Edit Profile (opens in new tab) Beirlant, Jan Compute Distance To: Compute Author ID: beirlant.jan Published as: Beirlant, Jan; Beirlant, J. Documents Indexed: 111 Publications since 1982, including 3 Books 1 Contribution as Editor · 1 Further Contribution Co-Authors: 84 Co-Authors with 110 Joint Publications 1,803 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 4 Mason, David M. 4 van der Meulen, Edward C. 3 Antonio, Katrien 3 Berlinet, Alain F. 3 Bladt, Martin 3 Buitendag, Sven 3 Deheuvels, Paul 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. 3 Verster, Andréhette 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 Fraga Alves, M. Isabel 2 Goovaerts, Marc J. 2 Hubert, Mia 2 Joossens, Elisabeth 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 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 Gomes, Ivette M. 1 Hallin, Marc 1 Herrmann, Klaus 1 Hürlimann, Werner 1 Janssen, Paul 1 Jurečková, Jana 1 Kamper, Francois 1 Lugosi, Gábor 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 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 3 ASTIN Bulletin 3 North American 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 Electronic Journal of Statistics 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 104 Statistics (62-XX) 32 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 92 Publications have been cited 1,536 times in 974 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 301 2004 Tail index estimation and an exponential regression model. Zbl 0947.62034Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 90 1999 Practical analysis of extreme values. Zbl 0888.62003Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra 80 1996 Nonparametric entropy estimation: An overview. Zbl 0882.62003Beirlant, J.; Dudewicz, E. J.; Györfi, László; van der Meulen, Edward C. 75 1997 Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L. 58 2017 Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 55 1996 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 45 2002 Excess functions and estimation of the extreme-value index. Zbl 0870.62019Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 36 1996 Estimation of the extreme value index and extreme quantiles under random censoring. Zbl 1157.62027Beirlant, Jan; Guillou, Armelle; Dierckx, Goedele; Fils-Villetard, Amélie 34 2007 Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius 32 2010 Regression with response distributions of Pareto-type. Zbl 1429.62078Beirlant, Jan; Goegebeur, Yuri 27 2003 A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M. 27 2007 Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034Beirlant, J.; Dierckx, G.; Guillou, A. 24 2005 An overview and open research topics in statistics of univariate extremes. Zbl 1297.62114Beirlant, Jan; Caeiro, Frederico; Gomes, M. Ivette 24 2012 Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041Beirlant, Jan; Goegebeur, Yuri 23 2004 The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra 23 1995 Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan 23 2004 Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038Matthys, G.; Beirlant, J. 21 2003 Actuarial statistics with generalized linear mixed models. Zbl 1104.62111Antonio, Katrien; Beirlant, Jan 21 2007 On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392Vandewalle, B.; Beirlant, J. 20 2006 Second-order refined peaks-over-threshold modelling for heavy-tailed distributions. Zbl 1162.62044Beirlant, Jan; Joossens, Elisabeth; Segers, Johan 20 2009 On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030Beirlant, Jan; Györfi, László 18 1998 Burr regression and portfolio segmentation. Zbl 0952.62092Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra 17 1998 Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376Verlaak, Robert; Beirlant, Jan 16 2003 On the asymptotic normality of \(L_ p\)-norms of empirical functionals. Zbl 0831.62019Beirlant, J.; Mason, D. M. 16 1995 Modeling large claims in non-life insurance. Zbl 0753.62074Beirlant, Jan; Teugels, Jozef L. 16 1992 Improved reduced-bias tail index and quantile estimators. Zbl 1131.62041Beirlant, Jan; Figueiredo, Fernanda; Gomes, M. Ivette; Vandewalle, Björn 16 2008 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 15 2017 On