E-LIB Suche - Ergebnisse für: Beirlant, Jan

1

Outlier detection based on extreme value theory and applica..:

Bhattacharya, Shrijita ; Kamper, Francois ; Beirlant, Jan
Scandinavian Journal of Statistics. 50 (2023) 3 - p. 1466-1502 , 2023

Link: https://doi.org/10.1111/..

2

A new class of copula regression models for modelling multi..:

Li, Zhengxiao ; Beirlant, Jan ; Yang, Liang
Insurance: Mathematics and Economics. 104 (2022) - p. 243-261 , 2022

Link: https://doi.org/10.1016/..

3

TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS:

Albrecher, Hansjörg ; Araujo-Acuna, José Carlos ; Beirlant, Jan
ASTIN Bulletin. 51 (2021) 2 - p. 509-538 , 2021

Link: https://doi.org/10.1017/..

4

GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODE..:

Li, Zhengxiao ; Beirlant, Jan ; Meng, Shengwang
ASTIN Bulletin. 51 (2020) 1 - p. 57-99 , 2020

Link: https://doi.org/10.1017/..

5

Threshold selection and trimming in extremes:

Bladt, Martin ; Albrecher, Hansjörg ; Beirlant, Jan
Extremes. 23 (2020) 4 - p. 629-665 , 2020

Link: https://doi.org/10.1007/..

6

Fitting Nonstationary Cox Processes: An Application to Fire..:

Albrecher, Hansjörg ; Araujo-Acuna, José Carlos ; Beirlant, Jan
North American Actuarial Journal. 25 (2020) 2 - p. 135-162 , 2020

Link: https://doi.org/10.1080/..

7

Combined tail estimation using censored data and expert inf..:

Bladt, Martin ; Albrecher, Hansjörg ; Beirlant, Jan
Scandinavian Actuarial Journal. 2020 (2019) 6 - p. 503-525 , 2019

Link: https://doi.org/10.1080/..

8

Confidence intervals for extreme Pareto‐type quantiles:

Buitendag, Sven ; Beirlant, Jan ; de Wet, Tertius
Scandinavian Journal of Statistics. 47 (2019) 1 - p. 36-55 , 2019

Link: https://doi.org/10.1111/..

9

Estimation of the extreme value index in a censorship frame..:

Beirlant, Jan ; Worms, Julien ; Worms, Rym
Journal of Statistical Planning and Inference. 202 (2019) - p. 31-56 , 2019

Link: https://doi.org/10.1016/..

10

Ridge regression estimators for the extreme value index:

Buitendag, Sven ; Beirlant, Jan ; de Wet, Tertius
Extremes. 22 (2018) 2 - p. 271-292 , 2018

Link: https://doi.org/10.1007/..

11

Estimating the maximum possible earthquake magnitude using ..:

Beirlant, Jan ; Kijko, Andrzej ; Reynkens, Tom.
Natural Hazards. 98 (2018) 3 - p. 1091-1113 , 2018

Link: https://doi.org/10.1007/..

12

Reinsurance: actuarial and statistical aspects

Statistics in practice

Albrecher, Hansjörg ; Beirlant, Jan ; Teugels, Jef L , 2017

Link: https://onlinelibrary.wi..

13

Modelling censored losses using splicing: A global fit stra..:

Reynkens, Tom ; Verbelen, Roel ; Beirlant, Jan.
Insurance: Mathematics and Economics. 77 (2017) - p. 65-77 , 2017

Link: https://doi.org/10.1016/..

14

A non-linear mixed model approach for excess of loss benchm..:

Verlaak, Robert ; Beirlant, Jan
European Actuarial Journal. 7 (2017) 1 - p. 109-132 , 2017

Link: https://doi.org/10.1007/..

15

Tail fitting for truncated and non-truncated Pareto-type di..:

Beirlant, Jan ; Alves, Isabel Fraga ; Gomes, Ivette
Extremes. 19 (2016) 3 - p. 429-462 , 2016

Link: https://doi.org/10.1007/..