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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
11 - 20 of 42
- Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications(2018)
Authors: Jan Beirlant
Pages: 114 - 122 - 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 - Reinsurance: Optimal Combinations of Reinsurance Protections and Benchmarking of Excess of Loss Rates(2017)
Authors: Robert Verlaak, Jan Beirlant, Jan Dhaene
Number of pages: 124 - 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 - Mean-of-order p reduced-bias extreme value index estimation under a third order framework(2016)
Authors: Jan Beirlant
Pages: 561 - 589 - Tail fitting for truncated and non-truncated Pareto-type distributions(2016)
Authors: Jan Beirlant
Pages: 429 - 462 - Estimation of the Extreme Value Index(2016)
Authors: Jan Beirlant, Jef Teugels
Pages: 97 - 115 - Bias-corrected estimation of stable tail dependence functions(2016)
Authors: Jan Beirlant
Pages: 443 - 466 - Bias reduced tail estimation for censored Pareto type distributions(2016)
Authors: Jan Beirlant, Anastasios Bardoutsos, Irène Gijbels
Pages: 78 - 88