Access Statistics for Julien Hambuckers

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 4 46 0 2 20 41
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 1 9 42 0 2 27 64
LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape 1 4 14 98 5 13 55 195
Total Working Papers 1 5 27 186 5 17 102 300


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models 0 0 0 1 1 1 3 10
A robust statistical approach to select adequate error distributions for financial returns 0 0 0 0 0 0 1 4
Estimating the Out‐of‐Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach 0 0 0 4 0 0 1 16
LASSO-type penalization in the framework of generalized additive models for location, scale and shape 0 1 6 8 0 2 15 21
Understanding the economic determinants of the severity of operational losses: A regularized generalized Pareto regression approach 0 0 2 6 0 4 19 44
Total Journal Articles 0 1 8 19 1 7 39 95


Statistics updated 2021-01-03