Julien Hambuckers

Available identifiers

zbMath Open hambuckers.julienMaRDI QIDQ2337321

List of research outcomes

Publication	Date of Publication	Type
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution	2021-12-01	Paper
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach	2021-11-23	Paper
A robust statistical approach to select adequate error distributions for financial returns	2020-12-04	Paper
Lasso-type penalization in the framework of generalized additive models for location, scale and shape	2019-11-19	Paper
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models	2019-02-06	Paper
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach	2018-10-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Julien Hambuckers