Edit Profile Beirlant, Jan Compute Distance To: Compute Author ID: beirlant.jan Published as: Beirlant, J.; Beirlant, Jan Documents Indexed: 104 Publications since 1982, including 4 Books all top 5 Co-Authors 2 single-authored 15 Teugels, Jozef L. 12 Goegebeur, Yuri 10 Guillou, Armelle 9 de Wet, Tertius 8 Dierckx, Goedele 7 Györfi, László 7 Vynckier, Petra 6 Einmahl, John H. J. 5 Vandewalle, Björn 4 Mason, David M. 4 van der Meulen, Edward C. 4 Verlaak, Robert 3 Berlinet, Alain F. 3 Buitendag, Sven 3 Deheuvels, Paul 3 Leal de Carvalho Gomes, Maria Ivette 3 Horváth, Lajos 3 Matthys, Gunther 3 Reynkens, Tom 3 Segers, Johan 3 van Zuijlen, Martien C. A. 2 Albrecher, Hansjörg 2 Antonio, Katrien 2 Biau, Gérard 2 Caeiro, Frederico 2 Carbonez, An 2 de Waal, Daan J. 2 De Waal, Daniel 2 Devroye, Luc P. J. A. 2 Dhaene, Jan 2 Dudewicz, Edward J. 2 Fraga Alves, M. Isabel 2 Goovaerts, Marc J. 2 Hoedemakers, Tom 2 Hubert, Mia 2 Joossens, Elisabeth 2 Maribe, Gaonyalelwe 2 Schoutens, Wim 2 Vajda, Igor 2 Veraverbeke, Noël 2 Verster, Andréhette 2 Vynckier, C. 2 Worms, Rym 1 Aly, Emad-Eldin A. A. 1 Bardoutsos, Anastasios G. 1 Bladt, Martin 1 Boniphace, E. 1 Bouquiaux, Christel 1 Broniatowski, Michel 1 Caers, Jef 1 Christmann, Andreas 1 De Spiegeleer, Jan 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 Gomes, Ivette M. 1 Hallin, Marc 1 Herrmann, Klaus 1 Hürlimann, Werner 1 Janssen, Paul 1 Kamper, Francois 1 Lugosi, Gábor 1 Rachev, Svetlozar T. 1 Raoult, Jean-Pierre 1 Ruymgaart, Frits H. 1 Shorack, Galen R. 1 Stărică, Cătălin 1 Tierney, Luke 1 Toulemonde, Gwladys 1 Van Assche, Walter 1 Vanmarcke, Ann 1 Verbelen, Roel 1 Werker, Bas J. M. 1 Willekens, Eric 1 Worms, Julien all top 5 Serials 12 Insurance Mathematics & Economics 11 Journal of Statistical Planning and Inference 7 Extremes 5 Statistics & Probability Letters 5 REVSTAT 4 Journal of Multivariate Analysis 4 Computational Statistics and Data Analysis 3 Scandinavian Journal of Statistics 3 Journal of Computational and Applied Mathematics 3 Statistica Neerlandica 3 Communications in Statistics. Theory and Methods 3 Scandinavian Actuarial Journal 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 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 ASTIN Bulletin 1 North American Actuarial Journal 1 Electronic Journal of Statistics 1 European Actuarial Journal all top 5 Fields 95 Statistics (62-XX) 30 Probability theory and stochastic processes (60-XX) 17 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 85 Publications have been cited 1,397 times in 891 Documents Cited by ▼ Year ▼ Statistics of extremes. Theory and applications. Zbl 1070.62036Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris 343 2004 Tail index estimation and an exponential regression model. Zbl 0947.62034Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 81 1999 Practical analysis of extreme values. Zbl 0888.62003Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra 72 1996 Nonparametric entropy estimation: An overview. Zbl 0882.62003Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C. 63 1997 Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 50 1996 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 39 2002 Excess functions and estimation of the extreme-value index. Zbl 0870.62019Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 35 1996 Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie 30 2007 Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L. 29 2017 Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius 28 2010 A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M. 24 2007 Regression with response distributions of Pareto-type. Zbl 1429.62078Beirlant, Jan; Goegebeur, Yuri 24 2003 Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034Beirlant, J.; Dierckx, G.; Guillou, A. 22 2005 The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra 21 1995 Actuarial statistics with generalized linear mixed models. Zbl 1104.62111Antonio, Katrien; Beirlant, Jan 19 2007 On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030Beirlant, Jan; Györfi, László 19 1998 An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette 18 2012 Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan 18 2004 Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 16 2009 On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392Vandewalle, B.; Beirlant, J. 16 2006 Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041Beirlant, Jan; Goegebeur, Yuri 16 2004 On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019Beirlant, J.; Mason, D. M. 16 1995 Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376Verlaak, Robert; Beirlant, Jan 15 2003 On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037Beirlant, Jan; Györfi, László; Lugosi, Gábor 15 1994 Modeling large claims in non-life insurance. Zbl 0753.62074Beirlant, Jan; Teugels, Jozef L. 15 1992 Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn 14 2008 Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038Matthys, G.; Beirlant, J. 14 2003 Large deviations of divergence measures on partitions. Zbl 0996.62052Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor 14 2001 Burr regression and portfolio segmentation. Zbl 0952.62092Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra 14 1998 Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius 13 2008 Semiparametric lower bounds for tail index estimation. Zbl 1077.62039Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M. 13 2006 Asymptotic normality of Hill’s estimator. Zbl 0678.62025Beirlant, Jan; Teugels, Jozef L. 12 1989 A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A. 11 2009 Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046Beirlant, J.; Dierckx, G.; Guillou, A. 10 2011 Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien 9 2017 Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle 9 2016 Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius 9 2010 Peaks-over-threshold modeling under random censoring. Zbl 1284.62612Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys 9 2010 Confidence bounds for discounted loss reserves. Zbl 1103.91367Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan 9 2003 Pareto index estimation under moderate right censoring. Zbl 0979.91047Beirlant, Jan; Guillou, Armelle 9 2001 Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I. 8 2016 A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064Vandewalle, B.; Beirlant, J.; Hubert, M. 8 2004 The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046Beirlant, Jan; van Zuijlen, M. C. A. 8 1985 Strong and weak approximations of k-spacings processes. Zbl 0529.60028Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos 8 1984 Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 7 2004 Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544Beirlant, J.; Vandewalle, B. 7 2002 Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532Beirlant, J.; Mason, D. M.; Vynckier, C. 7 1999 Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009Beirlant, Jan; Teugels, Jozef L. 7 1992 On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019Beirlant, Jan; Deheuvels, Paul 7 1990 The asymptotic behavior of Hill’s estimator. Zbl 0657.62048Beirlant, Jan; Teugels, J. K. 7 1987 Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette 6 2016 A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 6 2006 “Generalized Pareto fit to the society of actuaries’ large claims database” by Ana C. Cebrián, Michel Denuit, and Philippe Lambert, July 2003 (Discussion). Zbl 1085.62502Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 6 2004 Bootstrap confidence intervals for tail indices. Zbl 1042.62541Caers, Jef; Beirlant, Jan; Vynckier, Petra 6 1998 On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan 5 2005 On piecewise linear density estimators. Zbl 0954.62038Beirlant, J.; Berlinet, A.; Györfi, L. 5 1999 On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022Beirlant, J.; Janssen, P.; Veraverbeke, N. 5 1991 The problem of stability in insurance mathematics. Zbl 0648.62103Beirlant, Jan; Rachev, S. T. 5 1987 On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031Beirlant, Jan; Devroye, Luc 4 1999 On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040Beirlant, J.; Györfi, L. 4 1998 Long run proportional hazards models of random censorship. Zbl 0753.62027Beirlant, Jan; Carbonez, An; Van der Meulen, Edward 4 1992 Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M. 4 1991 Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041Beirlant, Jan; Einmahl, John H. J. 4 1990 On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A. 4 1982 Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096Beirlant, Jan; Maribe, G.; Verster, A. 3 2018 Asymptotics for the Hirsch index. Zbl 1349.62594Beirlant, Jan; Einmahl, John H. J. 3 2010 Higher order estimation at Lebesgue points. Zbl 1169.62024Beirlant, J.; Berlinet, A.; Biau, G. 3 2008 On the relative approximation error of the generalized Pareto approximation for a high quantile. Zbl 1088.60048Beirlant, J.; Raoult, J.