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 1 1 1
An expectile computation cookbook 0 0 2 4 1 3 5 10
An expectile computation cookbook 0 0 0 0 0 0 0 1
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling 0 0 0 0 1 2 5 7
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks 0 1 1 2 2 6 9 10
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles 0 0 0 35 2 3 7 35
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction 0 0 0 5 0 2 5 14
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 0 1 1 2 9
Estimating the conditional extreme-value index under random right-censoring 0 0 0 0 1 3 3 15
Estimation of Tail Risk based on Extreme Expectiles 0 0 1 46 2 10 22 150
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 0 0 1 2 4
ExpectHill estimation, extreme risk and heavy tails 0 0 0 30 1 4 5 40
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models 0 0 0 28 0 1 1 33
Extreme M-quantiles as risk measures: From L1 to Lp optimization 0 0 1 70 0 2 6 93
Extreme expectile estimation for short-tailed data 0 0 0 0 0 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 4 5 9 11
Extremile Regression 0 0 0 1 0 1 4 6
Extremile Regression 0 0 0 1 0 1 4 5
Extremile Regression 0 0 0 34 3 5 5 66
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 4 5 11 40
Inference for extremal regression with dependent heavy-tailed data 0 0 0 0 1 5 7 8
Inference for extremal regression with dependent heavy-tailed data 0 0 1 25 1 2 5 25
On the weak convergence of kernel density estimators in Lp spaces 0 0 0 0 0 1 1 17
On the weak convergence of the kernel density estimator in the uniform topology 0 0 0 0 1 1 2 14
Optimal weighted pooling for inference about the tail index and extreme quantiles 0 0 0 17 3 3 5 19
Risk measures beyond quantiles 0 1 9 9 2 3 10 10
Tail expectile process and risk assessment 0 1 1 37 2 7 15 82
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model 0 0 5 5 3 5 21 21
Transformations to symmetry based on the probability weighted characteristic function 0 0 0 0 0 1 1 13
Total Working Papers 0 3 21 395 35 85 174 800
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 1 1 2 18 2 4 7 50
An offspring of multivariate extreme value theory: The max-characteristic function 0 0 0 3 0 1 2 16
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 0 0 0 1 1 3 5 8
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 0 0 2 4 0 0 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 0 1 2 25
Estimating an endpoint with high-order moments 0 0 0 1 1 2 3 21
Estimating extreme quantiles under random truncation 0 0 0 12 2 2 2 35
Estimating the conditional extreme-value index under random right-censoring 0 0 0 3 1 4 4 30
Estimation of tail risk based on extreme expectiles 0 0 0 17 1 1 2 73
ExpectHill estimation, extreme risk and heavy tails 0 0 1 4 2 6 14 28
Extreme expectile estimation for short-tailed data 0 0 0 1 0 2 3 6
Extremile Regression 0 0 0 2 0 0 0 7
Extremiles: A New Perspective on Asymmetric Least Squares 0 0 0 8 1 1 4 32
Frontier estimation with kernel regression on high order moments 0 0 0 3 5 7 7 26
Functional estimation of extreme conditional expectiles 0 0 0 1 0 4 9 16
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 1 2 1 2 7 12
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions 0 0 1 5 1 1 3 16
Nonparametric extreme conditional expectile estimation 0 0 0 3 1 4 5 18
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 0 2 4 7 2 5 7 16
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections 0 0 0 1 1 2 4 13
Total Journal Articles 1 3 11 105 22 52 94 481

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Statistics updated 2026-01-09