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
An expectile computation cookbook 0 0 0 2 0 0 1 5
An expectile computation cookbook 0 0 0 0 0 0 1 1
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling 0 0 0 0 0 2 3 3
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks 0 1 1 1 1 3 3 3
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles 0 0 2 35 0 0 6 28
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction 0 0 5 5 1 3 12 12
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 0 1 1 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 0 0 45 0 0 1 128
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 0 0 0 0 2
ExpectHill estimation, extreme risk and heavy tails 0 0 0 30 0 0 1 35
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models 0 0 0 28 0 0 1 32
Extreme M-quantiles as risk measures: From L1 to Lp optimization 0 0 0 69 0 0 0 87
Extreme expectile estimation for short-tailed data 0 0 0 0 0 0 1 1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment 0 0 0 19 0 0 1 6
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions 0 0 0 2 1 2 2 4
Extremile Regression 0 0 1 1 0 1 1 1
Extremile Regression 0 0 1 1 1 1 3 3
Extremile Regression 0 0 2 34 0 0 4 61
Extremile regression 0 0 0 0 0 0 1 33
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 25 1 1 3 30
Inference for extremal regression with dependent heavy-tailed data 0 1 3 25 1 2 5 22
Inference for extremal regression with dependent heavy-tailed data 0 0 0 0 0 0 1 1
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 1 12
Optimal weighted pooling for inference about the tail index and extreme quantiles 0 0 0 17 0 0 2 14
Tail expectile process and risk assessment 0 0 0 36 0 1 4 68
Transformations to symmetry based on the probability weighted characteristic function 0 0 0 0 0 0 0 12
Total Working Papers 0 2 15 375 7 18 59 640
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 0 16 0 0 1 43
An offspring of multivariate extreme value theory: The max-characteristic function 0 0 0 3 0 2 3 15
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 0 0 0 1 0 0 1 3
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 0 0 0 2 0 0 0 9
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 4 1 1 1 13
Estimating an endpoint with high order moments in the Weibull domain of attraction 0 0 1 5 1 2 4 24
Estimating an endpoint with high-order moments 0 0 0 1 0 0 1 18
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 0 0 0 26
Estimation of tail risk based on extreme expectiles 0 0 0 17 0 0 2 71
ExpectHill estimation, extreme risk and heavy tails 0 0 0 3 0 0 2 14
Extreme expectile estimation for short-tailed data 0 0 1 1 0 0 3 3
Extremile Regression 0 0 0 2 0 1 2 7
Extremiles: A New Perspective on Asymmetric Least Squares 0 0 0 8 1 1 5 29
Frontier estimation with kernel regression on high order moments 0 0 0 3 0 0 0 19
Functional estimation of extreme conditional expectiles 0 0 0 1 1 1 1 8
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 1 2 2 3 7
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions 0 0 0 4 0 0 0 13
Nonparametric extreme conditional expectile estimation 0 0 0 3 0 0 1 13
On a class of norms generated by nonnegative integrable distributions 0 0 0 0 0 0 1 8
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series 0 0 1 3 0 1 3 9
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections 0 0 0 1 0 0 0 9
Total Journal Articles 0 0 3 94 6 11 34 394

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Statistics updated 2025-03-03