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Author ID: beirlant.jan Recent zbMATH articles by "Beirlant, Jan"
Published as: Beirlant, Jan; Beirlant, J.
all top 5

Co-Authors

2 single-authored
15 Teugels, Jozef L.
13 Goegebeur, Yuri
10 Guillou, Armelle
9 de Wet, Tertius
8 Dierckx, Goedele
7 Györfi, László
7 Vynckier, Petra
6 Albrecher, Hansjörg
6 Einmahl, John H. J.
5 Vandewalle, Björn
5 Verlaak, Robert
5 Verster, Andréhette
4 Bladt, Martin
4 Mason, David M.
4 van der Meulen, Edward C.
3 Antonio, Katrien
3 Berlinet, Alain F.
3 Buitendag, Sven
3 Deheuvels, Paul
3 Fraga Alves, M. Isabel
3 Leal de Carvalho Gomes, Maria Ivette
3 Hoedemakers, Tom
3 Horváth, Lajos
3 Maribe, Gaonyalelwe
3 Matthys, Gunther
3 Reynkens, Tom
3 Segers, Johan
3 van Zuijlen, Martien C. A.
2 Araujo-Acuna, José Carlos
2 Biau, Gérard
2 Broniatowski, Michel
2 Caeiro, Frederico
2 Carbonez, An
2 de Waal, Daan J.
2 Devroye, Luc P. J. A.
2 Dhaene, Jan
2 Dudewicz, Edward J.
2 Gomes, Ivette M.
2 Goovaerts, Marc J.
2 Hubert, Mia
2 Joossens, Elisabeth
2 Kamper, Francois
2 Li, Zhengxiao
2 Schoutens, Wim
2 Vajda, Igor
2 Veraverbeke, Noël
2 Vynckier, C.
2 Worms, Rym
1 Aly, Emad-Eldin A. A.
1 Bardoutsos, Anastasios G.
1 Bhattacharya, Shrijita
1 Boniphace, E.
1 Bouquiaux, Christel
1 Caers, Jef
1 Christmann, Andreas
1 De Spiegeleer, Jan
1 De Waal, Daniel
1 de Wall, D. J.
1 del Barrio, Eustasio
1 Delafosse, Emmanuel
1 Escobar-Bach, Mikael
1 Ferro, Christopher A. T.
1 Figueiredo, Fernanda Otilia
1 Fils-Villetard, Amélie
1 Geffray, Ségolen
1 Gijbels, Irène
1 Hallin, Marc
1 Herrmann, Klaus
1 Hürlimann, Werner
1 Janssen, Paul
1 Jurečková, Jana
1 Lugosi, Gábor
1 Maribe, Gao
1 Meerschaert, Mark Marvin
1 Meng, Shengwang
1 Naveau, Philippe
1 Picek, Jan
1 Rachev, Svetlozar T.
1 Raoult, Jean-Pierre
1 Ruymgaart, Frits H.
1 Shorack, Galen R.
1 Stărică, Cătălin
1 Toulemonde, Gwladys
1 Van Assche, Walter
1 Vanmarcke, Ann
1 Verbelen, Roel
1 Werker, Bas J. M.
1 Worms, Julien
1 Yang, Liang

