Pages that link to "Item:Q977160"

The following pages link to Estimating catastrophic quantile levels for heavy-tailed distributions (Q977160):

Displaying 30 items.

• Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
• Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
• Fitting a parametric distribution for large claims in case of censored or partitioned data (Q689580) (← links)
• Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
• Pitfalls in using Weibull tailed distributions (Q963894) (← links)
• Bias reduction for high quantiles (Q974486) (← links)
• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
• Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
• Bias-reduced estimators of the Weibull tail-coefficient (Q1019108) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
• Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
• Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval (Q2161485) (← links)
• Earthquake parametric insurance with Bayesian spatial quantile regression (Q2172022) (← links)
• Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
• Bias-reduced extreme quantile estimators of Weibull tail-distributions (Q2475771) (← links)
• Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
• On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
• Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
• A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
• Estimating the Probability of a Rare Event via Elliptical Copulas (Q5022531) (← links)
• Reduced-bias and partially reduced-bias mean-of-order-<i>p</i> value-at-risk estimation: a Monte-Carlo comparison and an application (Q5036848) (← links)
• ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
• Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
• Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions (Q6631718) (← links)
• A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation (Q6634305) (← links)
• Robust estimator of the ruin probability in infinite time for heavy-tailed distributions (Q6648833) (← links)
• Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval (Q6670087) (← links)