-P.; Worms, R. 3 2003 Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor 3 2002 The appropriate reduction of the weighted empirical process. Zbl 0658.60012Shorack, G. R.; Beirlant, Jan 3 1986 Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021Beirlant, Jan 3 1986 Asymptotics of Hill’s estimator. Zbl 0611.62036Beirlant, Jan; Teugels, J. K. 3 1986 Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius 2 2016 Generalized sum plots. Zbl 1297.62113Beirlant, J.; Boniphace, E.; Dierckx, G. 2 2011 Rapid variation with remainder and rates of convergence. Zbl 0715.60019Beirlant, J.; Willekens, E. 2 1990 Strong approximations of the empirical and quantile processes of uniform spacings. Zbl 0565.60027Beirlant, Jan 2 1984 Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C. 2 1982 Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214Beirlant, Jan; Worms, Julien; Worms, Rym 1 2019 Fitting tails affected by truncation. Zbl 1362.62115Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom 1 2017 Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus 1 2016 Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan 1 2009 Simultaneous tail index estimation. Zbl 1417.62126Beirlant, Jan; Goegebeur, Yuri 1 2004 Some thoughts on extreme values. Zbl 1044.60509Beirlant, J.; Teugels, J. L.; Vynckier, P. 1 1998 Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033Beirlant, J.; Einmahl, J. H. J. 1 1995 Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M. 1 1991 Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214Beirlant, Jan; Worms, Julien; Worms, Rym 1 2019 Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications. Zbl 1396.62096Beirlant, Jan; Maribe, G.; Verster, A. 3 2018 Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L. 29 2017 Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions. Zbl 1404.62115Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien 9 2017 Fitting tails affected by truncation. Zbl 1362.62115Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom 1 2017 Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle 9 2016 Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I. 8 2016 Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette 6 2016 Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework. Zbl 1357.62211Caeiro, Frederico; Gomes, M. Ivette; Beirlant, Jan; de Wet, Tertius 2 2016 Hunting for black swans in the European banking sector using extreme value analysis. Zbl 1368.91179Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; Reynkens, Tom; Herrmann, Klaus 1 2016 An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette 18 2012 Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046Beirlant, J.; Dierckx, G.; Guillou, A. 10 2011 Generalized sum plots. Zbl 1297.62113Beirlant, J.; Boniphace, E.; Dierckx, G. 2 2011 Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius 28 2010 Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius 9 2010 Peaks-over-threshold modeling under random censoring. Zbl 1284.62612Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys 9 2010 Asymptotics for the Hirsch index. Zbl 1349.62594Beirlant, Jan; Einmahl, John H. J. 3 2010 Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 16 2009 A new estimation method for Weibull-type tails based on the mean excess function. Zbl 1161.62028Dierckx, G.; Beirlant, J.; de Waal, D.; Guillou, A. 11 2009 Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan 1 2009 Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn 14 2008 Linking Pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation. Zbl 1153.62035Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius 13 2008 Higher order estimation at Lebesgue points. Zbl 1169.62024Beirlant, J.; Berlinet, A.; Biau, G. 3 2008 Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie 30 2007 A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M. 24 2007 Actuarial statistics with generalized linear mixed models. Zbl 1104.62111Antonio, Katrien; Beirlant, Jan 19 2007 On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392Vandewalle, B.; Beirlant, J. 16 2006 Semiparametric lower bounds for tail index estimation. Zbl 1077.62039Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M. 13 2006 A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 6 2006 Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034Beirlant, J.; Dierckx, G.; Guillou, A. 22 2005 On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan 5 2005 Statistics of extremes. Theory and applications. Zbl 1070.62036Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris 343 2004 Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan 18 2004 Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041Beirlant, Jan; Goegebeur, Yuri 16 2004 A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064Vandewalle, B.; Beirlant, J.; Hubert, M. 8 2004 Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 7 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 1085.62502Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 6 2004 Simultaneous tail index estimation. Zbl 1417.62126Beirlant, Jan; Goegebeur, Yuri 1 2004 Regression with response distributions of Pareto-type. Zbl 1429.62078Beirlant, Jan; Goegebeur, Yuri 24 2003 Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376Verlaak, Robert; Beirlant, Jan 15 2003 Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038Matthys, G.; Beirlant, J. 14 2003 Confidence bounds for discounted loss reserves. Zbl 1103.91367Hoedemakers, 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 1088.60048Beirlant, J.; Raoult, J.-P.; Worms, R. 3 2003 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 39 2002 Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544Beirlant, J.; Vandewalle, B. 7 2002 Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor 3 2002 Large deviations of divergence measures on partitions. Zbl 0996.62052Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor 14 2001 Pareto index estimation under moderate right censoring. Zbl 0979.91047Beirlant, Jan; Guillou, Armelle 9 2001 Tail index estimation and an exponential regression model. Zbl 0947.62034Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 81 1999 Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532Beirlant, J.; Mason, D. M.; Vynckier, C. 7 1999 On piecewise linear density estimators. Zbl 0954.62038Beirlant, J.; Berlinet, A.; Györfi, L. 5 1999 On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031Beirlant, Jan; Devroye, Luc 4 1999 On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030Beirlant, Jan; Györfi, László 19 1998 Burr regression and portfolio segmentation. Zbl 0952.62092Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra 14 1998 Bootstrap confidence intervals for tail indices. Zbl 1042.62541Caers, Jef; Beirlant, Jan; Vynckier, Petra 6 1998 On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040Beirlant, J.; Györfi, L. 4 1998 Some thoughts on extreme values. Zbl 1044.60509Beirlant, J.; Teugels, J. L.; Vynckier, P. 1 1998 Nonparametric entropy estimation: An overview. Zbl 0882.62003Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C. 63 1997 Practical analysis of extreme values. Zbl 0888.62003Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra 72 1996 Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 50 1996 Excess functions and estimation of the extreme-value index. Zbl 0870.62019Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 35 1996 The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra 21 1995 On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019Beirlant, J.; Mason, D. M. 16 1995 Asymptotic confidence intervals for the length of the short\(t\) under random censoring. Zbl 0831.62033Beirlant, J.; Einmahl, J. H. J. 1 1995 On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037Beirlant, Jan; Györfi, László; Lugosi, Gábor 15 1994 Modeling large claims in non-life insurance. Zbl 0753.62074Beirlant, Jan; Teugels, Jozef L. 15 1992 Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009Beirlant, Jan; Teugels, Jozef L. 7 1992 Long run proportional hazards models of random censorship. Zbl 0753.62027Beirlant, Jan; Carbonez, An; Van der Meulen, Edward 4 1992 On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022Beirlant, J.; Janssen, P.; Veraverbeke, N. 5 1991 Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M. 4 1991 Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0776.60024Beirlant, 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 0757.60019Beirlant, Jan; Deheuvels, Paul 7 1990 Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041Beirlant, Jan; Einmahl, John H. J. 4 1990 Rapid variation with remainder and rates of convergence. Zbl 0715.60019Beirlant, J.; Willekens, E. 2 1990 Asymptotic normality of Hill’s estimator. Zbl 0678.62025Beirlant, Jan; Teugels, Jozef L. 12 1989 The asymptotic behavior of Hill’s estimator. Zbl 0657.62048Beirlant, Jan; Teugels, J. K. 7 1987 The problem of stability in insurance mathematics. Zbl 0648.62103Beirlant, Jan; Rachev, S. T. 5 1987 The appropriate reduction of the weighted empirical process. Zbl 0658.60012Shorack, G. R.; Beirlant, Jan 3 1986 Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021Beirlant, Jan 3 1986 Asymptotics of Hill’s estimator. Zbl 