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Researcher
Jan Beirlant
- Disciplines:Applied mathematics in specific fields, Statistics and numerical methods, Computer architecture and networks, Distributed computing, Information sciences, Information systems, Programming languages, Scientific computing, Theoretical computer science, Visual computing, Other information and computing sciences
Affiliations
- Statistics and Risk (Division)
Member
From1 Oct 1999 → Today
Projects
1 - 5 of 5
- HSTRT/14/001 - Extreme value methods for the insurance and the financial sector.From1 Oct 2014 → 30 Sep 2018Funding: BOF - Concerted Research Project from 1994
- Extreme Value Theory in Finance and InsuranceFrom1 Oct 2013 → 15 Jun 2017Funding: Own budget, for example: patrimony, inscription fees, gifts
- Reinsurance: Optimal Combinations of Reinsurance Protections and Benchmarking of Excess of Loss RatesFrom20 May 2013 → 21 Jun 2017Funding: Own budget, for example: patrimony, inscription fees, gifts
- Econometric models for insurance applications: essays on Bayesian mortality models, heavy tails and extreme value statistics with censored data.From1 Oct 2012 → 13 May 2016Funding: Own budget, for example: patrimony, inscription fees, gifts
- Single cell analysis of stochastic gene expression in persisters.From1 May 2008 → 30 Apr 2012Funding: BOF - Concerted Research Project from 1994
Publications
1 - 10 of 42
- Bias Reduced Peaks over Threshold Tail Estimation(2022)
Authors: Jan Beirlant
Pages: 277 - 304 - A new class of copula regression models for modelling multivariate heavy-tailed data(2022)
Authors: Jan Beirlant
Pages: 243 - 261 - TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS(2021)
Authors: Jan Beirlant
Pages: 509 - 538 - GENERALIZING THE LOG-MOYAL DISTRIBUTION AND REGRESSION MODELS FOR HEAVY-TAILED LOSS DATA(2021)
Authors: Jan Beirlant
Pages: 57 - 99 - Threshold selection and trimming in extremes(2020)
Authors: Martin Bladt, Hansjoerg Albrecher, Jan Beirlant
Pages: 629 - 665 - Combined tail estimation using censored data and expert information(2019)
Authors: Jan Beirlant
Pages: 503 - 525 - Estimation of the extreme value index in a censorship framework: Asymptotic and finite sample behavior(2019)
Authors: Jan Beirlant
Pages: 31 - 56 - Ridge regression estimators for the extreme value index(2019)
Authors: Jan Beirlant
Pages: 271 - 292 - USING SHRINKAGE ESTIMATORS TO REDUCE BIAS AND MSE IN ESTIMATION OF HEAVY TAILS(2019)
Authors: Jan Beirlant
Pages: 91 - 108 - Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case(2018)
Authors: Jan Beirlant, Tom Reynkens
Pages: 1 - 23