TECHNICAL
ARTICLE 3 Jan Beirlant*, Wim Schoutens†, Johan
Segers‡ 1 ...
models and Markov chain models (Beirlant et al., 2004, Ferro and. Segers, 2003). ... estimates over a large range of thresholds (Beirlant, Joossens and ...
http://www.philippeherlin.com/docs/WilmottMandelbrot.pdf
Katrien
Antonio
25 Nov 2009 ... Jan Beirlant. Obtained with highest distinction (summa cum laude) ... K. Antonio & J. Beirlant. 2008. Issues in claims reserving and ...
http://www1.fee.uva.nl/pp/bin/kantoniocv.pdf
I Introduction
by J Beirlant - 2001 - Cited by 202
http://www.its.caltech.edu/~jimbeck/summerlectures/references/Entropy estimation.pdf
No. 2007–86 ASYMPTOTICS FOR THE HIRSCH INDEX By Jan
Beirlant, John ...
∗Jan Beirlant is Professor, Department of Mathematics and Leuven ..... γ > 0 and set ˆα = 1/ˆγ; see for instance Chapters 4 and 5 in Beirlant et al. ...
http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1026610_code847251.pdf?abstractid=1026610&mirid=1
Unbiased Tail Estimation by an Extension of the Generalized Pareto
...
Jan Beirlant is full professor in statistics at the University Center of ..... lihood method is discussed in Feuerverger and Hall (1999) and Beirlant et ...
http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID845385_code397391.pdf?abstractid=845385&mirid=1
C:\Documents
and Settings\Irina Gorbatova\My Documents\Scan04-03 ...
by AB TSYBAKOV - 1992 - Cited by 34
http://www.proba.jussieu.fr/~tsybakov/Scan04-03-31.pdf
Recent Developments in (univariate) EVT and Insurance
Applications
J. Beirlant, La Fondation du Risque, Paris-Dauphine May 10, 2008. - p. 1/24. Recent Developments in (univariate). EVT and Insurance Applications ...
http://researchfund.axa.com/lib/rc/uploads2/e-library/expose_Jan_Beirlant.pdf
Beirlant J., J.Teugels, Yu.Goegebeur, J.Segers.
Statistics of ...
Theory and Applications (Wiley,2004)(ISBN 0471976474)(504s).pdf | Library:M_Mathematics/MV_Probability/MVsa_Statistics and applications/Beirlant J., ...
http://lib.org.by/info/M_Mathematics/MV_Probability/MVsa_Statistics and applications/Beirlant J., J.Teugels, Yu.Goegebeur, J.Segers. Statistics of Extremes.. Theory and Applications (Wiley,2004)(ISBN 0471976474)(504s).pdf
Journal
Articles
[1] Beirlant, J., Joossens, E., and Segers, J. (2009) “Second-order refined peaks- ... [2] Beirlant, J., Goegebeur, Y., Segers, J., and Teugels, ...
http://www.stat.ucl.ac.be/ISpersonnel/segers/bibliografie.pdf
Economic Risk
Capital and Reinsurance: an Application to Fire ...
by S Corradin - Cited by 1
http://www.stat.ucl.ac.be/Samos2002/corraverb.pdf
Quasi-conjugate
Bayes estimates for GPD parameters and application ...
by J Diebolt - 2003 - Cited by 9
http://hal.archives-ouvertes.fr/docs/00/07/17/83/PDF/RR-4803.pdf
Jean
Diebolt(1), Laurent Gardes(2), Stéphane Girard(3) and Armelle
...
by BREQE OF - Related articles
http://hal.archives-ouvertes.fr/docs/00/05/18/34/PDF/RR-1080.pdf
Statistics of
Extremes under Censoring Schemes
by MI Gomes - Related articles
http://imm2.unex.es/scientific/abstracts/gomes.pdf
EMBRECHTS, P
BEIRLANT, J., AND J. L. TEUGELS. 1992. “Modeling Large Claims in Non-Life ... BEIRLANT, J., Y. GOEGEBEUR, J. SEGERS, AND J. L. TEUGELS. 2004. Statistics of ...
http://www.soa.org/files/pdf/ExtremeEventDependenceBibliography.doc 5-18-06.pdf
Discussions of Papers Already Published -''A Bayesian Generalized
...
by K ANTONIO - Related articles
http://www.soa.org/library/journals/north-american-actuarial-journal/2005/july/naaj0503-8.pdf
I( = Jl fn-fl
a generalization of Lemma 2.2 in Beirlant and Mason (1995) based on .... Theorem (i) in Beirlant et al., 1994). So this result bears ...
http://www.informaworld.com/index/778101355.pdf
ASYPvlPTOTIC
;"UTORPvlALITY OF L,-ERnvn IN DENSITY ESTIMATION Jh ...
this idea Beirlant, Gyorfi and Lugosi ( 1 994) proved the following results: if nh, 4 K and ... Beirlant and Mason (1992) extended this to the L, norm ...
http://www.informaworld.com/index/779972425.pdf
Estimation of the extreme value index and high quantiles under
...
by J Beirlant - Cited by 1
http://www.agro-montpellier.fr/sfds/CD/textes/beirlant1.pdf
Beirlant J., J.Teugels, Yu. Goegebeur, J.Segers.
