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1

Estimation of the extreme value index and extreme quantiles under random censoring

Jan Beirlant, Armelle Guillou, Goedele Dierckx, Amélie Fils-Villetard

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 454 KB

english, 2007

2

Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics

Jan Beirlant, Petra Vynckier and Jozef L. Teugels

Journal:

Journal of the American Statistical Association

Année:

1996

Langue:

english

Fichier:

PDF, 1.39 MB

english, 1996

3

Optimal reinsurance programs: An optimal combination of several reinsurance protections on a heterogeneous insurance portfolio

Robert Verlaak, Jan Beirlant

Journal:

Insurance: Mathematics and Economics

Année:

2003

Langue:

english

Fichier:

PDF, 202 KB

english, 2003

4

Second-order refined peaks-over-threshold modelling for heavy-tailed distributions

Jan Beirlant, Elisabeth Joossens, Johan Segers

Journal:

Journal of Statistical Planning and Inference

Année:

2009

Langue:

english

Fichier:

PDF, 340 KB

english, 2009

5

Excess Functions and Estimation of the Extreme-Value Index

Jan Beirlant, Petra Vynckier and Jozef L. Teugels

Journal:

Année:

1996

Langue:

english

Fichier:

PDF, 1.82 MB

english, 1996

6

Large deviations of divergence measures on partitions

Jan Beirlant, Luc Devroye, László Györfi, Igor Vajda

Journal:

Journal of Statistical Planning and Inference

Année:

2001

Langue:

english

Fichier:

PDF, 121 KB

english, 2001

7

Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function

Patrick Willems, Armelle Guillou, Jan Beirlant

Journal:

Journal of Hydrology

Année:

2007

Langue:

english

Fichier:

PDF, 420 KB

english, 2007

8

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

Beirlant, Jan, Alves, Isabel Fraga, Gomes, Ivette

Journal:

Année:

2016

Langue:

english

Fichier:

PDF, 1.47 MB

english, 2016

9

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Why Extreme Value Theory?

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 1.38 MB

english, 2004

10

Modeling large claims in non-life insurance

Jan Beirlant, Jozef L. Teugels

Journal:

Insurance: Mathematics and Economics

Année:

1992

Langue:

english

Fichier:

PDF, 962 KB

english, 1992

11

Long run proportional hazards models of random censorship

Jan Beirlant, An Carbonez, Edward van der Meulen

Journal:

Journal of Statistical Planning and Inference

Année:

1992

Langue:

english

Fichier:

PDF, 952 KB

english, 1992

12

Actuarial statistics with generalized linear mixed models

Katrien Antonio, Jan Beirlant

Journal:

Insurance: Mathematics and Economics

Année:

2007

Langue:

english

Fichier:

PDF, 1.33 MB

english, 2007

13

Scoring research output using statistical quantile plotting

Jan Beirlant, Wolfgang Glänzel, An Carbonez, Herlinde Leemans

Journal:

Journal of Informetrics

Année:

2007

Langue:

english

Fichier:

PDF, 658 KB

english, 2007

14

Improved reduced-bias tail index and quantile estimators

Jan Beirlant, Fernanda Figueiredo, M. Ivette Gomes, Björn Vandewalle

Journal:

Journal of Statistical Planning and Inference

Année:

2008

Langue:

english

Fichier:

PDF, 1.03 MB

english, 2008

15

Burr regression and portfolio segmentation

Jan Beirlant, Yuri Goegebeur, Robert Verlaak, Petra Vynckier

Journal:

Insurance: Mathematics and Economics

Année:

1998

Langue:

english

Fichier:

PDF, 916 KB

english, 1998

16

On the impossibility of estimating densities in the extreme tail

Jan Beirlant, Luc Devroye

Journal:

Statistics & Probability Letters

Année:

1999

Langue:

english

Fichier:

PDF, 100 KB

english, 1999

17

On the asymptotic normality of the L2-error in partitioning regression estimation

Jan Beirlant, László Györfi

Journal:

Journal of Statistical Planning and Inference

Année:

1998

Langue:

english

Fichier:

PDF, 125 KB

english, 1998

18

Asymptotics for the Hirsch Index

JAN BEIRLANT, JOHN H. J. EINMAHL

Journal:

Scandinavian Journal of Statistics

Année:

2010

Langue:

english

Fichier:

PDF, 610 KB

english, 2010

19

Pareto Index Estimation Under Moderate Right Censoring

Beirlant, Jan, Guillou, Armelle

Journal:

Scandinavian Actuarial Journal

Année:

2001

Langue:

english

Fichier:

PDF, 297 KB

english, 2001

20

Lognormal Mixed Models for Reported Claims Reserves

Antonio, Katrien, Beirlant, Jan, Hoedemakers, Tom, Verlaak, Robert

Journal:

North American Actuarial Journal

Année:

2006

Langue:

english

Fichier:

PDF, 510 KB

english, 2006

21

“Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database,” Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003

Beirlant, Jan, Joossens, Elisabeth, Segers, Johan

Journal:

North American Actuarial Journal

Année:

