Bart P. G. Van Parys

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math.ST2026

Decision-Centric Large Deviations for Data-Driven Capital Buffers in Ruin Models

Yf Henkes, Bart P. G. van Parys, Bert Zwart

We consider an insurance risk model with a random walk structure in which the underlying probability law is unknown. A decision maker observes a statistic $Q_{n}$ computed from $n$ h…

math.ST2026

Optimal Estimators for Heavy-Tailed Mean Estimation via Convex Analysis

Bart P. G. van Parys, Bert Zwart

We study optimal estimation of the location parameter of a distribution known only to lie in a symmetric moment class $C_{0}$ : the mean-zero distributions with bounded momen…