Publications by Year

Citations contained in zbMATH Open

95 Publications have been cited 1,785 times in 1,127 Documents Cited by Year
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
390
2004
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
95
1999
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
83
1996
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
83
1997
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
80
2017
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
61
1996
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
48
2002
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
40
1996
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
36
2007
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
34
2010
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
32
2007
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
30
2003
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
29
2012
Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034
Beirlant, J.; Dierckx, G.; Guillou, A.
28
2005
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
25
2004
The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra
24
1995
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
24
2004
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
23
2009
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
23
2003
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien
22
2017
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
22
2007
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
21
1998
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
21
2006
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
18
2008
On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019
Beirlant, J.; Mason, D. M.
17
1995
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
17
1998
Modeling large claims in non-life insurance. Zbl 0753.62074
Beirlant, Jan; Teugels, Jozef L.
17
1992
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
16
2003
On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037
Beirlant, Jan; Györfi, László; Lugosi, Gábor
16
1994
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
15
2001
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
15
2006
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
14
2010
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
14
2008
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
14
2016
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
13
1989
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
13
2001
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
12
2011
A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028
Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A.
12
2009
The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046
Beirlant, Jan; van Zuijlen, M. C. A.
12
1985
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
12
2016
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
11
2004
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
11
2010
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211
Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius
10
2016
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
10
2016
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
9
1984
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
9
2004
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
8
1987
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
8
2006
Lognormal mixed models for reported claims reserves. Zbl 1479.91303
Antonio, Katrien; Beirlant, Jan; Hoedemakers, Tom; Verlaak, Robert
8
2006
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
7
1998
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096
Beirlant, Jan; Maribe, G.; Verster, A.
7
2018
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
6
1987
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
6
1999
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
6
1999
“Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
6
2004
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
6
1991
On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046
Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A.
5
1982
On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040
Beirlant, J.; Györfi, L.
5
1998
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
5
1992
On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
5
2005
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
5
2008
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
5
2019
Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041
Beirlant, Jan; Einmahl, John H. J.
4
1990
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
4
1991
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
4
2011
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
4
2017
Fitting nonstationary Cox processes: an application to fire insurance data. Zbl 1481.91160
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan
4
2021
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
4
2020
Combined tail estimation using censored data and expert information. Zbl 1448.91255
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
4
2020
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048
Beirlant, J.; Raoult, J.-P.; Worms, R.
3
2003
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
Threshold selection and trimming in extremes. Zbl 1466.62318
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
3
2020
Confidence intervals for extreme Pareto-type quantiles. Zbl 1442.62080
Buitendag, Sven; Beirlant, Jan; De Wet, Tertius
3
2020
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
3
2019
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
2
1986
Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090
Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C.
2
1982
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
2
1986
Rapid variation with remainder and rates of convergence. Zbl 0715.60019
Beirlant, J.; Willekens, E.
2
1990
Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails. Zbl 1428.62195
Beirlant, Jan; Maribe, Gaonyalelwe; Verster, Andréhette
2
2019
Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039
Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang
2
2021
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
Strong approximations of the empirical and quantile processes of uniform spacings. Zbl 0565.60027
Beirlant, Jan
1
1984
A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform. Zbl 0756.62023
Beirlant, Jan; Vanmarcke, Ann
1
1992
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
Fitting nonstationary Cox processes: an application to fire insurance data. Zbl 1481.91160
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan
4
2021
Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039
Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang
2
2021
Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074
Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois
4
2020
Combined tail estimation using censored data and expert information. Zbl 1448.91255
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
4
2020
Threshold selection and trimming in extremes. Zbl 1466.62318
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan
3
2020
Confidence intervals for extreme Pareto-type quantiles. Zbl 1442.62080
Buitendag, Sven; Beirlant, Jan; De Wet, Tertius
3
2020
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214
Beirlant, Jan; Worms, Julien; Worms, Rym
5
2019
Ridge regression estimators for the extreme value index. Zbl 1422.60085
Buitendag, Sven; Beirlant, Jan; de Wet, Tertius
3
2019
Using shrinkage estimators to reduce bias and MSE in estimation of heavy tails. Zbl 1428.62195
Beirlant, Jan; Maribe, Gaonyalelwe; Verster, Andréhette
2
2019
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096
Beirlant, Jan; Maribe, G.; Verster, A.
7
2018
Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004
Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L.
80
2017
Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien
22
2017
Fitting tails affected by truncation. Zbl 1362.62115
Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom
4
2017
Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195
Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle
14
2016
Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151
Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I.
12
2016
Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211
Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius
10
2016
Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244
Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette
10
2016
Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus
1
2016
An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114
Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette
29
2012
Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046
Beirlant, J.; Dierckx, G.; Guillou, A.
12
2011
Generalized sum plots. Zbl 1297.62113
Beirlant, J.; Boniphace, E.; Dierckx, G.
4
2011
Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
34
2010
Peaks-over-threshold modeling under random censoring. Zbl 1284.62612
Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys
14
2010
Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043
Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius
11
2010
Asymptotics for the Hirsch index. Zbl 1349.62594
Beirlant, Jan; Einmahl, John H. J.
3
2010
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
23
2009
A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028
Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A.
12
2009
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112
Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan
1
2009
Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041
Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn
18
2008
Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035
Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius
14
2008
Higher order estimation at Lebesgue points. Zbl 1169.62024
Beirlant, J.; Berlinet, A.; Biau, G.
5
2008
Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027
Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie
36
2007
A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102
Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M.
32
2007
Actuarial statistics with generalized linear mixed models. Zbl 1104.62111
Antonio, Katrien; Beirlant, Jan
22
2007
On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392
Vandewalle, B.; Beirlant, J.
21
2006
Semiparametric lower bounds for tail index estimation. Zbl 1077.62039
Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M.
15
2006
A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
8
2006
Lognormal mixed models for reported claims reserves. Zbl 1479.91303
Antonio, Katrien; Beirlant, Jan; Hoedemakers, Tom; Verlaak, Robert
8
2006
Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034
Beirlant, J.; Dierckx, G.; Guillou, A.
28
2005
On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
5
2005
Statistics of extremes. Theory and applications. Zbl 1070.62036
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris
390
2004
Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan
25
2004
Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041
Beirlant, Jan; Goegebeur, Yuri
24
2004
Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044
Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri
11
2004
A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064
Vandewalle, B.; Beirlant, J.; Hubert, M.
9
2004
“Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502
Beirlant, Jan; Joossens, Elisabeth; Segers, Johan
6
2004
Simultaneous tail index estimation. Zbl 1417.62126
Beirlant, Jan; Goegebeur, Yuri
1
2004
Regression with response distributions of Pareto-type. Zbl 1429.62078
Beirlant, Jan; Goegebeur, Yuri
30
2003
Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038
Matthys, G.; Beirlant, J.
23
2003
Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376
Verlaak, Robert; Beirlant, Jan
16
2003
Confidence bounds for discounted loss reserves. Zbl 1103.91367
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan
9
2003
On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048
Beirlant, J.; Raoult, J.-P.; Worms, R.
3
2003
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
48
2002
Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544
Beirlant, J.; Vandewalle, B.
7
2002
Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029
Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor
3
2002
Large deviations of divergence measures on partitions. Zbl 0996.62052
Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor
15
2001
Pareto index estimation under moderate right censoring. Zbl 0979.91047
Beirlant, Jan; Guillou, Armelle
13
2001
Tail index estimation and an exponential regression model. Zbl 0947.62034
Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G.
95
1999
Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532
Beirlant, J.; Mason, D. M.; Vynckier, C.
7
1999
On piecewise linear density estimators. Zbl 0954.62038
Beirlant, J.; Berlinet, A.; Györfi, L.
6
1999
On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031
Beirlant, Jan; Devroye, Luc
6
1999
On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030
Beirlant, Jan; Györfi, László
21
1998
Burr regression and portfolio segmentation. Zbl 0952.62092
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra
17
1998
Bootstrap confidence intervals for tail indices. Zbl 1042.62541
Caers, Jef; Beirlant, Jan; Vynckier, Petra
7
1998
On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040
Beirlant, J.; Györfi, L.
5
1998
Some thoughts on extreme values. Zbl 1044.60509
Beirlant, J.; Teugels, J. L.; Vynckier, P.
1
1998
Nonparametric entropy estimation: An overview. Zbl 0882.62003
Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C.
83
1997
Practical analysis of extreme values. Zbl 0888.62003
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra
83
1996
Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
61
1996
Excess functions and estimation of the extreme-value index. Zbl 0870.62019
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L.
40
1996
The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra
24
1995
On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019
Beirlant, J.; Mason, D. M.
17
1995
Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033
Beirlant, J.; Einmahl, J. H. J.
1
1995
On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037
Beirlant, Jan; Györfi, László; Lugosi, Gábor
16
1994
Modeling large claims in non-life insurance. Zbl 0753.62074
Beirlant, Jan; Teugels, Jozef L.
17
1992
Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009
Beirlant, Jan; Teugels, Jozef L.
7
1992
Long run proportional hazards models of random censorship. Zbl 0753.62027
Beirlant, Jan; Carbonez, An; Van der Meulen, Edward
5
1992
A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform. Zbl 0756.62023
Beirlant, Jan; Vanmarcke, Ann
1
1992
On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022
Beirlant, J.; Janssen, P.; Veraverbeke, N.
6
1991
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
4
1991
Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024
Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M.
1
1991
On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019
Beirlant, Jan; Deheuvels, Paul
7
1990
Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041
Beirlant, Jan; Einmahl, John H. J.
4
1990
Rapid variation with remainder and rates of convergence. Zbl 0715.60019
Beirlant, J.; Willekens, E.
2
1990
Asymptotic normality of Hill’s estimator. Zbl 0678.62025
Beirlant, Jan; Teugels, Jozef L.
13
1989
The asymptotic behavior of Hill’s estimator. Zbl 0657.62048
Beirlant, Jan; Teugels, J. K.
8
1987
The problem of stability in insurance mathematics. Zbl 0648.62103
Beirlant, Jan; Rachev, S. T.
6
1987
The appropriate reduction of the weighted empirical process. Zbl 0658.60012
Shorack, G. R.; Beirlant, Jan
3
1986
Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021
Beirlant, Jan
2
1986
Asymptotics of Hill’s estimator. Zbl 0611.62036
Beirlant, Jan; Teugels, J. K.
2
1986
The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046
Beirlant, Jan; van Zuijlen, M. C. A.
12
1985
Strong and weak approximations of k-spacings processes. Zbl 0529.60028
Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos
9
1984
Strong approximations of the empirical and quantile processes of uniform spacings. Zbl 0565.60027
Beirlant, Jan
1
1984
On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046
Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A.
5
1982
Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090
Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C.
2
1982
all top 5

