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 1 2 4 4
An expectile computation cookbook 0 0 2 4 0 1 8 13
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling 0 0 0 0 0 3 11 16
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks 0 0 1 2 2 3 17 20
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles 0 0 0 35 0 2 10 40
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction 0 0 0 5 0 4 10 22
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 0 0 3 5 13
Estimating the conditional extreme-value index under random right-censoring 0 0 0 0 0 0 7 19
Estimation of Tail Risk based on Extreme Expectiles 0 1 2 47 1 6 36 164
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 0 0 1 4 7
ExpectHill estimation, extreme risk and heavy tails 0 0 0 30 0 6 16 52
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models 0 0 0 28 1 5 10 42
Extreme M-quantiles as risk measures: From L1 to Lp optimization 0 0 1 70 2 2 12 101
Extreme expectile estimation for short-tailed data 0 0 0 0 0 4 8 9
Extreme expectile estimation for short-tailed data, with an application to market risk assessment 0 0 2 21 0 2 6 12
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions 0 0 0 2 0 5 17 21
Extremile Regression 0 0 0 34 0 4 14 75
Extremile Regression 0 0 0 1 0 1 7 9
Extremile Regression 0 0 0 1 1 7 10 14
Extremile regression 0 0 0 0 0 7 9 42
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 25 0 29 37 69
Inference for extremal regression with dependent heavy-tailed data 0 0 0 25 1 3 10 32
On the weak convergence of kernel density estimators in Lp spaces 0 0 0 0 0 2 6 22
On the weak convergence of the kernel density estimator in the uniform topology 0 0 0 0 1 2 5 17
Optimal weighted pooling for inference about the tail index and extreme quantiles 0 0 0 17 0 1 9 23
Risk measures beyond quantiles 0 0 2 9 1 5 14 19
Tail expectile process and risk assessment 0 0 1 37 0 0 16 86
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model 0 0 1 5 1 2 17 27
Transformations to symmetry based on the probability weighted characteristic function 0 0 0 0 0 0 1 13
Total Working Papers 0 1 12 398 12 112 336 1,003
5 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 18 0 7 16 60
An offspring of multivariate extreme value theory: The max-characteristic function 0 0 0 3 1 5 9 24
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 0 0 0 1 1 1 7 10
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 0 0 1 4 1 6 11 21
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 4 0 0 1 14
Estimating an endpoint with high order moments in the Weibull domain of attraction 0 0 0 5 0 1 5 29
Estimating an endpoint with high-order moments 0 0 0 1 0 3 9 27
Estimating extreme quantiles under random truncation 0 1 1 13 1 4 12 45
Estimating the conditional extreme-value index under random right-censoring 0 0 0 3 0 1 8 34
Estimation of tail risk based on extreme expectiles 0 0 0 17 1 1 10 82
ExpectHill estimation, extreme risk and heavy tails 0 0 0 4 1 5 20 35
Extreme expectile estimation for short-tailed data 0 0 0 1 0 3 11 14
Extremile Regression 0 0 0 2 1 3 6 13
Extremiles: A New Perspective on Asymmetric Least Squares 0 0 1 9 0 2 6 36
Frontier estimation with kernel regression on high order moments 0 0 0 3 0 2 12 31
Functional estimation of extreme conditional expectiles 0 0 0 1 1 1 15 23
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 2 1 20 24 33
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions 0 0 0 5 0 5 10 24
Nonparametric extreme conditional expectile estimation 0 0 0 3 0 2 9 22
On a class of norms generated by nonnegative integrable distributions 0 0 0 0 2 5 8 16
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series 0 0 3 7 0 3 16 26
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections 0 0 0 1 0 2 7 17
Total Journal Articles 0 1 7 107 11 82 232 636

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Statistics updated 2026-06-04