//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Jewson, Stephen"
~person:"Stupfler, Gilles"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Extremwerttheorie"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
10
Outliers
10
Statistical distribution
8
Statistische Verteilung
8
Risikomaß
7
Risk measure
7
Estimation theory
6
Schätztheorie
6
Extreme values
5
Heavy tails
5
Expectiles
4
Extrapolation
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risk management
4
Induktive Statistik
3
Risiko
3
Risk
3
Statistical inference
3
Theorie
3
Theory
3
Asymmetric least squares
2
Asymptotic normality
2
Coherent risk measures
2
Derivat <Wertpapier>
2
Expected shortfall
2
Expectile
2
Extremes
2
Extremwertstatistik
2
Measurement
2
Messung
2
Tail index
2
Versicherungsmathematik
2
Wetter
2
heavy tails
2
Anleihe
1
Asymmetric squared loss
1
Bias
1
Bias correction
1
more ...
less ...
Online availability
All
Free
8
Undetermined
2
Type of publication
All
Book / Working Paper
10
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
12
Author
All
Jewson, Stephen
Stupfler, Gilles
Einmahl, John H. J.
28
Chen Zhou
23
Herrera, Rodrigo
13
Daouia, Abdelaati
12
Stoja, Evarist
10
Straetmans, Stefan
10
Haan, Laurens de
8
McAleer, Michael
8
Vries, Casper G. de
8
Acemoglu, Daron
7
Allen, David E.
7
Fabozzi, Frank J.
7
Kumar, Dilip
7
Stoyanov, Stoyan V.
7
Tahbaz-Salehi, Alireza
7
Yang, Fan
7
Beirlant, Jan
6
Bormann, Carsten
6
Giudici, Paolo
6
Härdle, Wolfgang
6
Ozdaglar, Asuman E.
6
Schaumburg, Julia
6
Schienle, Melanie
6
Segers, Johan
6
Stork, Philip
6
Zhang, Zhengjun
6
Ahelegbey, Daniel Felix
5
Chernozhukov, Victor
5
Cotter, John
5
Embrechts, Paul
5
Fernández-Villaverde, Jesús
5
Girard, Stéphane
5
He, Yi
5
Hou, Yanxi
5
Langenbahn, Claus-Michael
5
Levintal, Oren
5
Li, Deyuan
5
Li, Yushu
5
Mojtahedi, Fatemeh
5
more ...
less ...
Published in...
All
Working papers / TSE : WP
8
Astin bulletin : the journal of the International Actuarial Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
11
USB Cologne (EcoSocSci)
1
Showing
1
-
12
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
4
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
5
On the tail heaviness of secondary case numbers and cluster sizes for SARS-CoV-2
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170019
Saved in:
6
Tail expectile process and risk assessment
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2018
Persistent link: https://www.econbiz.de/10013490908
Saved in:
7
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
8
Extreme M-quantiles as risk measures : from L1 to Lp optimization
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2017
Persistent link: https://www.econbiz.de/10012266461
Saved in:
9
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
10
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
Saved in:
11
Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
Jewson, Stephen
;
Brix, Anders
-
2005
Persistent link: https://www.econbiz.de/10002151546
Saved in:
12
Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations
Jewson, Stephen
;
Brix, Anders
-
2005
Persistent link: https://www.econbiz.de/10004832423
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->