivariate Analysis | 1990-01-01 | Paper |
