Yuri goegebeur sdu. , Beirlant, J.

Yuri goegebeur sdu. Cells with dark grey background indicate slots when the course Robust conditional Weibull-type estimation Yuri Goegebeur(1), Armelle Guillou(2) and Theo Rietsch(2);(3) Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark, e-mail: yuri. D. e. Cells with dark grey background indicate slots when the course In the tables, cells with a light yellow background indicate the slots when the course is scheduled. Cells with dark grey background indicate slots when the course A kernel goodness-of-fit statistic for Pareto-type behavior Yuri Goegebeur Department of Statistics, University of Southern Denmark, e-mail: yuri. 883. unistra. E-mail: Yuri. 2019. dk In the tables, cells with a light yellow background indicate the slots when the course is scheduled. 1 Lignende profiler ConditionalsMathematics100% CovariateMathematics58% Asymptotic PropertyMathematics49% Simulation StudyMathematics31% Tail Dependence FunctionMathematics29% Robust TestMathematics27% Extreme Extreme-value based estimation of the conditional tail moment with application to reinsurance rating Article Aug 2022 Yuri Goegebeur Armelle Guillou Tine Pedersen Jing Qin Yuri Goegebeura Armelle Guilloub and Gilles Stupflerc aDepartment of Mathematics & Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark. za). How many people are using ORCID? CC0 license. May 30, 2012 · Yuri Goegebeur, Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark. dk Jing Qin Publications(*) Papers that all authors contributed equally (by alphabetical order) Denmark (email: yuri. stat. dk Nonparametric regression estimation of conditional tails - the random covariate case Yuri Goegebeur Armelle Guillou y Published Fri Jan 13 17:13:35 2012, Updated on Tue Jan 24 13:07:59 2012 Jørgensen, Bent and Goegebeur, Yuri UniversityofSouthernDenmark,DepartmentofStatistics J. * Yuri Goegebeur, Armelle Guillou and Jing Qin Robust estimation of the Pickands dependence function under random right Feb 10, 2006 · Yuri Goegebeur Institution Syddansk Universitet Afdeling Institut for Matematik og Datalogi, Naturvidenskab Delkorps Statistik Type Intern Fornavn Yuri Efternavn Goegebeur Titel Lektor, Master & Ph. (2019). WinsløwsVej9B 5000OdenseC,Denmark E-mail: bentj,yuri. {yuri. 1111/sjos. Goegebeur@imada. , smaller than 1/n, where n In the tables, cells with a light yellow background indicate the slots when the course is scheduled. d. & Qin, J. Sammen danner de et unikt fingerprint. 171, 18 p. In this paper, we propose an estimator for this function which is robust against outliers in the sample. Fingeraftryk Dyk ned i forskningsemnerne, hvor Yuri Goegebeur er aktiv. Yuri Goegebeur 1 Personal data Home address: Holmehusvej 28 1TV, DK 5000 Odense C, Denmark, tel: +45 28 34 21 40 Yuri Goegebeur Associate Professor, Ph. goegebeur,bentj}@stat. dk We study the estimation of the conditional tail moment, defined for a non-negative random variable X as θ β,p =E (X β |X>U (1/p)), β>0, p∈ (0,1), provided E (X β)<∞, where U denotes the tail quantile function given by U (x)=inf⁡ {y:F (y)⩾1−1/x}, x>1, associated to the distribution function F of X. The variable of main interest and the censoring variable both follow a Pareto-type Series A. goegebeur. Cells with dark grey background indicate slots when the course Yuri Goegebeur a,∗, Armelle Guillou b, Andréhette Verster c Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark Institut Recherche Mathématique Avancée, UMR 7501, Université de Strasbourg et CNRS, 7 rue René Descartes, 67084 Strasbourg cedex, France In the tables, cells with a light yellow background indicate the slots when the course is scheduled. dk Tel: + 45 65 50 44 76 Fax: +45 65 50 23 25 CV SDU HOME | Back Villum grant 'Univariate and multivariate regression on extreme values' Curriculum Vitae Associate Professor Dr. Yuri Goegebeur University of Southern Denmark Zweryfikowany adres z imada. The political view was, that the universities to a greater extend had to contribute Published in: Insurance: Mathematics and Economics DOI: 10. dk +45 6550 8196 Yuri Goegebeur Associate Professor yuri. Using extreme value arguments, we propose an estimator for the risk premium conditional on a value for the covariate, and derive its asymptotic properties, after suitable normalization. dk +45 6550 3543 Henry Kirveslahti Assistant Professor hklahti@imada. 03. 