| Publication | Date of Publication | Type |
|---|
| Random forest estimation of conditional distribution functions and conditional quantiles | 2022-12-19 | Paper |
| Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case | 2022-11-25 | Paper |
| Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables | 2022-05-18 | Paper |
| Estimation of multivariate generalized gamma convolutions through Laguerre expansions | 2022-02-09 | Paper |
| Censored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture models | 2021-09-07 | Paper |
| Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach | 2021-08-17 | Paper |
| Dependence structure estimation using copula recursive trees | 2021-08-05 | Paper |
| On quantile oriented sensitivity analysis | 2021-02-11 | Paper |
| Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool | 2020-08-27 | Paper |
| Random forest estimation of conditional distribution functions and conditional quantiles | 2020-06-12 | Paper |
| Analysis of fast versions of the Euclid Algorithm | 2019-09-16 | Paper |
| On the consistency of Sobol indices with respect to stochastic ordering of model parameters | 2019-07-11 | Paper |
| Estimation of foreseeable and unforeseeable risks in motor insurance | 2019-05-17 | Paper |
| Extremes for multivariate expectiles | 2019-01-11 | Paper |
| Spatial expectile predictions for elliptical random fields | 2018-08-14 | Paper |
| Estimation of quantile oriented sensitivity indices | 2018-02-15 | Paper |
| A Model-Free Selection Criterion For The Mixing Coefficient Of Spatial Max-Mixture Models | 2018-01-03 | Paper |
| A semi-parametric estimation for max-mixture spatial processes | 2017-10-23 | Paper |
| Risk assessment using suprema data | 2017-10-12 | Paper |
| Impact of dependence on some multivariate risk indicators | 2017-08-14 | Paper |
| Quantile predictions for elliptical random fields | 2017-08-03 | Paper |
| Multivariate extensions of expectiles risk measures | 2017-03-16 | Paper |
| Spatial risk measure for gaussian processes | 2016-12-25 | Paper |
| On a capital allocation by minimization of some risk indicators | 2016-08-22 | Paper |
| Some mixing properties of conditionally independent processes | 2016-05-25 | Paper |
| High level quantile approximations of sums of risks | 2016-01-21 | Paper |
| A risk management approach to capital allocation | 2015-06-12 | Paper |
| Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory | 2014-04-10 | Paper |
| Estimating a bivariate tail: a copula based approach | 2014-01-10 | Paper |
| Ruin probabilities in models with a Markov chain dependence structure | 2013-12-17 | Paper |
| Risk processes with dependence and premium adjusted to solvency targets | 2013-08-05 | Paper |
| Adjustment coefficient for risk processes in some dependent contexts | 2012-06-20 | Paper |
| Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm | 2012-03-29 | Paper |
| Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management | 2011-08-25 | Paper |
| Correcting the proof of Theorem 3.2 and Corollary 5.2 in Almost sure rates of mixing for i.i.d. unimodal maps by V. Baladi, M. Benedicks, V. Maume-Deschamps, Ann. E.N.S. (2002) | 2010-08-30 | Paper |
| Discrete-Time Risk Models Based on Time Series for Count Random Variables | 2010-06-21 | Paper |
| Exponential inequalities for VLMC empirical trees | 2010-03-15 | Paper |
| Regularity of the Euclid algorithm; application to the analysis of fast GCD algorithms | 2009-06-18 | Paper |
| EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS | 2007-03-13 | Paper |
| Exponential inequalities and estimation of conditional probabilities | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5485339 | 2006-08-29 | Paper |
| Decay of correlations on towers with non-Hölder Jacobian and non-exponential return time | 2005-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4667608 | 2005-04-20 | Paper |
| Erratum to: Dynamical sources in information theory: Fundamental intervals and word prefixes | 2004-09-22 | Paper |
| Pressure and recurrence | 2004-08-19 | Paper |
| Decay of correlations on towers with non-Holder continuous Jacobian and non-exponential return time | 2004-05-07 | Paper |
| Almost sure rates of mixing for i.i.d. unimodal maps | 2003-07-30 | Paper |
| Decay of correlations for piecewise invertible maps in higher dimensions | 2003-07-05 | Paper |
| Lasota-Yorke maps with holes: Conditionally invariant probability measures and invariant probability measures on the survivor set | 2003-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384909 | 2002-11-07 | Paper |
| Invariant measures for piecewise convex transformations of an interval | 2002-08-27 | Paper |
| Correlation decay for Markov maps on a countable state space | 2002-02-17 | Paper |
| Decay of random correlation functions for unimodal maps. | 2001-08-29 | Paper |
| Projective metrics and mixing properties on towers | 2001-06-06 | Paper |
| On the existence of conditionally invariant probability measures in dynamical systems | 2001-01-14 | Paper |
| Convergence speed to equilibrium state for Markovian non-Hölderian dynamics | 1998-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714360 | 1997-09-18 | Paper |
