| Publication | Date of Publication | Type |
|---|
| Estimation of tail parameters with missing largest observations | 2024-01-05 | Paper |
| Outlier detection based on extreme value theory and applications | 2023-10-11 | Paper |
| Bias reduced peaks over threshold tail estimation | 2022-09-22 | Paper |
| A new class of copula regression models for modelling multivariate heavy-tailed data | 2022-05-12 | Paper |
| Lognormal mixed models for reported claims reserves | 2021-12-22 | Paper |
| Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data | 2021-11-15 | Paper |
| Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data | 2021-10-20 | Paper |
| TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS | 2021-09-24 | Paper |
| Trimmed extreme value estimators for censored heavy-tailed data | 2021-08-09 | Paper |
| Threshold selection and trimming in extremes | 2021-05-21 | Paper |
| Center-outward quantiles and the measurement of multivariate risk | 2020-11-19 | Paper |
| Combined tail estimation using censored data and expert information | 2020-09-28 | Paper |
| Confidence intervals for extreme Pareto‐type quantiles | 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 | 2019-08-09 | Paper |
| Ridge regression estimators for the extreme value index | 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 | 2018-04-03 | Paper |
| Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications | 2018-02-15 | Paper |
| Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions | 2017-11-23 | Paper |
| Reinsurance. Actuarial and statistical aspects | 2017-11-10 | Paper |
| Hunting for black swans in the European banking sector using extreme value analysis | 2017-07-31 | Paper |
| Fitting tails affected by truncation | 2017-05-16 | Paper |
| Tail fitting for truncated and non-truncated Pareto-type distributions | 2017-02-08 | Paper |
| Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework | 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 | 2015-12-30 | Paper |
| Bias-corrected estimation of stable tail dependence function | 2015-12-23 | Paper |
| Generalized sum plots | 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 | 2014-10-13 | Paper |
| Estimation of the bias of the maximum likelihood estimators in an extreme value context | 2012-06-19 | Paper |
| Asymptotics for the Hirsch index | 2011-11-26 | Paper |
| Bias-reduced estimators for bivariate tail modelling | 2011-08-01 | Paper |
| Generalized Kernel Estimators for the Weibull-Tail Coefficient | 2010-12-20 | Paper |
| Estimating catastrophic quantile levels for heavy-tailed distributions | 2010-06-20 | Paper |
| Peaks-over-threshold modeling under random censoring | 2010-06-08 | Paper |
| Kernel estimators for the second order parameter in extreme value statistics | 2010-06-03 | Paper |
| Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs | 2009-12-22 | Paper |
| Higher order estimation at Lebesgue points | 2009-07-13 | Paper |
| Second-order refined peaks-over-threshold modelling for heavy-tailed distributions | 2009-06-09 | Paper |
| A robust estimator for the tail index of Pareto-type distributions | 2009-06-02 | Paper |
| Estimation of the extreme value index and extreme quantiles under random censoring | 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 | 2008-11-04 | Paper |
| Improved reduced-bias tail index and quantile estimators | 2008-03-28 | Paper |
| On the distribution of discounted loss reserves using generalized linear models | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3433264 | 2007-04-27 | Paper |
| Actuarial statistics with generalized linear mixed models | 2007-02-19 | Paper |
| Estimation of the extreme-value index and generalized quantile plots | 2006-11-06 | Paper |
| On univariate extreme value statistics and the estimation of reinsurance premiums | 2006-08-14 | Paper |
| On the relative approximation error of the generalized Pareto approximation for a high quantile | 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 | 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 | 2006-01-06 | Paper |
| A goodness-of-fit statistic for Pareto-type behaviour | 2005-11-01 | Paper |
| Statistics of Extremes | 2004-12-14 | Paper |
| Nonparametric estimation of extreme conditional quantiles | 2004-09-29 | Paper |
| On exponential representations of log-spacings of extreme order statistics | 2004-03-16 | Paper |
| Local polynomial maximum likelihood estimation for Pareto-type distributions. | 2004-03-14 | Paper |
| Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. | 2004-02-14 | Paper |
| Confidence bounds for discounted loss reserves. | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438065 | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416727 | 2003-08-05 | Paper |
| Divergence-type errors of smooth Barron-type density estimators. | 2003-05-18 | Paper |
| Some comments on the estimation of a dependence index in bivariate extreme value statistics. | 2003-05-07 | Paper |
| Goodness-of-fit analysis for multivariate normality based on generalized quantiles. | 2002-07-24 | Paper |
| A multivariate generalized Burr-Gamma distribution | 2002-05-14 | Paper |
| Pareto Index Estimation Under Moderate Right Censoring | 2001-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508884 | 2001-09-11 | Paper |
| Large deviations of divergence measures on partitions | 2001-07-25 | Paper |
| On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation | 2001-06-05 | Paper |
| On piecewise linear density estimators | 2001-01-30 | Paper |
| Tail index estimation and an exponential regression model | 2000-10-11 | Paper |
| On the lrerror in histogram density estimation: The multidimensional case | 1999-10-04 | Paper |
| On the impossibility of estimating densities in the extreme tail | 1999-05-31 | Paper |
| Burr regression and portfolio segmentation | 1999-03-28 | Paper |
| Bootstrap confidence intervals for tail indices. | 1998-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838647 | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4367308 | 1997-12-17 | Paper |
| Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics | 1997-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365234 | 1997-11-02 | Paper |
| Excess functions and estimation of the extreme-value index | 1997-09-01 | Paper |
| The mean residual life function at great age: Applications to tail estimation | 1996-09-24 | Paper |
| Maximal type test statistics based on conditional processes | 1996-07-18 | Paper |
| Asymptotic confidence intervals for the length of the shortt under random censoring | 1996-02-13 | Paper |
| On the asymptotic normality of \(L_ p\)-norms of empirical functionals | 1995-10-24 | Paper |
| On the asymptotic normality of the L1‐ and L2‐errors in histogram density estimation | 1995-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320716 | 1995-02-02 | Paper |
| Bahadur–Kiefer Theorems for Uniform Spacings Processes | 1993-09-22 | Paper |
| A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform | 1993-02-22 | Paper |
| Modeling large claims in non-life insurance | 1993-01-17 | Paper |
| Long run proportional hazards models of random censorship | 1993-01-17 | Paper |
| Limit distributions for compounded sums of extreme order statistics | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986299 | 1992-06-27 | Paper |
| On the approximation of P-P and Q-Q plot processes by Brownian bridges | 1992-06-25 | Paper |
| On the asymptotic normality of functions of uniform spacings | 1991-01-01 | Paper |
| Bahadur-Kiefer theorems for the product-limit process | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3834865 | 1989-01-01 | Paper |
| The Asymptotic Behavior of Hill’s Estimator | 1987-01-01 | Paper |
| The problem of stability in insurance mathematics | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796536 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3750796 | 1986-01-01 | Paper |
| THE APPROPRIATE REDUCTION OF THE WEIGHTED EMPIRICAL PROCESS | 1986-01-01 | Paper |
| The empirical distribution function and strong laws for functions of order statistics of uniform spacings | 1985-01-01 | Paper |
| Strong and weak approximations of k-spacings processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678388 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3679993 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732747 | 1984-01-01 | Paper |
| Upper and lower bounds for dirichlet distrisutions in terms of the univariate marginal beta distributions | 1982-01-01 | Paper |
| On functions bounding the empirical distribution of uniform spacings | 1982-01-01 | Paper |
| Complete statistical ranking of populations, with tables and applications | 1982-01-01 | Paper |
