Conditional tail moment and reinsurance premium estimation under random right censoring

Extreme-value based estimation of the conditional tail moment with application to reinsurance rating

(2022) Yuri Goegebeur et al.   INSURANCE MATHEMATICS & ECONOMICS

Estimation of the extreme value index in a censorship framework: Asymptotic and finite sample behavior

(2019) Jan Beirlant et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Combined tail estimation using censored data and expert information

(2019) Martin Bladt et al.   Scandinavian Actuarial Journal

Penalized bias reduction in extreme value estimation for censored Pareto-type data, and long-tailed insurance applications

(2018) J. Beirlant et al.   INSURANCE MATHEMATICS & ECONOMICS

Extreme value statistics for censored data with heavy tails under competing risks

(2018) Julien Worms et al.   METRIKA

On the study of extremes with dependent random right-censoring

(2018) Gilles Stupfler   Extremes

A Lynden-Bell integral estimator for extremes of randomly truncated data

(2016) J. Worms et al.   STATISTICS & PROBABILITY LETTERS

Bias reduced tail estimation for censored Pareto type distributions

(2016) J. Beirlant et al.   STATISTICS & PROBABILITY LETTERS

Robust and bias-corrected estimation of the coefficient of tail dependence

(2014) Christophe Dutang et al.   INSURANCE MATHEMATICS & ECONOMICS

New estimators of the extreme value index under random right censoring, for heavy-tailed distributions

(2014) Julien Worms et al.   Extremes

Second-order refined peaks-over-threshold modelling for heavy-tailed distributions

(2009) Jan Beirlant et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Statistics of extremes under random censoring

(2008) John H.J. Einmahl et al.   BERNOULLI