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researcher

Roel Verbelen

5 papers hereh-index 8528 citations29 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • stat.AP2
  • q-fin.RM1
  • stat.CO1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20162019
most citedModelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions

66 citations · 121 across the 5 of their papers we have counts for

collaborators
Showing stat.MEShow all

1 paper · 1 filter

stat.ME2016★ 66 cited

Modelling Censored Losses Using Splicing: a Global Fit Strategy With Mixed Erlang and Extreme Value Distributions

Tom Reynkens, Roel Verbelen, Jan Beirlant +1

In risk analysis, a global fit that appropriately captures the body and the tail of the distribution of losses is essential. Modelling the whole range of the losses using a standar…

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