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Researcher
Tom Reynkens
- Disciplines:Applied economics
Affiliations
- Insurance Research Group (Research group)
Member
From1 Oct 2017 → Today - Statistics and Risk (Division)
Member
From1 Oct 2013 → 30 Sep 2017
Projects
1 - 1 of 1
- Extreme Value Theory in Finance and InsuranceFrom1 Oct 2013 → 15 Jun 2017Funding: Own budget, for example: patrimony, inscription fees, gifts
Publications
1 - 10 of 10
- Social network analytics for supervised fraud detection in insurance(2022)
Authors: Katrien Antonio, Bart Baesens, Tom Reynkens
Pages: 1872 - 1890 - Sparse regression with Multi-type Regularized Feature modeling(2021)
Authors: Sander Devriendt, Katrien Antonio, Tom Reynkens, Roel Verbelen
Pages: 248 - 261 - Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case(2018)
Authors: Jan Beirlant, Tom Reynkens
Pages: 1 - 23 - Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions(2017)
Authors: Tom Reynkens, Roel Verbelen, Jan Beirlant, Katrien Antonio
Pages: 65 - 77 - Extreme Value Theory in Finance and Insurance(2017)
Authors: Tom Reynkens, Jan Beirlant, Wim Schoutens, Tim Verdonck
- Fitting tails affected by truncation(2017)
Authors: Jan Beirlant, Tom Reynkens
Pages: 2026 - 2065 - Sparse PCA for high-dimensional data with outliers(2016)
Authors: Mia Hubert, Tom Reynkens, Tim Verdonck
Pages: 424 - 434 - Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis(2016)
Authors: Jan Beirlant, Wim Schoutens, Jan De Spiegeleer, Tom Reynkens, Klaus Herrmann
Pages: 147 - 166 - Sparse PCA for high-dimensional data with outliers(2016)
Authors: Mia Hubert, Tom Reynkens, Eric Schmitt, Tim Verdonck
Pages: 424 - 434 - Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis(2016)
Authors: Jan Beirlant, Wim Schoutens, Jan De Spiegeleer, Tom Reynkens, Klaus Herrmann, J Kallsen, A Papapantoleon
Pages: 147 - 166