Edit Profile (opens in new tab) Beirlant, Jan Co-Author Distance Author ID: beirlant.jan Published as: Beirlant, Jan; Beirlant, J. Documents Indexed: 115 Publications since 1982, including 3 Books and 2 Additional arXiv Preprints 1 Contribution as Editor · 1 Further Contribution Co-Authors: 87 Co-Authors with 114 Joint Publications 1,978 Co-Co-Authors 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 all top 5 Serials 13 Insurance Mathematics & Economics 11 Journal of Statistical Planning and Inference 8 Extremes 6 REVSTAT 5 Statistics & Probability Letters 4 Scandinavian Journal of Statistics 4 Journal of Multivariate Analysis 4 Computational Statistics and Data Analysis 3 Journal of Computational and Applied Mathematics 3 Statistica Neerlandica 3 Communications in Statistics. Theory and Methods 3 Scandinavian Actuarial Journal 3 ASTIN Bulletin 3 North American Actuarial Journal 3 Electronic Journal of Statistics 2 The Canadian Journal of Statistics 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Theory of Probability and its Applications 2 South African Statistical Journal 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Bernoulli 2 Wiley Series in Probability and Statistics 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Kybernetika 1 Metron 1 Publications de l’Institut de Statistique de l’Université de Paris 1 Communications in Statistics. Sequential Analysis 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Test 1 International Journal of Mathematical and Statistical Sciences 1 Mathematical Methods of Statistics 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 European Actuarial Journal all top 5 Fields 107 Statistics (62-XX) 33 Probability theory and stochastic processes (60-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 2 Real functions (26-XX) 1 General and overarching topics; collections (00-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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. 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Mathematics 2 Bayesian Analysis ...and 91 more Serials all top 5 Cited in 35 Fields 965 Statistics (62-XX) 299 Probability theory and stochastic processes (60-XX) 252 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 93 Numerical analysis (65-XX) 30 Information and communication theory, circuits (94-XX) 27 Operations research, mathematical programming (90-XX) 23 Computer science (68-XX) 22 Geophysics (86-XX) 10 Statistical mechanics, structure of matter (82-XX) 9 Combinatorics (05-XX) 8 Biology and other natural sciences (92-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Mechanics of deformable solids (74-XX) 4 Real functions (26-XX) 4 Approximations and expansions (41-XX) 3 History and biography (01-XX) 3 Measure and integration (28-XX) 3 Functional analysis (46-XX) 3 Systems theory; control (93-XX) 2 Number theory (11-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Geometry (51-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year