Conditional tail moment and reinsurance premium estimation under random right censoring von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Robust estimation of the conditional stable tail dependence function von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Conditional marginal expected shortfall von Goegebeur, Yuri, Guillou, Armelle, Le Ho, Nguyen Khanh, Qin, Jing

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Kernel estimators for the second order parameter in extreme value statistics von Goegebeur, Yuri, Beirlant, Jan, de Wet, Tertius

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Estimation of the conditional tail moment for Weibull‐type distributions von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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LOCAL ROBUST ESTIMATION OF THE PICKANDS DEPENDENCE FUNCTION von Escobar-Bach, Mikael, Goegebeur, Yuri, Guillou, Armelle

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Dependent conditional tail expectation for extreme levels von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Estimation of marginal excess moments for Weibull-type distributions von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Extreme value estimation of the conditional risk premium in reinsurance von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Extreme-value based estimation of the conditional tail moment with application to reinsurance rating von Goegebeur, Yuri, Guillou, Armelle, Pedersen, Tine, Qin, Jing

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Nonparametric estimation of conditional marginal excess moments von Goegebeur, Yuri, Guillou, Armelle, Ho, Nguyen Khanh Le, Qin, Jing

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Bias-corrected estimation for conditional Pareto-type distributions with random right censoring von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Robust estimation of the Pickands dependence function under random right censoring von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence von GOEGEBEUR, YURI, GUILLOU, ARMELLE

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Robust conditional Weibull-type estimation von Goegebeur, Yuri, Guillou, Armelle, Rietsch, Théo

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Local Robust Estimation of Pareto-Type Tails with Random Right Censoring von Dierckx, Goedele, Goegebeur, Yuri, Guillou, Armelle

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A Weissman-type estimator of the conditional marginal expected shortfall von Goegebeur, Yuri, Guillou, Armelle, Ho, Nguyen Khanh Le, Qin, Jing

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Bias-corrected estimation of stable tail dependence function von Beirlant, Jan, Escobar-Bach, Mikael, Goegebeur, Yuri, Guillou, Armelle

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Bias correction in conditional multivariate extremes von Escobar-Bach, Mikael, Goegebeur, Yuri, Guillou, Armelle

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On kernel estimation of the second order rate parameter in multivariate extreme value statistics von Goegebeur, Yuri, Guillou, Armelle, Qin, Jing

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