Search Results - Stupfler, Gilles

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  1. 1
    On the study of extremes with dependent random right-censoring

    On the study of extremes with dependent random right-censoring by Stupfler, Gilles

    Published 2019
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  2. 2
    An integrated functional Weissman estimator for conditional extreme quantiles

    An integrated functional Weissman estimator for conditional extreme quantiles by Gardes, Laurent, Stupfler, Gilles

    Published 2017
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  3. 3
    An offspring of multivariate extreme value theory: the max-characteristic function

    An offspring of multivariate extreme value theory: the max-characteristic function by Falk, Michael, Stupfler, Gilles

    Published 2017
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  4. 4
    Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling

    Analyzing and predicting cat bond premiums: a financial loss premium principle and extreme value modeling by Stupfler, Gilles, Yang, Fan

    Published 2018
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  5. 5
    Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions

    Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions by El Methni, Jonathan, Stupfler, Gilles

    Published 2018
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  6. 6
    Extreme M-quantiles as risk measures: from L1 to Lp optimization

    Extreme M-quantiles as risk measures: from L1 to Lp optimization by Daouia, Abdelaati, Girard, Stéphane, Stupfler, Gilles

    Published 2019
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  7. 7
    Estimation of tail risk based on extreme expectiles

    Estimation of tail risk based on extreme expectiles by Daouia, Abdelaati, Girard, Stéphane, Stupfler, Gilles

    Published 2017
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  8. 8
    Extremiles: a new perspective on asymmetric least squares

    Extremiles: a new perspective on asymmetric least squares by Stupfler, Gilles, Daouia, Abdelaati, Gijbels, Irène

    Published 2019
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