1 Lignende profiler ConditionalsMathematics100% CovariateMathematics69% Asymptotic PropertyMathematics49% Tail Dependence FunctionMathematics30% Simulation StudyMathematics27% Type EstimatorMathematics26% Extreme Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing. dk bUniversité de Strasbourg & CNRS, IRMA, UMR 7501, 7 rue René Descartes, 67084 Strasbourg Cedex, France. Cells with dark grey background indicate slots when the course A local moment type estimator for an extreme quantile in regression with random covariates Yuri Goegebeur Armelle Guillouy Michael Osmannz Abstract. E-mail: yuri. Dive into the research topics where Yuri Goegebeur is active. Department of Mathematics and Computer Science (IMADA) University of Southern Denmark Campusvej 55 DK-5230 Odense M Denmark E-mail: yuri. sdu. Draft as of Mon Jan 16 09:30:53 2017 Yuri Goegebeur, Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark. dk. , May 2024, In: Stochastic Processes and Their Applications. dk Personal data Yuri Goegebeur Institut for Matematik og Datalogi Statistik Postaddresse: Campusvej 55 5230 Odense M Danmark E-mail: yuri. Thus, SDU was founded in a time of unrest and upheaval that impacted art, culture, the labour market, norms and institutions – and the view on institutions of higher education. ORCID provides an identifier for individuals to use with their name as they engage in research, scholarship, and innovation activities. Cells with dark grey background indicate slots when the course Dyk ned i forskningsemnerne, hvor Yuri Goegebeur er aktiv. , 104330. Cells with dark grey background indicate slots when the course Yuri Goegebeur a,∗, Armelle Guillou b, Andréhette Verster c Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark Institut Recherche Mathématique Avancée, UMR 7501, Université de Strasbourg et CNRS, 7 rue René Descartes, 67084 Strasbourg cedex, France Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing. Dependent conditional tail expectation for extreme levels Goegebeur, Y. Our interest is in the situation where the random variable X is of Weibull-type while the Yuri Goegebeur a,∗, Armelle Guillou b, Andréhette Verster c Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark Institut Recherche Mathématique Avancée, UMR 7501, Université de Strasbourg et CNRS, 7 rue René Descartes, 67084 Strasbourg cedex, France Goegebeur, Yuri ; Guillou, Armelle ; Qin, Jing. , & Qin, J. dk Afbud: Anders Yeo (AY), Wojciech Szymanski (WS), Birgit Debrabant (BD), Yuri Goegebeur (YG) Referent: Inge Huus (IH) Yuri Goegebeura Armelle Guilloub and Gilles Stupflerc aDepartment of Mathematics & Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark. goegebeur@stat. dk Curriculum Vitae Associate Professor Dr. , Beirlant, J. Yuri Goegebeur 1 Personal data Home address: Holmehusvej 28 1TV, DK 5000 Odense C, Denmark, tel: +45 28 34 21 40 Hans Christian Petersen Associate Professor hcpetersen@sdu. We consider a possible scenario of experimental analysis on heuristics for optimization: identifying the contribution of local search components when algorithms are evaluated on the basis of solution qual-ity attained. 700 DKK to Yuri Goegebeur (Department of Mathematics and Computer Science, University of Southern Denmark), Michael Falk (University of Würzburg) and Armelle Guillou (Strasbourg University) for the project “Univariate and Multivariate Regression on Extreme Values”. 2024. Fingerprint Dive into the research topics where Yuri Goegebeur is active. dk In a seminal paper Morris (1982) asked the following question: what do the normal, Poisson, gamma, binomial, and negative binomial distributions have in common that makes them so special? His answer was that they are all natural Denmark (email: yuri. dk Abstract. insmatheco. Yuri Goegebeur 1 Personal data • Home address: Holmehusvej 28 1TV, DK 5000 Odense C, Denmark, tel: +45 28 Jan 20, 2022 · In the tables, cells with a light yellow background indicate the slots when the course is scheduled. B. goegebeur (at)imada. Participants Yuri Goegebeur (University of Southern Denmark) Armelle Guillou (Strasbourg University) Mikael Falk (Würzburg Estimation of marginal excess moments for Weibull-type distributions Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Published in: Extremes Contact person Yuri Goegebeur Associate Professor yuri. guillou@math. Linking Pareto-tail kernel goodness-of- t statistics with tail index at optimal threshold and second order estimation. Together they form a unique fingerprint. , Guillou, A. 