Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
A strong invariance theorem for the tail empirical process | 1988 | |||
On some simple estimates of an exponent of regular variation | 1982 | |||
Weak Convergence of the Hill Estimator Process in Extreme Value Theory and Applications. | 1994 | |||
Thesis. | 1991 | |||
CWI Tract 40 | 1987 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
A modeler’s guide to extreme value software | Extremes |
| 2 | 2023 |
Cyber loss model risk translates to premium mispricing and risk sensitivity | The Geneva Papers on Risk and Insurance - Issues and Practice |
| 1 | 2023 |
A new tool to derive simultaneously exponent and extremes of power-law distributions | Monthly Notices of the Royal Astronomical Society |
| 2023 | |
Extreme Value Statistics for Evolving Random Networks | Mathematics |
| 2023 | |
A refined Weissman estimator for extreme quantiles | Extremes |
| 4 | 2022 |