papers
Publications (10)
stat.ME2017
Fitting tails affected by truncation
Jan Beirlant, Isabel Fraga Alves, Tom Reynkens
math.ST2009
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
Jan Beirlant, Elisabeth Joossens, Johan Segers
stat.ME2018
Bias Reduced Peaks over Threshold Tail Estimation
Jan Beirlant, Gaonyalelwe Maribe, Philippe Naveau +1
stat.ME2017
Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications
Jan Beirlant, Gaonyalelwe Maribe, Andrehette Verster
math.ST2016
Reducing MSE in estimation of heavy tails: a Bayesian approach
Gaonyalelwe Maribe, Andréhette Verster, Jan Beirlant
math.ST2018
Estimation of the extreme value index in a censorship framework: asymptotic and finite sample behaviour
Jan Beirlant, Julien Worms, Rym Worms
stat.ME2017
Modelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions
Tom Reynkens, Roel Verbelen, Jan Beirlant +1
math.ST2015
Tail fitting for truncated and non-truncated Pareto-type distributions
Jan Beirlant, Isabel Fraga Alves, Ivette Gomes
math.ST2014
Extreme value statistics for truncated Pareto-type distributions
Jan Beirlant, Isabel Fraga Alves, Ivette Gomes +1
stat.AP2017
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case
Jan Beirlant, Andrzej Kijko, Tom Reynkens +1