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 2 2
An expectile computation cookbook 0 0 0 0 0 2 2 3
An expectile computation cookbook 0 0 2 4 1 3 8 13
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling 0 0 0 0 0 6 9 13
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks 0 0 1 2 1 8 15 18
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles 0 0 0 35 1 4 9 39
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction 0 0 0 5 1 5 7 19
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 0 0 1 2 10
Estimating the conditional extreme-value index under random right-censoring 0 0 0 0 0 4 7 19
Estimation of Tail Risk based on Extreme Expectiles 1 1 2 47 4 12 34 162
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 0 0 2 3 6
ExpectHill estimation, extreme risk and heavy tails 0 0 0 30 2 8 13 48
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models 0 0 0 28 2 6 7 39
Extreme M-quantiles as risk measures: From L1 to Lp optimization 0 0 1 70 0 6 11 99
Extreme expectile estimation for short-tailed data 0 0 0 0 1 4 5 6
Extreme expectile estimation for short-tailed data, with an application to market risk assessment 0 2 2 21 1 5 5 11
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions 0 0 0 2 2 7 14 18
Extremile Regression 0 0 0 1 1 4 8 9
Extremile Regression 0 0 0 34 1 6 11 72
Extremile Regression 0 0 0 1 3 4 7 10
Extremile regression 0 0 0 0 2 4 4 37
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 25 0 0 10 40
Inference for extremal regression with dependent heavy-tailed data 0 0 0 25 2 6 9 31
Inference for extremal regression with dependent heavy-tailed data 0 0 0 0 1 4 11 12
On the weak convergence of kernel density estimators in Lp spaces 0 0 0 0 0 3 4 20
On the weak convergence of the kernel density estimator in the uniform topology 0 0 0 0 1 2 4 16
Optimal weighted pooling for inference about the tail index and extreme quantiles 0 0 0 17 0 3 8 22
Risk measures beyond quantiles 0 0 9 9 2 6 16 16
Tail expectile process and risk assessment 0 0 1 37 0 4 17 86
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model 0 0 1 5 0 4 16 25
Transformations to symmetry based on the probability weighted characteristic function 0 0 0 0 0 0 1 13
Total Working Papers 1 3 19 398 29 134 279 934
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 18 3 6 12 56
An offspring of multivariate extreme value theory: The max-characteristic function 0 0 0 3 2 5 6 21
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 0 0 0 1 0 1 6 9
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 0 0 2 4 2 5 8 17
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 4 0 1 1 14
Estimating an endpoint with high order moments in the Weibull domain of attraction 0 0 0 5 1 4 5 29
Estimating an endpoint with high-order moments 0 0 0 1 0 3 6 24
Estimating extreme quantiles under random truncation 1 1 1 13 1 7 9 42
Estimating the conditional extreme-value index under random right-censoring 0 0 0 3 1 4 8 34
Estimation of tail risk based on extreme expectiles 0 0 0 17 0 8 10 81
ExpectHill estimation, extreme risk and heavy tails 0 0 1 4 0 2 16 30
Extreme expectile estimation for short-tailed data 0 0 0 1 2 7 10 13
Extremile Regression 0 0 0 2 0 3 3 10
Extremiles: A New Perspective on Asymmetric Least Squares 0 1 1 9 1 3 5 35
Frontier estimation with kernel regression on high order moments 0 0 0 3 0 3 10 29
Functional estimation of extreme conditional expectiles 0 0 0 1 0 6 14 22
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 2 0 1 5 13
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions 0 0 1 5 1 4 7 20
Nonparametric extreme conditional expectile estimation 0 0 0 3 0 2 7 20
On a class of norms generated by nonnegative integrable distributions 0 0 0 0 0 3 3 11
Tail Risk Inference via Expectiles in Heavy-Tailed Time Series 0 0 4 7 2 9 16 25
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections 0 0 0 1 0 2 6 15
Total Journal Articles 1 2 11 107 16 89 173 570

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Statistics updated 2026-04-09