Статистика ...
Suppose we would like to examine the daily maximal wind speed data in the city of Albuquerque shown in Figure 1.1 (taken from Beirlant et al. (1996a)). ...
http://eknigu.org/info/M_Mathematics/MV_Probability/MVsa_Statistics and applications/Beirlant J., J.Teugels, Yu.Goegebeur, J.Segers. Statistics of Extremes.. Theory and Applications (Wiley,2004)(ISBN 0471976474)(504s).pdf
NONPARAMETRIC
ESTIMATION OF EXTREME CONDITIONAL QUANTILES
by J Beirlant - 2004 - Cited by 8
http://academic.sun.ac.za/statistics/Beirlant2004.pdf
A
goodness-of-fit statistic for Pareto-type behaviour
by J Beirlanta - 2006 - Cited by 14
http://academic.sun.ac.za/statistics/beirlant2006.pdf
Kybernetika
3 Mar 1994 ... In the same way as in Beirlant, Gyorfi and Lugosi [1] or in Beirlant and .... It is shown in Theorem 3.1 in Beirlant and Mason [2] that ...
http://www.dml.cz/bitstream/handle/10338.dmlcz/125168/Kybernetika_30-1994-3_3.pdf
INTERVIEW.
Kosovo, een jaar later. Veiligheid blijft achilleshiel ...
Veiligheid blijft achilleshiel van Kosovo, Bart Beirlant, Axel. Buyse en Jorn De Cock, De Standaard, 10/06/2000. Precies één jaar geleden, op 10 juni 1999, ...
http://www.law.kuleuven.be/iir/nl/onderzoek/opinies/DS1yKos.pdf
The
Largest Claims Treaty ECOMOR
As shown for example in Beirlant et al. [2], this is guaranteed .... J. Beirlant. Largest claims and ECOMOR reinsurance. In J.L. Teugels and ...
http://www.springerlink.com/index/K7457628TL4875J3.pdf
On
functions bounding the empirical distribution of uniform
spacings
J. Beirlant 1, E.C. van der Meulen 1, F.H. Ruymgaart 2 and M.C.A. van Zuijlen 2 ..... Moreover we mention a Lemma, also proved in Beirlant and van Zuijlen ...
http://www.springerlink.com/index/V465351R0KJG331R.pdf
Bulletin of the ISI
Goegebeur, Yuri (jointly with Jan Beirlant and Tertius de Wet) ... Guillou, Armelle (jointly with Goedele Dierckx, Jan Beirlant and Daan De Waal) — A New ...
http://www.isi2007.com.pt/isi2007/cdfinal/CD-ROM ISI/Bulletin of the ISI - Vol. LXII/Contents.pdf
A kernel goodness-of-fit statistic for Pareto-type behavior
by Y Goegebeur - Cited by 2
http://www.nat.sdu.dk/users/nat-sdu/yuri/slidesnordstat.pdf
Kernel
estimators for the second order parameter in extreme value ...
by Y Goegebeur - Related articles
http://www.nat.sdu.dk/users/nat-sdu/yuri/slides_statsem2009.pdf
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Beirlant, J., Broniatowski, M., Teugels, J.L. and Vynckier, P. (1995). ... (in Beirlant et al. 1996). Boos, D.D. (1984). Using Extreme Value Theory to ...
http://www.stat-athens.aueb.gr/~jpan/diatrives/Tsourti/references.pdf
Entropy
estimation: An overview
12 Dec 2003 ... (Beirlant et al. 1997). • weak: SN → S in probability ... (Beirlant et al. 1997). Difierential entropy S[P] = −. ∫. dxP(x) lnP(x)/Q(x) ...
http://www.menem.com/~ilya/pages/NIPS03/nemenman.pdf
Comonotonicity:
the perfect dependence
- Related articles
http://www.econ.kuleuven.be/insurance/pdfs/VynckePhD.pdf
Book Reviews Beirlant, J., Y. Goegebeur, J.
Segers, J. Teugels ...