the asymptotic normality of the \(L_ 1\)- and \(L_ 2\)-errors in histogram density estimation. Zbl 0816.62037Beirlant, Jan; Györfi, László; Lugosi, Gábor 14 1994 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 14 2008 Semiparametric lower bounds for tail index estimation. Zbl 1077.62039Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M. 14 2006 Large deviations of divergence measures on partitions. Zbl 0996.62052Beirlant, Jan; Devroye, Luc; Györfi, László; Vajda, Igor 14 2001 Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle 12 2016 Peaks-over-threshold modeling under random censoring. Zbl 1284.62612Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys 12 2010 Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I. 11 2016 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 Pareto index estimation under moderate right censoring. Zbl 0979.91047Beirlant, Jan; Guillou, Armelle 10 2001 Bias-reduced estimators for bivariate tail modelling. Zbl 1218.62046Beirlant, J.; Dierckx, G.; Guillou, A. 10 2011 The empirical distribution function and strong laws for functions of order statistics of uniform spacings. Zbl 0581.62046Beirlant, Jan; van Zuijlen, M. C. A. 10 1985 Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette 9 2016 Confidence bounds for discounted loss reserves. Zbl 1103.91367Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan 9 2003 A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064Vandewalle, B.; Beirlant, J.; Hubert, M. 9 2004 Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius 9 2010 Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 9 2004 Asymptotic normality of Hill’s estimator. Zbl 0678.62025Beirlant, Jan; Teugels, Jozef L. 9 1989 Strong and weak approximations of k-spacings processes. Zbl 0529.60028Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos 8 1984 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 7 2016 On the approximation of P-P and Q-Q plot processes by Brownian bridges. Zbl 0757.60019Beirlant, Jan; Deheuvels, Paul 7 1990 A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 7 2006 Limit distributions for compounded sums of extreme order statistics. Zbl 0759.62009Beirlant, Jan; Teugels, Jozef L. 7 1992 Goodness-of-fit analysis for multivariate normality based on generalized quantiles. Zbl 1061.62532Beirlant, J.; Mason, D. M.; Vynckier, C. 7 1999 Some comments on the estimation of a dependence index in bivariate extreme value statistics. Zbl 1092.62544Beirlant, J.; Vandewalle, B. 7 2002 Bootstrap confidence intervals for tail indices. Zbl 1042.62541Caers, Jef; Beirlant, Jan; Vynckier, Petra 7 1998 The asymptotic behavior of Hill’s estimator. Zbl 0657.62048Beirlant, Jan; Teugels, J. K. 7 1987 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. 6 2018 On piecewise linear density estimators. Zbl 0954.62038Beirlant, J.; Berlinet, A.; Györfi, L. 6 1999 On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022Beirlant, J.; Janssen, P.; Veraverbeke, N. 6 1991 “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 On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031Beirlant, Jan; Devroye, Luc 6 1999 Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214Beirlant, Jan; Worms, Julien; Worms, Rym 5 2019 Long run proportional hazards models of random censorship. Zbl 0753.62027Beirlant, Jan; Carbonez, An; Van der Meulen, Edward 5 1992 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. 5 1982 On the distribution of discounted loss reserves using generalized linear models. Zbl 1145.91033Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; Dhaene, Jan 5 2005 The problem of stability in insurance mathematics. Zbl 0648.62103Beirlant, Jan; Rachev, S. T. 5 1987 Bahadur-Kiefer theorems for the product-limit process. Zbl 0712.62041Beirlant, Jan; Einmahl, John H. J. 4 1990 On the \(L_1\)-error in histogram density estimation: The multidimensional case. Zbl 0921.62040Beirlant, J.; Györfi, L. 4 1998 Combined tail estimation using censored data and expert information. Zbl 1448.91255Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 3 2020 Fitting tails affected by truncation. Zbl 1362.62115Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom 3 2017 Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M. 3 1991 