Tom Reynkens

KU Leuven - Department of Mathematics

Celestijnenlaan 200 B

Leuven, B-3001

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

42

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Modeling Censored Losses Using Splicing: A Global Fit Strategy with Mixed Erlang and Extreme Value Distributions

Number of pages: 29 Posted: 18 Nov 2016 Last Revised: 17 May 2017
KU Leuven - Department of Mathematics, KU Leuven, Catholic University of Leuven (KUL) and KU LeuvenUniversity of Amsterdam
Downloads 31 (476,925)
Citation 1

Abstract:

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censoring, composite model, expectation-maximization algorithm, risk measurement, tail modeling

2.

Estimating the Maximum Possible Earthquake Magnitude Using Extreme Value Methodology: The Groningen Case

CentER Discussion Paper Series No. 2017-050
Number of pages: 30 Posted: 21 Dec 2017
Catholic University of Leuven (KUL), University of Pretoria, KU Leuven - Department of Mathematics and Tilburg University - Department of Econometrics & Operations Research
Downloads 11 (594,148)

Abstract:

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anthropogenic seismicity, endpoint estimation, extreme value