2004

Langue:

english

Fichier:

PDF, 156 KB

english, 2004

22

Statistical Size Distributions in Economics and Actuarial Sciences

Journal:

Journal of the American Statistical Association

Année:

2004

Langue:

english

Fichier:

PDF, 125 KB

english, 2004

23

“A Bayesian Generalized Linear Model for the Bornhuetter-Ferguson Method of Claims Reserving,” R. J. Verrall, July 2004

Antonio, Katrien, Beirlant, Jan, Hoedemakers, Tom

Journal:

North American Actuarial Journal

Année:

2005

Langue:

english

Fichier:

PDF, 208 KB

english, 2005

24

Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions

Reynkens, Tom, Verbelen, Roel, Beirlant, Jan, Antonio, Katrien

Journal:

Insurance: Mathematics and Economics

Année:

2017

Langue:

english

Fichier:

PDF, 975 KB

english, 2017

25

Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data

Albrecher, HansjÃ¶rg, Araujo-Acuna, JosÃ© Carlos, Beirlant, Jan

Journal:

North American Actuarial Journal

Année:

2020

Fichier:

PDF, 2.46 MB

2020

26

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Extremes of Stationary Time Series

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 502 KB

english, 2004

27

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Bibliography

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 134 KB

english, 2004

28

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Tail Estimation under Pareto-Type Models

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 335 KB

english, 2004

29

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Subject Index

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 44 KB

english, 2004

30

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Author Index

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Fichier:

PDF, 38 KB

2004

31

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Front Matter

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 131 KB

english, 2004

32

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Statistics of Multivariate Extremes

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 1.28 MB

english, 2004

33

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Away from the Maximum

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 272 KB

english, 2004

34

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Multivariate Extreme Value Theory

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 325 KB

english, 2004

35

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Regression Analysis

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 1.12 MB

english, 2004

36

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Case Studies

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 1.48 MB

english, 2004

37

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Bayesian Methodology in Extreme Value Statistics

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 826 KB

english, 2004

38

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Tail Estimation for All Domains of Attraction

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 1.17 MB

english, 2004

39

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || The Probabilistic Side of Extreme Value Theory

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 780 KB

english, 2004

40

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Wiley Series in Probability and Statistics

Beirlant, Jan, Goegebeur, Yuri, Teugels, Jozef, Segers, Johan

Année:

2004

Langue:

english

Fichier:

PDF, 84 KB

english, 2004

41

The empirical distribution function and strong laws for functions of order statistics of uniform spacings

Jan Beirlant, M.C.A van Zuijlen

Journal:

Journal of Multivariate Analysis

Année:

1985

Langue:

english

Fichier:

PDF, 636 KB

english, 1985

42

Bahadur-Kiefer theorems for the product-limit process

Jan Beirlant, John H.J. Einmahl

Journal:

Journal of Multivariate Analysis

Année:

1990

Langue:

english

Fichier:

PDF, 755 KB

english, 1990

43

On the approximation of P—P and Q—Q plot processes by brownian bridges

Jan Beirlant, Paul Deheuvels

Journal:

Statistics & Probability Letters

Année:

1990

Langue:

english

Fichier:

PDF, 746 KB

english, 1990

44

A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform

Jan Beirlant, Ann Vanmarcke

Journal:

Statistics & Probability Letters

Année:

1992

Langue:

english

Fichier:

PDF, 412 KB

english, 1992

45

The mean residual life function at great age: Applications to tail estimation

Jan Beirlant, Michel Broniatowski, Jozef L. Teugels, Petra Vynckier

Journal:

Journal of Statistical Planning and Inference

Année:

1995

Langue:

english

Fichier:

PDF, 805 KB

english, 1995

46

Maximal type test statistics based on conditional processes

Jan Beirlant, John H.J. Einmahl

Journal:

Journal of Statistical Planning and Inference

Année:

1996

Langue:

english

Fichier:

PDF, 703 KB

english, 1996

47

A goodness-of-fit statistic for Pareto-type behaviour

Jan Beirlant, Tertius de Wet, Yuri Goegebeur

Journal:

Journal of Computational and Applied Mathematics

Année:

2006

Langue:

english

Fichier:

PDF, 1.04 MB

english, 2006

48

Preface

Jan Beirlant, An Carbonez, Wim Schoutens, Walter Van Assche, Noel Veraverbeke

Journal:

Journal of Computational and Applied Mathematics

Année:

2006

Langue:

english

Fichier:

PDF, 195 KB

english, 2006

49

Estimating catastrophic quantile levels for heavy-tailed distributions

Gunther Matthys, Emmanuel Delafosse, Armelle Guillou, Jan Beirlant

Journal:

Insurance: Mathematics and Economics

Année:

2004

Langue:

english

Fichier:

PDF, 266 KB

english, 2004

50

Semiparametric lower bounds for tail index estimation

Jan Beirlant, Christel Bouquiaux, Bas J.M. Werker

Journal:

Journal of Statistical Planning and Inference

Année:

2006

Langue:

english

Fichier:

PDF, 255 KB

english, 2006