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 Higher order estimation at Lebesgue points. Zbl 1169.62024Beirlant, J.; Berlinet, A.; Biau, G. 3 2008 Generalized sum plots. Zbl 1297.62113Beirlant, J.; Boniphace, E.; Dierckx, G. 3 2011 Divergence-type errors of smooth Barron-type density estimators. Zbl 1039.62029Beirlant, Jan; Berlinet, Alain; Biau, Gérard; Vajda, Igor 3 2002 Asymptotics for the Hirsch index. Zbl 1349.62594Beirlant, Jan; Einmahl, John H. J. 3 2010 The appropriate reduction of the weighted empirical process. Zbl 0658.60012Shorack, G. R.; Beirlant, Jan 3 1986 Ridge regression estimators for the extreme value index. Zbl 1422.60085Buitendag, Sven; Beirlant, Jan; de Wet, Tertius 2 2019 Rapid variation with remainder and rates of convergence. Zbl 0715.60019Beirlant, J.; Willekens, E. 2 1990 Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois 2 2020 Complete statistical ranking of populations, with tables and applications. Zbl 0484.65090Beirlant, Jan; Dudewicz, E. J.; van der Meulen, E. C. 2 1982 Limit theory for spacing statistics from general univariate distributions. Zbl 0651.62021Beirlant, Jan 2 1986 Asymptotics of Hill’s estimator. Zbl 0611.62036Beirlant, Jan; Teugels, J. K. 2 1986 Confidence intervals for extreme Pareto-type quantiles. Zbl 1442.62080Buitendag, Sven; Beirlant, Jan; De Wet, Tertius 1 2020 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 Simultaneous tail index estimation. Zbl 1417.62126Beirlant, Jan; Goegebeur, Yuri 1 2004 A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform. Zbl 0756.62023Beirlant, Jan; Vanmarcke, Ann 1 1992 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 Some thoughts on extreme values. Zbl 1044.60509Beirlant, J.; Teugels, J. L.; Vynckier, P. 1 1998 Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan 1 2009 Threshold selection and trimming in extremes. Zbl 1466.62318Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 1 2020 Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang 1 2021 Lognormal mixed models for reported claims reserves. Zbl 1479.91303Antonio, Katrien; Beirlant, Jan; Hoedemakers, Tom; Verlaak, Robert 1 2006 Generalizing the log-Moyal distribution and regression models for heavy-tailed loss data. Zbl 1472.91039Li, Zhengxiao; Beirlant, Jan; Meng, Shengwang 1 2021 Combined tail estimation using censored data and expert information. Zbl 1448.91255Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 3 2020 Center-outward quantiles and the measurement of multivariate risk. Zbl 1452.91074Beirlant, Jan; Buitendag, Sven; del Barrio, E.; Hallin, M.; Kamper, Francois 2 2020 Confidence intervals for extreme Pareto-type quantiles. Zbl 1442.62080Buitendag, Sven; Beirlant, Jan; De Wet, Tertius 1 2020 Threshold selection and trimming in extremes. Zbl 1466.62318Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan 1 2020 Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behavior. Zbl 1418.62214Beirlant, Jan; Worms, Julien; Worms, Rym 5 2019 Ridge regression estimators for the extreme value index. Zbl 1422.60085Buitendag, Sven; Beirlant, Jan; de Wet, Tertius 2 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. 6 2018 Reinsurance. Actuarial and statistical aspects. Zbl 1376.91004Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L. 58 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 15 2017 Fitting tails affected by truncation. Zbl 1362.62115Beirlant, Jan; Alves, Isabel Fraga; Reynkens, Tom 3 2017 Bias-corrected estimation of stable tail dependence function. Zbl 1328.62195Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri; Guillou, Armelle 12 2016 Bias reduced tail estimation for censored Pareto type distributions. Zbl 1383.62151Beirlant, J.; Bardoutsos, A.; de Wet, T.; Gijbels, I. 11 2016 Tail fitting for truncated and non-truncated Pareto-type distributions. Zbl 1360.62244Beirlant, Jan; Fraga Alves, Isabel; Gomes, Ivette 9 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 7 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 24 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. 