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Daouia, Abdelaati
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Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
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2018
Persistent link: https://www.econbiz.de/10013490908
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ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupffer, Gilles
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2018
Persistent link: https://www.econbiz.de/10013492959
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Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
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2017
Persistent link: https://www.econbiz.de/10012266461
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