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Burr regression and portfolio segmentation
Beirlant, Jan; Goegebeur, Yuri; Verlaak, Robert; … - In: Insurance / Mathematics & economics 23 (1998) 3, pp. 231-250
Persistent link: https://www.econbiz.de/10006916227
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A local-influence-based diagnostic approach to a speeded item response theory model
Goegebeur, Yuri; Deboeck, Paul; Molenberghs, Geert; … - In: Journal of the Royal Statistical Society / C 55 (2006) 5, pp. 647-676
Persistent link: https://www.econbiz.de/10008222330
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Estimating catastrophic quantile levels for heavy-tailed distributions
Matthys, Gunther; Delafosse, Emmanuel; Guillou, Armelle; … - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 517-538
Persistent link: https://www.econbiz.de/10006881925
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Pareto Index Estimation Under Moderate Right Censoring
Beirlant, Jan; Guillou, Armelle - In: Scandinavian actuarial journal : Actuarial Society of … (2001) 2, pp. 111-125
Persistent link: https://www.econbiz.de/10005947401
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Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 550-559
Persistent link: https://www.econbiz.de/10010119403
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Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 388-404
Persistent link: https://www.econbiz.de/10010175073