BEIRLANT et al.'s book takes two great challenges: The first is to aim at providing an up-to-date ... release of BEIRLANT et al. Thus, scientists working in ...
http://www.borntraeger-cramer.de/resources/downloads/paper_previews/55824.pdf
{ }, the generalized inverse function of F. Let us denote
by MI Gomes - 2009 - Related articles
http://www.vgtu.lt/leidiniai/leidykla/ASMDA_2009/PDF/03_sec_010_Gomes_et_al_Adaptive.pdf
Sieltorbelastungen durch Schiffsverkehr an Unterweser und
Unterelbe
quantile plots (Beirlant et al., 2005). This method allows the tail heaviness of the extreme value ... Willems, Guillou, Beirlant (2007): Bias correction in ...
http://icce2008.hamburg.baw.de/downloads/intern/Paper/BookOfAbstracts/1236_Willems.pdf
LIST OF
PUBLICATIONS 1. L. Györfi (1972) ”Poisson processes ...
J. Beirlant, E. J. Dudewicz, L. Györfi, E. C. van der Meulen (1997) ... J. Beirlant, L. Györfi (1998) ”On the L1-error in histogram density ...
http://www.szit.bme.hu/~gyorfi/publist.pdf
IME 2002
Beirlant, Jan. Goovaerts, Marc. Dhaene, Jan. Confidence Bounds for Discounted Loss Reserves. De Alba, Enrique. Bayesian Estimation of Loss Reserves ...
http://pascal.iseg.utl.pt/~cemapre/ime2002/main_page/sessions/programme.pdf
Nonparametric Estimation of Extreme Conditional Quantiles
by J Beirlant - 2002 - Cited by 8
http://pascal.iseg.utl.pt/~cemapre/ime2002/main_page/papers/YuriGoegebeur.pdf
Bayes Predictions of High
Quantiles in a Multivariate Extreme ...
Beirlant, J; de Waal, DJ and Teugels, JL (2000a) : A multivariate ... De Waal, DJ; Beirlant, J and Dierckx (2000) : Estimating tail quantiles and tail ...
http://www.stat.cmu.edu/ISBA/149f.pdf
A
Robust Prediction Error Criterion for Pareto Modelling of Upper
...
by DJ Dupuis - 2008 - Cited by 5
http://www.samsi.info/200708/risk/presentations/0122/Dupuis.pdf
Promotor
: Jan Beirlant 1 Thema: Statistische extreme
waarde ...
Referentie: J. Beirlant, Y. Goegebeur, J. Segers and J.L. Teugels. Statistics of. Extremes: Theory and Applications. Wiley 2004.
http://wis.kuleuven.be/masterproef/2009/2009-beirlant.pdf
Kernel Estimators for the Second Order Parameter in Extreme Value
...
Yuri Goegebeur; Jan Beirlant; Tertius de Wet ... E-mail: yuri.goegebeur@stat.sdu.dk; jan.beirlant@wis.kuleuven.be; tdewet@sun.ac.za ...
http://www.statssa.gov.za/isi2009/ScientificProgramme/IPMS/0464.pdf
A
Review of Univariate Tail Estimation
by B Jan - Related articles
http://www.sis-statistica.it/files/pdf/atti/RSMi0602p223-230.pdf
Quasi-conjugate Bayes estimates for GPD parameters and application
...
studied in Haeusler and Teugels (1985) and Beirlant and Teugels (1989), among many others ... Beirlant, Dierckx and Guillou (2001), denoted hereafter ZipfG. ...
ftp://ftp.inria.fr/INRIA/publication/publi-pdf/RR/part4/RR-4803.pdf
Stochastical Inference in the Model of Extreme Events
some asymptotic normality for all estimated parameters (see [Beirlant et al. ... of the condition (4) and by an approximation (for details see [Beirlant et ...
http://www.mff.cuni.cz/veda/konference/wds/contents/pdf05/WDS05_024_m4_Dienstbier.pdf
Statistical
Tools For Non-Life Insurance
by GL Models - Related articles
http://www.aenorm.eu/artikelen/59-Antonio.pdf
Estimação de Caudas
Pesadas — variantes ao
File Format: PDF/Adobe Acrobat - Quick View
http://dited.bn.pt/31522/2509/3023.pdf
Comparing tail probabilities from different models on Extremes
D.J. de Waal and J Beirlant. Department of Mathematical Statistics. University of the Free State and. University Centre of Statistics, Catholic University ...
http://www.uovs.co.za/faculties/documents/04/117/TechnicalReports/DeWaal2008.pdf
LINKING
PARETO-TAIL KERNEL GOODNESS-OF- FIT STATISTICS WITH TAIL ...
by Y Goegebeur - 2008 - Cited by 1
http://www.ine.pt/revstat/pdf/rs080104.pdf
SIMULTANEOUS
TAIL INDEX ESTIMATION
- Related articles
http://www.ine.pt/revstat/pdf/rs040102.pdf
A unified statistical model for Pareto and Weibull tail-
distributions
[Beirlant et al, 1996] proposed an estimator based on the Hill statistics: ... Other propositions: Mean residual life function [Beirlant et al, ...
http://mistis.inrialpes.fr/people/girard/Fichiers/slidesEVAgirard.pdf
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