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 2 2 2 3
An expectile computation cookbook 0 0 2 4 1 3 7 12
Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling 0 0 0 0 0 7 10 13
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks 0 0 1 2 0 9 14 17
Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles 0 0 0 35 0 5 10 38
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction 0 0 0 5 0 4 6 18
Erratum to: Estimating extreme quantiles under random truncation 0 0 0 0 0 2 2 10
Estimating the conditional extreme-value index under random right-censoring 0 0 0 0 2 5 7 19
Estimation of Tail Risk based on Extreme Expectiles 0 0 1 46 5 10 30 158
Estimation of the parameters of a Markov-modulated loss process in insurance 0 0 0 0 0 2 4 6
ExpectHill estimation, extreme risk and heavy tails 0 0 0 30 1 7 11 46
Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models 0 0 0 28 1 4 5 37
Extreme M-quantiles as risk measures: From L1 to Lp optimization 0 0 1 70 3 6 12 99
Extreme expectile estimation for short-tailed data 0 0 0 0 0 3 4 5
Extreme expectile estimation for short-tailed data, with an application to market risk assessment 1 2 2 21 1 4 4 10
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions 0 0 0 2 3 9 12 16
Extremile Regression 0 0 0 1 0 3 7 8
Extremile Regression 0 0 0 34 0 8 10 71
Extremile Regression 0 0 0 1 0 1 4 7
Extremile regression 0 0 0 0 0 2 2 35
GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 0 25 0 4 10 40
Inference for extremal regression with dependent heavy-tailed data 0 0 0 25 3 5 7 29
Inference for extremal regression with dependent heavy-tailed data 0 0 0 0 1 4 10 11
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 0 2 3 15
Optimal weighted pooling for inference about the tail index and extreme quantiles 0 0 0 17 0 6 8 22
Risk measures beyond quantiles 0 0 9 9 1 6 14 14
Tail expectile process and risk assessment 0 0 1 37 2 6 18 86
Tail expectile-VaR estimation in the semiparametric Generalized Pareto model 0 0 1 5 1 7 16 25
Transformations to symmetry based on the probability weighted characteristic function 0 0 0 0 0 0 1 13
Total Working Papers 1 2 18 397 27 140 256 905
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 1 2 18 0 5 10 53
An offspring of multivariate extreme value theory: The max-characteristic function 0 0 0 3 2 3 4 19
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks 0 0 0 1 0 2 6 9
Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization 0 0 2 4 1 3 6 15
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 0 3 4 28
Estimating an endpoint with high-order moments 0 0 0 1 0 4 6 24
Estimating extreme quantiles under random truncation 0 0 0 12 1 8 8 41
Estimating the conditional extreme-value index under random right-censoring 0 0 0 3 1 4 7 33
Estimation of tail risk based on extreme expectiles 0 0 0 17 4 9 10 81
ExpectHill estimation, extreme risk and heavy tails 0 0 1 4 0 4 16 30
Extreme expectile estimation for short-tailed data 0 0 0 1 0 5 8 11
Extremile Regression 0 0 0 2 0 3 3 10
Extremiles: A New Perspective on Asymmetric Least Squares 0 1 1 9 0 3 5 34
Frontier estimation with kernel regression on high order moments 0 0 0 3 1 8 10 29
Functional estimation of extreme conditional expectiles 0 0 0 1 1 6 14 22
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series 0 0 1 2 0 2 6 13
Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions 0 0 1 5 0 4 6 19
Nonparametric extreme conditional expectile estimation 0 0 0 3 1 3 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 1 9 14 23
The Min-characteristic Function: Characterizing Distributions by Their Min-linear Projections 0 0 0 1 1 3 6 15
Total Journal Articles 0 2 12 106 14 95 160 554

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Statistics updated 2026-03-04