//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Combined tail estimation using...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
40
Language
All
Undetermined
40
Author
All
Albrecher, Hansjörg
21
Beirlant, Jan
9
Beirlant, J.
6
Dhaene, Jan
3
Kortschak, Dominik
3
Thonhauser, Stefan
3
Albrecher, H.
2
Albrecher, Hansjoerg
2
Antonio, Katrien
2
Badescu, Andrei
2
Berlinet, A.
2
Borst, Sem
2
Boxma, Onno
2
Boxma, Onno J.
2
Constantinescu, Corina
2
Dierckx, G.
2
Goovaerts, Marc J.
2
Guillou, Armelle
2
Hoedemakers, Tom
2
Landriault, David
2
Mayer, P.A.
2
Resing, Jacques
2
Schoutens, W.
2
Schoutens, Wim
2
Teugels, Jozef L.
2
Verlaak, Robert
2
Vynckier, Petra
2
Asmussen, Sören
1
Biau, G.
1
Claramunt, M.Mercè
1
Delafosse, Emmanuel
1
Denuit, Michel M
1
Einmahl, J.H.J.
1
Goegebeur, Yuri
1
Goovaerts, Marc
1
Guillaume, Florence
1
Guillou, A.
1
Györfi, L.
1
Hartinger, Jürgen
1
Köberl, Judith
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
21
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
Applied mathematical finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
2
Annals of the Institute of Statistical Mathematics : AISM
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of the American Statistical Association : JASA
1
Operations research letters
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The Geneva risk and insurance review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
88
RePEc
60
EconStor
5
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
USB Cologne (business full texts)
1
more ...
less ...
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The magnitude of a market crash can be predicted
Novak, S.Y.
;
Beirlant, J.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 453-462
Persistent link: https://www.econbiz.de/10005878633
Saved in:
2
ARTICLES - Heavy Tailed Distributions and Rating
Beirlant, J.
;
Matthys, G.
;
Dierckx, G.
- In:
Astin bulletin : the journal of the International …
31
(
2001
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10008216857
Saved in:
3
Articles - On piecewise linear density estimators
Beirlant, J.
;
Berlinet, A.
;
Györfi, L.
- In:
Statistica Neerlandica : journal of the Netherlands …
53
(
1999
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10006459149
Saved in:
4
Asymptotic confidence intervals for the length of the short t under random censoring
Beirlant, J.
;
Einmahl, J.H.J.
- In:
Statistica Neerlandica : journal of the Netherlands …
49
(
1995
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10006486793
Saved in:
5
Higher order estimation at Lebesgue points
Beirlant, J.
;
Berlinet, A.
;
Biau, G.
- In:
Annals of the Institute of Statistical Mathematics : AISM
60
(
2008
)
3
,
pp. 651-678
Persistent link: https://www.econbiz.de/10008085295
Saved in:
6
Bias-reduced estimators for bivariate tail modelling
Beirlant, J.
;
Dierckx, G.
;
Guillou, A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10009133002
Saved in:
7
General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.
;
Mayer, P.A.
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1-2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10008221134
Saved in:
8
General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.
;
Mayer, P.A.
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10008221162
Saved in:
9
Implied liquidity: Model sensitivity
Albrecher, Hansjoerg
;
Guillaume, Florence
;
Schoutens, Wim
- In:
Journal of empirical finance
23
(
2013
),
pp. 48-67
Persistent link: https://www.econbiz.de/10010165910
Saved in:
10
Properties of a Risk Measure Derived from Ruin Theory
Trufin, Julien
;
Albrecher, Hansjoerg
;
Denuit, Michel M
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 174-189
Persistent link: https://www.econbiz.de/10009804625
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->