1

Tail Index Estimation and an Exponential Regression Model

Year:
1999
Language:
english
File:
PDF, 303 KB
english, 1999
7

Excess Functions and Estimation of the Extreme-Value Index

Year:
1996
Language:
english
File:
PDF, 1.82 MB
english, 1996
9

On the Relative Approximation Error of the Generalized Pareto Approximation for a High Quantile

Year:
2003
Language:
english
File:
PDF, 184 KB
english, 2003
10

On Exponential Representations of Log-Spacings of Extreme Order Statistics

Year:
2002
Language:
english
File:
PDF, 225 KB
english, 2002
11

The magnitude of a market crash can be predicted

Year:
2006
Language:
english
File:
PDF, 410 KB
english, 2006
12

Tail fitting for truncated and non-truncated Pareto-type distributions

Year:
2016
Language:
english
File:
PDF, 1.47 MB
english, 2016
14

Modeling large claims in non-life insurance

Year:
1992
Language:
english
File:
PDF, 962 KB
english, 1992
16

Actuarial statistics with generalized linear mixed models

Year:
2007
Language:
english
File:
PDF, 1.33 MB
english, 2007
17

Scoring research output using statistical quantile plotting

Year:
2007
Language:
english
File:
PDF, 658 KB
english, 2007
19

Burr regression and portfolio segmentation

Year:
1998
Language:
english
File:
PDF, 916 KB
english, 1998
20

On the impossibility of estimating densities in the extreme tail

Year:
1999
Language:
english
File:
PDF, 100 KB
english, 1999
22

Higher order estimation at Lebesgue points

Year:
2008
Language:
english
File:
PDF, 464 KB
english, 2008
24

Asymptotics for the Hirsch Index

Year:
2010
Language:
english
File:
PDF, 610 KB
english, 2010
26

Estimation of the Extreme-Value Index and Generalized Quantile Plots

Year:
2005
Language:
english
File:
PDF, 1.24 MB
english, 2005
27

Pareto Index Estimation Under Moderate Right Censoring

Year:
2001
Language:
english
File:
PDF, 297 KB
english, 2001
30

Statistical Size Distributions in Economics and Actuarial Sciences

Year:
2004
Language:
english
File:
PDF, 125 KB
english, 2004
33

Heavy-Tailed Distributions and Rating

Year:
2001
Language:
english
File:
PDF, 911 KB
english, 2001
36

Second-order asymptotics for (some) extremes

Year:
1988
Language:
english
File:
PDF, 197 KB
english, 1988