Access Statistics for Gilles STUPFLER

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
Abdelaati Daouia and Gilles Stupfler’s contribution to the Discussion of the ‘Discussion Meeting on the Analysis of citizen science data’ 0 0 0 0 0 0 0 0
An expectile computation cookbook 0 0 0 0 0 0 0 1
An expectile computation cookbook 0 2 2 4 0 2 2 7
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling 0 0 0 0 0 0 4 5
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks 0 0 1 1 2 3 6 6
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles 0 0 0 35 0 1 4 32
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction 0 0 0 5 1 1 4 13
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 0 0 0 1 8
Estimating the conditional extreme-value index under random right-censoring 0 0 0 0 0 0 0 12
Estimation of Tail Risk based on Extreme Expectiles 0 1 1 46 6 16 18 146
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 0 0 0 1 3
ExpectHill estimation, extreme risk and heavy tails 0 0 0 30 2 2 3 38
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models 0 0 0 28 0 0 0 32
Extreme M-quantiles as risk measures: From L1 to Lp optimization 0 1 1 70 1 3 5 92
Extreme expectile estimation for short-tailed data 0 0 0 0 1 1 1 2
Extreme expectile estimation for short-tailed data, with an application to market risk assessment 0 0 0 19 0 0 0 6
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions 0 0 0 2 0 1 4 6
Extremile Regression 0 0 0 1 1 1 4 6
Extremile Regression 0 0 1 1 1 2 5 5
Extremile Regression 0 0 0 34 0 0 0 61
Extremile regression 0 0 0 0 0 0 0 33
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 25 0 2 6 35
Inference for extremal regression with dependent heavy-tailed data 0 0 0 0 2 3 4 5
Inference for extremal regression with dependent heavy-tailed data 0 0 1 25 1 2 4 24
On the weak convergence of kernel density estimators in Lp spaces 0 0 0 0 0 0 0 16
On the weak convergence of the kernel density estimator in the uniform topology 0 0 0 0 0 1 2 13
Optimal weighted pooling for inference about the tail index and extreme quantiles 0 0 0 17 0 1 2 16
Risk measures beyond quantiles 1 2 9 9 1 3 8 8
Tail expectile process and risk assessment 1 1 1 37 2 5 10 77
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model 0 0 5 5 1 3 17 17
Transformations to symmetry based on the probability weighted characteristic function 0 0 0 0 0 0 0 12
Total Working Papers 2 7 22 394 22 53 115 737
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING 0 0 1 17 2 3 5 48
An offspring of multivariate extreme value theory: The max-characteristic function 0 0 0 3 0 0 2 15
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 0 0 0 1 1 3 3 6
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 0 0 2 4 0 1 3 12
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 4 0 0 1 13
Estimating an endpoint with high order moments in the Weibull domain of attraction 0 0 0 5 1 1 4 25
Estimating an endpoint with high-order moments 0 0 0 1 1 1 3 20
Estimating extreme quantiles under random truncation 0 0 0 12 0 0 0 33
Estimating the conditional extreme-value index under random right-censoring 0 0 0 3 1 1 1 27
Estimation of tail risk based on extreme expectiles 0 0 0 17 0 0 2 72
ExpectHill estimation, extreme risk and heavy tails 0 0 1 4 3 9 11 25
Extreme expectile estimation for short-tailed data 0 0 0 1 1 2 2 5
Extremile Regression 0 0 0 2 0 0 1 7
Extremiles: A New Perspective on Asymmetric Least Squares 0 0 0 8 0 1 3 31
Frontier estimation with kernel regression on high order moments 0 0 0 3 1 1 1 20
Functional estimation of extreme conditional expectiles 0 0 0 1 2 6 7 14
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 1 2 0 1 5 10
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions 0 0 1 5 0 0 2 15
Nonparametric extreme conditional expectile estimation 0 0 0 3 2 3 3 16
On a class of norms generated by nonnegative integrable distributions 0 0 0 0 0 0 0 8
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series 2 2 4 7 2 2 6 13
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections 0 0 0 1 0 0 2 11
Total Journal Articles 2 2 10 104 17 35 67 446

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08