0611.62036Beirlant, Jan; Teugels, J. K. 3 1986 The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046Beirlant, Jan; van Zuijlen, M. C. A. 8 1985 Strong and weak approximations of k-spacings processes. Zbl 0529.60028Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos 8 1984 Strong approximations of the empirical and quantile processes of uniform spacings. Zbl 0565.60027Beirlant, Jan 2 1984 On functions bounding the empirical distribution of uniform spacings. Zbl 0498.62046Beirlant, Jan; van der Meulen, E. C.; Ruymgaart, F. H.; van Zuijlen, M. C. A. 4 1982 Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C. 2 1982 all cited Publications top 5 cited Publications all top 5 Cited by 1,213 Authors 46 Beirlant, Jan 46 Guillou, Armelle 37 Leal de Carvalho Gomes, Maria Ivette 31 Goegebeur, Yuri 30 Girard, Stéphane 20 Gardes, Laurent 18 Einmahl, John H. J. 17 Segers, Johan 16 Kohler, Michael 12 Krzyżak, Adam 12 Stupfler, Gilles 11 Albrecher, Hansjörg 11 de Wet, Tertius 10 Caeiro, Frederico 10 Li, Deyuan 10 Naveau, Philippe 9 Asimit, Alexandru V. 9 Berlinet, Alain F. 9 Bouzebda, Salim 9 Györfi, László 9 Peng, Liang 9 Rootzén, Holger 8 de Haan, Laurens 8 Embrechts, Paul 8 Falk, Michael 8 Fougères, Anne-Laure 8 Henriques-Rodrigues, Lígia 8 Klüppelberg, Claudia 8 Pestana, Dinis Duarte 8 Resnick, Sidney Ira 8 Teugels, Jozef L. 8 Worms, Rym 7 Davison, Anthony C. 7 Figueiredo, Fernanda Otilia 7 Fraga Alves, M. Isabel 7 Hashorva, Enkelejd 7 Nadarajah, Saralees 7 Peng, Zuoxiang 7 Vajda, Igor 6 Brazauskas, Vytaras 6 Daouia, Abdelaati 6 Dierckx, Goedele 6 Ferreira, Helena 6 Goovaerts, Marc J. 6 Mason, David M. 6 Necir, Abdelhakim 6 Stehlík, Milan 6 Vandewalle, Björn 6 Worms, Julien 6 Zitikis, Ričardas 5 Artikis, Constantinos T. 5 Artikis, Panagiotis T. 5 Barbe, Philippe 5 Bücher, Axel 5 Clémençon, Stéphan 5 Das, Bikramjit 5 Davis, Richard A. 5 Deheuvels, Paul 5 Diebolt, Jean 5 Diop, Aliou 5 Drees, Holger 5 Ferreira, Marta 5 Hoedemakers, Tom 5 Huser, Raphaël 5 Ladoucette, Sophie A. 5 Mercadier, Cécile 5 Neves, Manuela 5 Padoan, Simone A. 5 Qin, Jing 5 Ruymgaart, Frits H. 5 Strokorb, Kirstin 5 Wadsworth, Jennifer L. 5 Walk, Harro 4 Badescu, Alexandru M. 4 Beran, Jan 4 Bertail, Patrice 4 Brahimi, Brahim 4 Cooley, Daniel S. 4 de Carvalho, Miguel 4 Devroye, Luc P. J. A. 4 Dutang, Christophe 4 Elhattab, Issam 4 Fátima Brilhante, M. 4 Genest, Christian 4 Kojadinovic, Ivan 4 Krajina, Andrea 4 Ling, Chengxiu 4 Louani, Djamal 4 Markovich, Natalia M. 4 Martins, M. João 4 Meraghni, Djamel 4 Robert, Christian Yann 4 Sabourin, Anne 4 Samorodnitsky, Gennady Pinkhosovich 4 Schlather, Martin 4 Serfling, Robert J. 4 Tawn, Jonathan A. 3 Alvarez-Andrade, Sergio 3 Antonio, Katrien 3 Bacro, Jean-Noël ...and 1,113 more Authors all top 5 Cited in 158 Serials 80 Extremes 74 Insurance Mathematics & Economics 55 Journal of Statistical Planning and Inference 49 Journal of Multivariate Analysis 36 Statistics & Probability Letters 35 Computational Statistics and Data Analysis 30 Communications in Statistics. 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Series A 2 ISRN Probability and Statistics 1 Biological Cybernetics 1 International Journal of Engineering Science 1 International Journal of Solids and Structures 1 International Journal of Theoretical Physics 1 Journal of Computational Physics 1 Mathematical Biosciences 1 Periodica Mathematica Hungarica 1 Problems of Information Transmission 1 Chaos, Solitons and Fractals 1 Biometrics 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Commentationes Mathematicae Universitatis Carolinae 1 International Journal of Mathematics and Mathematical Sciences 1 International Statistical Review 1 Journal of Mathematical Psychology 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Scandinavian Actuarial Journal 1 Theoretical Computer Science ...and 58 more Serials all top 5 Cited in 31 Fields 763 Statistics (62-XX) 254 Probability theory and stochastic processes (60-XX) 177 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 87 Numerical analysis (65-XX) 23 Operations research, mathematical programming (90-XX) 22 Information and communication theory, circuits (94-XX) 17 Geophysics (86-XX) 13 Computer science (68-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Biology and other natural sciences (92-XX) 5 Mechanics of deformable solids (74-XX) 4 Combinatorics (05-XX) 4 Functional analysis (46-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 History and biography (01-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-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