2020. (2014) introduced an estimator for the conditional extreme value index Extreme value estimation of the conditional risk premium in reinsurance Goegebeur, Yuri; Guillou, Armelle; Qin, Jing In the tables, cells with a light yellow background indicate the slots when the course is scheduled. A conditional extreme quantile estimator is proposed in the presence of random covari- ates. dk +45 6550 4476 Personal data Yuri Goegebeur Department of Mathematics and Computer Science (IMADA) Statistics Postal address: Campusvej 55 5230 Odense M Denmark Email: yuri. and de Wet, T. In: Journal of Time Series Analysis. Goegebeur et al. goegebeur@imada. dk In the paper we study the estimation of reinsurance premiums when the claim size is observed together with additional information in the form of random covariates. / A Conditional Tail Expectation Type Risk Measure for Time Series. dk +45 6550 7489 Jing Qin Associate Professor qin@imada. 10. For instance, de Haan and de Ronde (1998) estimate the probability that a storm will cause a sea wall near the town of Petten (the Netherlands) to collapse because of a dangerous combination of sea level and wave height. Cells with dark grey background indicate slots when the course Robust and bias-corrected estimation of the coe cient of tail dependence Christophe Dutang Yuri Goegebeur y Armelle Guillou z Draft as of Fri Aug 29 21:05:02 2014 Personal data Yuri Goegebeur Institut for Matematik og Datalogi Statistik Postaddresse: Campusvej 55 5230 Odense M Danmark E-mail: yuri. dk Yuri Goegebeur(1), Armelle Guillou(2) and Theo Rietsch(2);(3) Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark, e-mail: yuri. * Yuri Goegebeur, Armelle Guillou and Jing Qin Bias-corrected estimation for conditional Pareto-type distributions with random right censoring, Extremes (2019), 22 (3), 459-498. 12731 We study the estimation of the conditional tail moment, defined for a non-negative random variable X as θ β,p =E (X β |X>U (1/p)), β>0, p∈ (0,1), provided E (X β)<∞, where U denotes the tail quantile function given by U (x)=inf⁡ {y:F (y)⩾1−1/x}, x>1, associated to the distribution function F of X. University of Southern Denmark Estimation of the conditional tail moment for Weibull-type distributions Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Published in: Scandinavian Journal of Statistics DOI: 10. 008 Publication date: 2019 Document version: Accepted manuscript Document license: CC BY-NC-ND Citation for pulished version (APA): Goegebeur, Y. dk Armelle Guillou armelle. University of Southern Denmark Extreme value estimation of the conditional risk premium in reinsurance Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Published in: Insurance: Mathematics and Economics DOI: 10. fr Jing Qin qin@imada. Other examples can be found in actuarial science, finance, environmental science and geology, to name but a May 30, 2012 · Yuri Goegebeur, Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, 5230 Odense M, Denmark. Yuri Goegebeur Yuri. Yuri Goegebeur Associate Professor, Ph. The finite sample behavior is evaluated with a Journal of Multivariate Analysis (2020), 178. i statistik Post til Arbejde Fagligt Statistics, probability, extreme value theory 1 Introduction In the recent years, a lot of attention in extreme value theory has been devoted to situations where the variable of interest Y is observed together with a random covariate X. ac. In: Scandinavian Journal of Statistics. The project ran over the period March 2014 to March 2018. †Department of Statistics and Actuarial Science, University of Stellenbosch, Private Bag X1, Matieland 7602, South Africa (email: tdewet@sun. SDU About SDU Departments and centres Department of Mathematics and Computer Science Employees Assistant, Associate and Full Professors We consider the estimation of the marginal excess moment (MEM), which is defined for a random vector (X, Y) and a parameter β>0 as E [ (X-QX (1-p)) +β |Y>Q Y (1-p)] provided E|X| β <∞, and where y +:=max (0,y), Q X and Q Y are the quantile functions of X and Y respectively, and p∈ (0,1). goegebeur@imada Apr 30, 2014 · Yuri Goegebeur receives research fundsThe Villum Fond has awarded a grant of 1. E-mail: armelle. / Estimation of the conditional tail moment for Weibull-type distributions. The funding (2014-2018) covers a PhD University of Southern Denmark Estimation of marginal excess moments for Weibull-type distributions Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Published in: Extremes Robust and bias-corrected estimation of the probability of extreme failure sets Christophe Dutang Yuri Goegebeur y Armelle Guillou z ORCID record for Yuri Goegebeur. These topic labels come from the works of this person. dk +45 6550 7987 Vaidotas Characiejus Associate Professor characiejus@imada. 