3 2011 Kernel estimators for the second order parameter in extreme value statistics. Zbl 1188.62143Goegebeur, Yuri; Beirlant, Jan; de Wet, Tertius 32 2010 Peaks-over-threshold modeling under random censoring. Zbl 1284.62612Beirlant, Jan; Guillou, Armelle; Toulemonde, Gwladys 12 2010 Generalized kernel estimators for the Weibull-tail coefficient. Zbl 1202.62043Goegebeur, Yuri; Beirlant, Jan; De Wet, Tertius 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 20 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 16 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 14 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 34 2007 A robust estimator for the tail index of Pareto-type distributions. Zbl 1445.62102Vandewalle, B.; Beirlant, J.; Christmann, A.; Hubert, M. 27 2007 Actuarial statistics with generalized linear mixed models. Zbl 1104.62111Antonio, Katrien; Beirlant, Jan 21 2007 On univariate extreme value statistics and the estimation of reinsurance premiums. Zbl 1168.62392Vandewalle, B.; Beirlant, J. 20 2006 Semiparametric lower bounds for tail index estimation. Zbl 1077.62039Beirlant, Jan; Bouquiaux, Christel; Werker, Bas J. M. 14 2006 A goodness-of-fit statistic for Pareto-type behaviour. Zbl 1073.62045Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 7 2006 Lognormal mixed models for reported claims reserves. Zbl 1479.91303Antonio, Katrien; Beirlant, Jan; Hoedemakers, Tom; Verlaak, Robert 1 2006 Estimation of the extreme-value index and generalized quantile plots. Zbl 1123.62034Beirlant, J.; Dierckx, G.; Guillou, A. 24 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 301 2004 Local polynomial maximum likelihood estimation for Pareto-type distributions. Zbl 1035.62041Beirlant, Jan; Goegebeur, Yuri 23 2004 Estimating catastrophic quantile levels for heavy-tailed distributions. Zbl 1188.91237Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; Beirlant, Jan 23 2004 A robust estimator of the tail index based on an exponential regression model. Zbl 1088.62064Vandewalle, B.; Beirlant, J.; Hubert, M. 9 2004 Nonparametric estimation of extreme conditional quantiles. Zbl 1045.62044Beirlant, Jan; De Wet, Tertius; Goegebeur, Yuri 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 1085.62502Beirlant, 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 27 2003 Estimating the extreme value index and high quantiles with exponential regression models. Zbl 1028.62038Matthys, G.; Beirlant, J. 21 2003 Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. Zbl 1103.91376Verlaak, Robert; Beirlant, Jan 16 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. 45 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 10 2001 Tail index estimation and an exponential regression model. Zbl 0947.62034Beirlant, J.; Dierckx, G.; Goegebeur, Y.; Matthys, G. 90 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. 6 1999 On the impossibility of estimating densities in the extreme tail. Zbl 0916.62031Beirlant, Jan; Devroye, Luc 6 1999 On the asymptotic normality of the \(L_2\)-error in partitioning regression estimation. Zbl 0961.62030Beirlant, Jan; Györfi, László 18 1998 Burr regression and portfolio segmentation. Zbl 0952.62092Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; Vynckier, Petra 17 1998 Bootstrap confidence intervals for tail indices. Zbl 1042.62541Caers, Jef; Beirlant, Jan; Vynckier, Petra 7 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. 75 1997 Practical analysis of extreme values. Zbl 0888.62003Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra 80 1996 Tail index estimation, Pareto quantile plots, and regression diagnostics. Zbl 0881.62077Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 55 1996 Excess functions and estimation of the extreme-value index. Zbl 0870.62019Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. 36 1996 The mean residual life function at great age: Applications to tail estimation. Zbl 0846.62025Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra 23 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 14 1994 Modeling large claims in non-life insurance. Zbl 0753.62074Beirlant, Jan; Teugels, Jozef L. 16 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 5 1992 A note on Bahadur-Kiefer-type expansions for the inverse empirical Laplace transform. Zbl 0756.62023Beirlant, Jan; Vanmarcke, Ann 1 1992 On the asymptotic normality of functions of uniform spacings. Zbl 0724.60022Beirlant, J.; Janssen, P.; Veraverbeke, N. 6 1991 Bahadur-Kiefer theorems for uniform spacings processes. Zbl 0739.60015Beirlant, J.; Deheuvels, P.; Einmahl, J. H. J.; Mason, D. M. 3 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. 