The following pages link to Christian Y. Robert (Q386277):
Displaying 50 items.
- Some new classes of stationary max-stable random fields (Q386278) (← links)
- New efficient estimators in rare event simulation with heavy tails (Q390439) (← links)
- Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
- On the limiting spectral distribution of the covariance matrices of time-lagged processes (Q604359) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Tails of random sums of a heavy-tailed number of light-tailed terms (Q938036) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- (Q1049196) (redirect page) (← links)
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring (Q1049197) (← links)
- Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
- Geometric ergodicity for some space-time max-stable Markov chains (Q1726762) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions (Q2001086) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses (Q2152237) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Power variations for a class of Brown-Resnick processes (Q2191423) (← links)
- Stop-loss protection for a large P2P insurance pool (Q2234761) (← links)
- Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction (Q2237821) (← links)
- A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) (Q2274304) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Series expansions for convolutions of Pareto distributions (Q2340428) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Market value margin calculations under the cost of capital approach within a Bayesian chain ladder framework (Q2446003) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- Asset allocation strategies in the presence of liability constraints (Q2520460) (← links)
- From risk sharing to pure premium for a large number of heterogeneous losses (Q2656992) (← links)
- Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses'' (Q2665882) (← links)
- Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses (Q2681449) (← links)
- On the De Vylder and Goovaerts Conjecture About Ruin for Equalized Claims (Q2923441) (← links)
- CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION (Q2941063) (← links)
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions (Q2965539) (← links)
- STOCHASTIC UNIT ROOT MODELS (Q3434190) (← links)
- Stochastic stability of some state-dependent growth-collapse processes (Q3435396) (← links)
- On the Microstructural Hedging Error (Q3580033) (← links)
- VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS (Q4906543) (← links)
- MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS (Q5045339) (← links)
- Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields (Q5086996) (← links)
- LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090) (← links)
- Space‒time max-stable models with spectral separability (Q5197397) (← links)
- Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory (Q5312847) (← links)
- Automatic declustering of rare events (Q5411059) (← links)
- DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT (Q5419643) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
- Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model (Q6072262) (← links)
