Jan Beirlant

Catholic University of Leuven (KUL)

W. de Croylaan 54

Leuven, B-3001

Belgium

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

1.

Mandelbrot's Extremism

CentER Discussion Paper Series No. 2004-125
Number of pages: 13 Posted: 05 Jan 2005
Jan Beirlant, Wim Schoutens and Johan Segers
Catholic University of Leuven (KUL), KU Leuven - Department of Mathematics and Catholic University of Louvain (UCL)
Downloads 337 (87,179)

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exceedances, extreme value theory, heavy tails, maxima

2.

Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution

CentER Discussion Paper No. 2005-112
Number of pages: 17 Posted: 14 Nov 2005
Jan Beirlant, Elisabeth Joossens and Johan Segers
Catholic University of Leuven (KUL), Joint Research Centre and Catholic University of Louvain (UCL)
Downloads 198 (150,617)

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bias reduction, exchange rate, heavy tails, peaks-over-threshold, regular variation, tail index

3.

Confidence Bounds for Discounted Loss Reserves

Insurance: Mathematics and Economics, Vol. 33, No. 2, pp. 297-316, 2003
Number of pages: 25 Posted: 01 Mar 2006
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Leuven (KUL), Catholic University of Leuven (KUL) - Department of Economics and Katholieke Universiteit Leuven
Downloads 56 (362,594)

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IBNR, confidence bound, comonotonicity, simulation

4.

Asymptotics for the Hirsch Index

CentER Discussion Paper Series No. 2007-86
Number of pages: 12 Posted: 04 Nov 2007
Jan Beirlant and John H. J. Einmahl
Catholic University of Leuven (KUL) and Tilburg University - Department of Econometrics & Operations Research
Downloads 55 (365,740)

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asymptotic normality; confidence interval; extreme value theory; research output; scientometrics; tail empirical process.

5.

Nonparametric Estimation of Conditional Quantiles

Number of pages: 19 Posted: 16 Dec 2005
Alexander Kukush, Jan Beirlant and Yuri Goegebeur
Catholic University of Leuven (KUL), Catholic University of Leuven (KUL) and Catholic University of Leuven (KUL)
Downloads 55 (365,740)

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Local polynomial estimation, Quantile regression, Consistency, Asymptotic normality.

6.

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 27 (473,920)

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

7.

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 7 (589,654)

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anthropogenic seismicity, endpoint estimation, extreme value

8.

Issues in Claims Reserving and Credibility: A Semiparametric Approach with Mixed Models

Journal of Risk & Insurance, Vol. 75, Issue 3, pp. 643-676, September 2008
Number of pages: 34 Posted: 05 Aug 2008
Katrien Antonio and Jan Beirlant
KU LeuvenUniversity of Amsterdam and Catholic University of Leuven (KUL)
Downloads 3 (616,980)
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