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Ausreißer
33
Outliers
33
Statistical distribution
23
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22
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Guillou, Armelle
4
Goegebeur, Yuri
3
Hou, Yanxi
3
Hu, Taizhong
3
Mao, Tiantian
3
Beirlant, Jan
2
Chen, Yu
2
Landsman, Zinoviy
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Qin, Jing
2
Sun, Hongfang
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Tang, Qihe
2
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2
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1
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Artís Ortuño, Manuel
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Insurance / Mathematics & economics
Discussion paper / Center for Economic Research, Tilburg University
22
Applied economics
17
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
International review of financial analysis
12
Finance research letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of operational risk
11
Working papers / TSE : WP
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Economics letters
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Energy economics
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DNB working paper
8
International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
Journal of international money and finance
7
SFB 649 discussion paper
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Journal of mathematical finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
CESifo working papers
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Dissertation Series CentER
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Journal of financial econometrics
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NBER Working Paper
5
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5
Working paper / Department of Economics, Lund University
5
Astin bulletin : the journal of the International Actuarial Association
4
CentER Discussion Paper Series
4
Econometric reviews
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European journal of operational research : EJOR
4
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ECONIS (ZBW)
33
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1
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
2
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
3
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
4
A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference
Hou, Yanxi
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 283-301
Persistent link: https://www.econbiz.de/10013264958
Saved in:
5
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Yuri
;
Guillou, Armelle
;
Pedersen, Tine
;
Qin, Jing
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 102-122
Persistent link: https://www.econbiz.de/10013471190
Saved in:
6
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
7
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
8
Distributionally robust inference for extreme Value-at-Risk
Yuen, Robert
;
Stoev, Stilian
;
Cooley, Daniel
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 70-89
Persistent link: https://www.econbiz.de/10012242040
Saved in:
9
Modelling life tables with advanced ages : an extreme value theory approach
Huang, Fei
;
Maller, Ross A.
;
Ning, Xu
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 95-115
Persistent link: https://www.econbiz.de/10012294066
Saved in:
10
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut
;
Papapantoleon, Antonis
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
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