Cited by 1,513 Authors

56 Beirlant, Jan
50 Guillou, Armelle
43 Leal de Carvalho Gomes, Maria Ivette
36 Goegebeur, Yuri
33 Girard, Stéphane
21 Albrecher, Hansjörg
21 Gardes, Laurent
20 Einmahl, John H. J.
18 Stupfler, Gilles
17 Segers, Johan
16 Kohler, Michael
15 Caeiro, Frederico
14 Krzyżak, Adam
12 Bladt, Martin
12 de Wet, Tertius
11 Falk, Michael
11 Györfi, László
11 Li, Deyuan
11 Naveau, Philippe
11 Pestana, Dinis Duarte
10 Bouzebda, Salim
10 Bücher, Axel
10 Henriques-Rodrigues, Lígia
10 Resnick, Sidney Ira
9 Berlinet, Alain F.
9 Brazauskas, Vytaras
9 Davison, Anthony C.
9 Figueiredo, Fernanda Otilia
9 Nadarajah, Saralees
9 Peng, Liang
9 Peng, Zuoxiang
9 Qin, Jing
9 Worms, Rym
8 Cooley, Daniel S.
8 de Haan, Laurens
8 Drees, Holger
8 Markovich, Natalia M.
8 Neves, Manuela
8 Rodionov, Igor’ Vladimirovich
8 Teugels, Jozef L.
7 Antonio, Katrien
7 Asimit, Alexandru V.
7 de Carvalho, Miguel
7 Dierckx, Goedele
7 Embrechts, Paul
7 Fougères, Anne-Laure
7 Fraga Alves, M. Isabel
7 Hashorva, Enkelejd
7 Klüppelberg, Claudia
7 Necir, Abdelhakim
7 Vajda, Igor
7 Worms, Julien
7 Zitikis, Ričardas
6 Daouia, Abdelaati
6 Davis, Richard A.
6 Deme, El Hadji
6 Diop, Aliou
6 Goovaerts, Marc J.
6 Mason, David M.
6 Padoan, Simone A.
6 Rootzén, Holger
6 Stehlík, Milan
6 Vandewalle, Björn
6 Zhou, Chen
5 Artikis, Constantinos T.
5 Artikis, Panagiotis T.
5 Clémençon, Stéphan
5 Cortés de Zea Bermudez, Patrícia
5 Deheuvels, Paul
5 Diebolt, Jean
5 Dutang, Christophe
5 Hallin, Marc
5 Hoedemakers, Tom
5 Mercadier, Cécile
5 Ruymgaart, Frits H.
5 Samorodnitsky, Gennady Pinkhosovich
5 Tawn, Jonathan A.
5 Wadsworth, Jennifer L.
5 Walk, Harro
4 Alvarez-Andrade, Sergio
4 Badescu, Alexandru M.
4 Balakrishnan, Narayanaswamy
4 Barbe, Philippe
4 Beran, Jan
4 Bertail, Patrice
4 Bladt, Mogens
4 Brahimi, Brahim
4 Calderín Ojeda, Enrique
4 Chesneau, Christophe
4 Das, Bikramjit
4 Devroye, Luc P. J. A.
4 Dombry, Clément
4 El Methni, Jonathan
4 Elhattab, Issam
4 Escobar-Bach, Mikael
4 Fátima Brilhante, M.
4 Ferreira, Marta
4 Fung, Tsz Chai
4 Gomes, Dora Prata
4 Gómez-Déniz, Emilio
...and 1,413 more Authors
all top 5