9 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 2 1986 Asymptotics of Hill’s estimator. Zbl 0611.62036Beirlant, Jan; Teugels, J. K. 2 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. 10 1985 Strong and weak approximations of k-spacings processes. Zbl 0529.60028Aly, Emad-Eldin A. A.; Beirlant, Jan; Horváth, Lajos 8 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. 5 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 1,315 Authors 53 Beirlant, Jan 48 Guillou, Armelle 41 Leal de Carvalho Gomes, Maria Ivette 35 Goegebeur, Yuri 31 Girard, Stéphane 20 Albrecher, Hansjörg 20 Gardes, Laurent 18 Einmahl, John H. J. 16 Kohler, Michael 16 Segers, Johan 16 Stupfler, Gilles 13 Caeiro, Frederico 12 Krzyżak, Adam 11 de Wet, Tertius 11 Falk, Michael 11 Li, Deyuan 11 Pestana, Dinis Duarte 10 Henriques-Rodrigues, Lígia 10 Resnick, Sidney Ira 9 Berlinet, Alain F. 9 Bouzebda, Salim 9 Davison, Anthony C. 9 Figueiredo, Fernanda Otilia 9 Györfi, László 9 Naveau, Philippe 9 Peng, Liang 9 Worms, Rym 8 Brazauskas, Vytaras 8 de Haan, Laurens 8 Markovich, Natalia M. 8 Nadarajah, Saralees 8 Peng, Zuoxiang 8 Qin, Jing 8 Teugels, Jozef L. 7 Asimit, Alexandru V. 7 Bladt, Martin 7 Bücher, Axel 7 Dierckx, Goedele 7 Drees, Holger 7 Embrechts, Paul 7 Fraga Alves, M. Isabel 7 Vajda, Igor 7 Worms, Julien 7 Zitikis, Ričardas 6 Cooley, Daniel S. 6 de Carvalho, Miguel 6 Diop, Aliou 6 Fougères, Anne-Laure 6 Goovaerts, Marc J. 6 Hashorva, Enkelejd 6 Klüppelberg, Claudia 6 Mason, David M. 6 Necir, Abdelhakim 6 Neves, Manuela 6 Padoan, Simone A. 6 Rodionov, Igor’ Vladimirovich 6 Rootzén, Holger 6 Stehlík, Milan 6 Vandewalle, Björn 5 Artikis, Constantinos T. 5 Artikis, Panagiotis T. 5 Barbe, Philippe 5 Daouia, Abdelaati 5 Davis, Richard A. 5 Deheuvels, Paul 5 Deme, El Hadji 5 Diebolt, Jean 5 Hoedemakers, Tom 5 Ruymgaart, Frits H. 5 Samorodnitsky, Gennady Pinkhosovich 5 Walk, Harro 4 Antonio, Katrien 4 Badescu, Alexandru M. 4 Beran, Jan 4 Bertail, Patrice 4 Brahimi, Brahim 4 Chesneau, Christophe 4 Clémençon, Stéphan 4 Das, Bikramjit 4 Cortés de Zea Bermudez, Patrícia 4 Devroye, Luc P. J. A. 4 Dutang, Christophe 4 Elhattab, Issam 4 Fátima Brilhante, M. 4 Huser, Raphaël 4 Krajina, Andrea 4 Krieger, Udo R. 4 Ladoucette, Sophie A. 4 Ling, Chengxiu 4 Martins, M. João 4 Meraghni, Djamel 4 Mercadier, Cécile 4 Ribereau, Pierre 4 Robert, Christian Yann 4 Schlather, Martin 4 Serfling, Robert J. 4 Wadsworth, Jennifer L. 4 Wang, Huixia Judy 4 Zhou, Chen 3 Alvarez-Andrade, Sergio ...and 1,215 more Authors all top 5 Cited in 162 Serials 92 Extremes 77 Insurance Mathematics & Economics 48 Journal of Statistical Planning and Inference 38 Communications in Statistics. Theory and Methods 34 Journal of Multivariate Analysis 32 Computational Statistics and Data Analysis 31 Statistics & Probability Letters 24 Bernoulli 23 Electronic Journal of Statistics 22 The Annals of Statistics 20 Scandinavian Actuarial Journal 20 ASTIN Bulletin 17 Test 16 Statistics 15 Communications in Statistics. 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Mathematics 2 Bayesian Analysis 2 ISRN Probability and Statistics 1 Biological Cybernetics 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 ...and 62 more Serials all top 5 Cited in 32 Fields 836 Statistics (62-XX) 257 Probability theory and stochastic processes (60-XX) 214 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 88 Numerical analysis (65-XX) 26 Information and communication theory, circuits (94-XX) 25 Operations research, mathematical programming (90-XX) 21 Geophysics (86-XX) 17 Computer science (68-XX) 8 Combinatorics (05-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Biology and other natural sciences (92-XX) 6 Dynamical systems and ergodic theory (37-XX) 4 Mechanics of deformable solids (74-XX) 3 Functional analysis (46-XX) 3 Systems theory; control (93-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 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-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) 1 Mathematics education (97-XX) Citations by Year