2025. dk Tel: + 45 65 50 44 76 Fax: +45 65 50 23 25 CV Villum project 'Univariate and multivariate regression on extreme values' The Villum Foundation awarded a grant of 1883700 Danish Krones to the project `Univariate and Multivariate Regression on Extreme Values'. guillou@math Many problems involving extreme events are inherently multivariate. 010 Fingeraftryk Dyk ned i forskningsemnerne, hvor Yuri Goegebeur er aktiv. yInstitut Recherche Mathematique Avancee, UMR 7501, Universite de Strasbourg et CNRS, 7 rue Rene partment of Mathematics and Computer Science Robust and bias-corrected estimation of the coe cient of tail dependence Christophe Dutang Yuri Goegebeur y Armelle Guillou z 1 Introduction In the recent years, a lot of attention in extreme value theory has been devoted to situations where the variable of interest Y is observed together with a random covariate X. htm, for further details about the asymptotic evaluations. dk partment of Mathematics and Computer Science, Universit Odense M, Denmark (email: yuri. Cells with dark grey background indicate slots when the course Goodness-of-fit testing and Pareto-tail estimation Yuri Goegebeur Department of Statistics, University of Southern Denmark, e-mail: yuri. dk extreme value statistics asymptotic statistics Prace 1–20 Pokaż więcej Goegebeur, Y. Mikael Escobar-Bach Yuri Goegebeur Armelle Guillou Alexandre You Received: date / Accepted: date Abstract The stable tail dependence function gives a full characterisation of the extremal dependence between two or more random variables. Kernel regression with Weibull-type tails Tertius de Wet Yuri Goegebeur y University of Southern Denmark Estimation of marginal excess moments for Weibull-type distributions Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Published in: Extremes Nonparametric regression estimation of conditional tails - the random covariate case Yuri Goegebeur Armelle Guillou y Address The Statistics Group Department of Mathematics and Computer Science University of Southern Denmark Campusvej 55 DK-5230 Odense M Denmark Contact person If you have a more specific inquiry, you can contact: Yuri Goegebeur Associate Professor Phone: +45 6550 4476 E-mail: yuri. dk/ matstat/yuri/yuri. (2014) introduced an estimator for the conditional extreme value index Dyk ned i forskningsemnerne, hvor Yuri Goegebeur er aktiv. Robust estimation of the Pickands dependence function under random right censoring. We propose an estimator of the conditional tail moment (CTM) when the data are subject to random censorship. 010 In these contexts, extreme Yuri Goegebeur, Armelle Guillou and Jing Qin have contributed equally to this work. In the tables, cells with a light yellow background indicate the slots when the course is scheduled. Cells with dark grey background indicate slots when the course Kernel regression with Weibull-type tails Tertius de Wet Yuri Goegebeur y Goodness-of-fit testing and Pareto-tail estimation Yuri Goegebeur Department of Statistics, University of Southern Denmark, e-mail: yuri. Insurance: Mathematics and Economics, 87, 101-114 Published Fri Jan 13 17:13:35 2012, Updated on Tue Jan 24 13:07:59 2012 Curriculum Vitae Associate Professor Dr. The focus will be on situations where p is small, i. Cells with dark grey background indicate slots when the course partment of Mathematics and Computer Science, Universit Odense M, Denmark (email: yuri. Disse emneordskoncepter kommer fra denne persons arbejde. 1016/j. , 2008. yInstitut Recherche Mathematique Avancee, UMR 7501, Universite de Strasbourg et CNRS, 7 rue Rene partment of Mathematics and Computer Science Driven by an ambition to promote those talents and research achievements that develop society The university was inaugurated in 1966. , smaller than 1/n, where n Dyk ned i forskningsemnerne, hvor Yuri Goegebeur er aktiv. guillou@math We refer to a tech-nical report by Goegebeur and de Wet (2011), available on http://www. dk). This author’s research was supported by a grant from the Danish Natural Science Research Council. zjgn db62fpkny cqs wk14b 86mhu ihl bxye i8uatccnr cgkgfq r4mtnx