Search Results - person:"Dierckx, G."

Bias-reduced estimators for bivariate tail modelling

Beirlant, Jan; Dierckx, G.; Guillou, A. - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 18-26

Persistent link: https://www.econbiz.de/10009157454

Bias-reduced estimators for bivariate tail modelling

Beirlant, J.; Dierckx, G.; Guillou, A. - In: Insurance: Mathematics and Economics 49 (2011) 1, pp. 18-26

Ledford and Tawn (1997) introduced a flexible bivariate tail model based on the coefficient of tail dependence and on the dependence of the extreme values of the random variables. In this paper, we extend the concept by specifying the slowly varying part of the model as done by Hall (1982) with...

Persistent link: https://www.econbiz.de/10009146168

Bias-reduced estimators for bivariate tail modelling

Beirlant, J.; Dierckx, G.; Guillou, A. - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 18-27

Persistent link: https://www.econbiz.de/10009133002

Heavy Tailed Distributions an Rating

Beirlant, J.; Matthys, G.; Dierckx, G. - 2001

estimation, Pareto quantile plots and regression diagnostics. J. Am. Statist. Assoc., 91, 1659-1667. 3. BEIRLANT, J., DIERCKX, G … distribution. Ann. Statist., 17, 1833-1855. 11. DIERCKX, G. (2000) Estimation of the extreme value index. Ph.D. Thesis, Dept. of …

Persistent link: https://www.econbiz.de/10005847090

ARTICLES - Heavy Tailed Distributions and Rating

Beirlant, J.; Matthys, G.; Dierckx, G. - In: Astin bulletin : the journal of the International … 31 (2001) 1, pp. 37-58

Persistent link: https://www.econbiz.de/10008216857