Cited in 191 Serials

99 Extremes
84 Insurance Mathematics & Economics
48 Journal of Statistical Planning and Inference
44 Communications in Statistics. Theory and Methods
39 Journal of Multivariate Analysis
34 Statistics & Probability Letters
33 Computational Statistics and Data Analysis
26 The Annals of Statistics
26 Bernoulli
26 Scandinavian Actuarial Journal
26 Electronic Journal of Statistics
23 ASTIN Bulletin
20 Communications in Statistics. Simulation and Computation
19 Statistics
18 North American Actuarial Journal
17 Test
16 Journal of Nonparametric Statistics
16 Methodology and Computing in Applied Probability
16 Journal of Statistical Theory and Practice
15 Annals of the Institute of Statistical Mathematics
15 The Annals of Applied Statistics
13 Journal of Statistical Computation and Simulation
12 Journal of Applied Probability
12 Journal of Computational and Applied Mathematics
11 Journal of Applied Statistics
9 Scandinavian Journal of Statistics
9 Journal of Econometrics
9 European Journal of Operational Research
9 European Actuarial Journal
8 Metrika
8 Entropy
7 Advances in Applied Probability
7 Mathematical Methods of Statistics
7 AStA. Advances in Statistical Analysis
7 Statistics and Computing
6 Physica A
6 Kybernetika
6 Quantitative Finance
6 Journal of Agricultural, Biological, and Environmental Statistics
6 Sankhyā. Series A
6 Dependence Modeling
5 The Canadian Journal of Statistics
5 Journal of the American Statistical Association
5 Annals of Operations Research
5 Computational Statistics
5 Statistical Inference for Stochastic Processes
5 Stochastic Models
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 REVSTAT
5 Journal of Probability and Statistics
4 Journal of Statistical Physics
4 Statistica Neerlandica
4 The Annals of Applied Probability
4 Statistical Papers
4 Mathematical Problems in Engineering
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Australian & New Zealand Journal of Statistics
4 Probability in the Engineering and Informational Sciences
4 Brazilian Journal of Probability and Statistics
4 Journal of the Korean Statistical Society
3 Lithuanian Mathematical Journal
3 Theory of Probability and its Applications
3 Applied Mathematics and Computation
3 International Statistical Review
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 Journal of Time Series Analysis
3 Statistical Science
3 Econometric Reviews
3 Stochastic Processes and their Applications
3 Statistica Sinica
3 Doklady Mathematics
3 Chaos
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Journal of Interdisciplinary Mathematics
3 Stochastic Environmental Research and Risk Assessment
3 Statistical Methods and Applications
3 Afrika Statistika
3 Chilean Journal of Statistics
3 Statistical Theory and Related Fields
2 Computer Methods in Applied Mechanics and Engineering
2 The Annals of Probability
2 Statistica
2 Journal of Information & Optimization Sciences
2 Journal of Theoretical Probability
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Indagationes Mathematicae. New Series
2 Journal of Mathematical Sciences (New York)
2 Computational and Applied Mathematics
2 Top
2 Far East Journal of Theoretical Statistics
2 Econometric Theory
2 Applied Stochastic Models in Business and Industry
2 Journal of Applied Mathematics
2 Statistical Modelling
2 Hacettepe Journal of Mathematics and Statistics
2 European Journal of Pure and Applied Mathematics
2 Mathematical Geosciences
2 SIAM Journal on Financial Mathematics
2 Science China. Mathematics
2 Bayesian Analysis
...and 91 more Serials

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