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5 papers

math.ST2026

Asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields over a fixed-domain

Nicolas Chenavier, Christian Y. Robert

Likelihood-based inference for max-stable random fields is challenging, since finite-dimensional densities are either unavailable in closed form or computationally intractable in m…

math.PR2026

Limit theorems for squared increment sums of the maximum of two isotropic fractional Brownian fields under fixed-domain asymptotics

Nicolas Chenavier, Christian Y. Robert

We study squared increment sums of the pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields over a fixed two-dimensional domain. Th…

math.PR2026

Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in

Nicolas Chenavier, Christian Y. Robert

An isotropic fractional Brownian field (with Hurst parameter ) is observed in a family of points in the unit square % . These points are assumed t…

stat.ME2026

Non-Parametric Simulation of Multivariate Extreme Events via Spectral Bootstrap

Nisrine Madhar, Juliette Legrand, Maud Thomas

Inference in extreme value theory relies on a limited number of extreme observations, making estimation challenging. To address this limitation, we propose a non-parametric simulat…

stat.AP2026

Market-based insurance ratemaking: application to pet insurance

Pierre-Olivier Goffard, Pierrick Piette, Gareth W. Peters

This paper introduces a method for pricing insurance policies using market data. The approach is designed for scenarios in which the insurance company seeks to enter a new market,…