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Guillou, Armelle
308  Ergebnisse:
Personensuche X
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1

Dependent conditional tail expectation for extreme levels:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
Stochastic Processes and their Applications.  171 (2024)  - p. 104330 , 2024
Link: https://doi.org/10.1016/..
 
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2

Estimation of the conditional tail moment for Weibull‐type ..:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
Scandinavian Journal of Statistics.  , 2024
Link: https://doi.org/10.1111/..
 
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3

Nonparametric estimation of conditional marginal excess mom..:

Goegebeur, Yuri ; Guillou, Armelle ; Ho, Nguyen Khanh Le.
Journal of Multivariate Analysis.  193 (2023)  - p. 105121 , 2023
Link: https://doi.org/10.1016/..
 
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4

Conditional tail moment and reinsurance premium estimation ..:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
TEST.  33 (2023)  1 - p. 230-250 , 2023
Link: https://doi.org/10.1007/..
 
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5

A Weissman-type estimator of the conditional marginal expec..:

Goegebeur, Yuri ; Guillou, Armelle ; Ho, Nguyen Khanh Le.
Econometrics and Statistics.  27 (2023)  - p. 173-196 , 2023
Link: https://doi.org/10.1016/..
 
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6

Measuring and comparing risks of different types:

Aigner, Maximilian ; Chavez-Demoulin, Valérie ; Guillou, Armelle
Insurance: Mathematics and Economics.  102 (2022)  - p. 1-21 , 2022
Link: https://doi.org/10.1016/..
 
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7

Robust estimation of the conditional stable tail dependence..:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
Annals of the Institute of Statistical Mathematics.  75 (2022)  2 - p. 201-231 , 2022
Link: https://doi.org/10.1007/..
 
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8

Extreme-value based estimation of the conditional tail mome..:

Goegebeur, Yuri ; Guillou, Armelle ; Pedersen, Tine.
Insurance: Mathematics and Economics.  107 (2022)  - p. 102-122 , 2022
Link: https://doi.org/10.1016/..
 
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9

Extreme value estimation of the conditional risk premium in..:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
Insurance: Mathematics and Economics.  96 (2021)  - p. 68-80 , 2021
Link: https://doi.org/10.1016/..
 
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10

Conditional marginal expected shortfall:

Goegebeur, Yuri ; Guillou, Armelle ; Le Ho, Nguyen Khanh.
Extremes.  24 (2021)  4 - p. 797-847 , 2021
Link: https://doi.org/10.1007/..
 
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11

Robust nonparametric estimation of the conditional tail dep..:

Goegebeur, Yuri ; Guillou, Armelle ; Ho, Nguyen Khanh Le.
Journal of Multivariate Analysis.  178 (2020)  - p. 104607 , 2020
Link: https://doi.org/10.1016/..
 
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12

Estimation of extreme conditional quantiles under a general..:

Gardes, Laurent ; Guillou, Armelle ; Roman, Claire
Annals of the Institute of Statistical Mathematics.  72 (2019)  4 - p. 915-943 , 2019
Link: https://doi.org/10.1007/..
 
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13

Local Robust Estimation of Pareto-Type Tails with Random Ri..:

Dierckx, Goedele ; Goegebeur, Yuri ; Guillou, Armelle
Sankhya A.  83 (2019)  1 - p. 70-108 , 2019
Link: https://doi.org/10.1007/..
 
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14

Robust estimation of the Pickands dependence function under..:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
Insurance: Mathematics and Economics.  87 (2019)  - p. 101-114 , 2019
Link: https://doi.org/10.1016/..
 
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15

Bias-corrected estimation for conditional Pareto-type distr..:

Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing
Extremes.  22 (2019)  3 - p. 459-498 , 2019
Link: https://doi.org/10.1007/..
 
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