| Publication | Date of Publication | Type |
|---|
Combination of optimization-free Kriging models for high-dimensional problems
Computational Statistics | 2025-01-13 | Paper |
Assessing clustering methods using Shannon's entropy
Information Sciences | 2025-01-08 | Paper |
Sampling large hyperplane-truncated multivariate normal distributions
Computational Statistics | 2024-09-02 | Paper |
Quantizing Rare Random Maps: Application to Flooding Visualization
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
A note on simulating hyperplane-truncated multivariate normal distributions
Statistics & Probability Letters | 2022-09-30 | Paper |
Properties and comparison of some kriging sub-model aggregation methods
Mathematical Geosciences | 2022-09-27 | Paper |
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Electronic Journal of Statistics | 2022-02-09 | Paper |
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Electronic Journal of Statistics | 2022-02-09 | Paper |
Dependence structure estimation using copula recursive trees
Journal of Multivariate Analysis | 2021-08-05 | Paper |
Asymptotic domination of sample maxima
Statistics & Probability Letters | 2020-04-29 | Paper |
On a construction of multivariate distributions given some multidimensional marginals
Advances in Applied Probability | 2019-12-09 | Paper |
Extremes for multivariate expectiles
Statistics & Risk Modeling | 2019-01-11 | Paper |
Spatial expectile predictions for elliptical random fields
Methodology and Computing in Applied Probability | 2018-08-14 | Paper |
A note on upper-patched generators for Archimedean copulas
ESAIM: Probability and Statistics | 2018-08-07 | Paper |
On the estimation of Pareto fronts from the point of view of copula theory
Information Sciences | 2018-05-17 | Paper |
Nested kriging predictions for datasets with a large number of observations
Statistics and Computing | 2018-03-08 | Paper |
Gaussian processes for computer experiments
ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
On tail dependence coefficients of transformed multivariate Archimedean copulas
Fuzzy Sets and Systems | 2018-02-19 | Paper |
Impact of dependence on some multivariate risk indicators
Methodology and Computing in Applied Probability | 2017-08-14 | Paper |
Quantile predictions for elliptical random fields
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Multivariate extensions of expectiles risk measures
Dependence Modeling | 2017-03-16 | Paper |
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
Dependence Modeling | 2016-12-20 | Paper |
Kriging of financial term-structures
European Journal of Operational Research | 2016-10-07 | Paper |
On a capital allocation by minimization of some risk indicators
European Actuarial Journal | 2016-08-22 | Paper |
| scientific article; zbMATH DE number 6458392 (Why is no real title available?) | 2015-07-13 | Paper |
| A risk management approach to capital allocation | 2015-06-12 | Paper |
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
Dependence Modeling | 2014-05-21 | Paper |
Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
Insurance Mathematics & Economics | 2014-04-15 | Paper |
An extension of Davis and Lo's contagion model
Quantitative Finance | 2014-02-08 | Paper |
Exploring or reducing noise? A global optimization algorithm in the presence of noise
Structural and Multidisciplinary Optimization | 2013-11-15 | Paper |
The density of a passage time for a renewal-reward process perturbed by a diffusion
Applied Mathematics Letters | 2012-11-15 | Paper |
| On hyperbolic iterated distortions for the adjustment of survival functions | 2012-05-30 | Paper |
| Valuation of portfolio loss derivatives in an infectious model | 2012-05-30 | Paper |
Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Insurance Mathematics & Economics | 2009-01-28 | Paper |
The win-first probability under interest force
Insurance Mathematics & Economics | 2006-03-08 | Paper |
Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
Insurance Mathematics & Economics | 2005-01-13 | Paper |
A link between wave governed random motions and ruin processes
Insurance Mathematics & Economics | 2005-01-13 | Paper |
