57 citations · 111 across the 16 of their papers we have counts for
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A central limit theorem for functions of stationary max-stable random fields on
Erwan Koch, Clément Dombry, Christian Y. Robert
Max-stable random fields are very appropriate for the statistical modelling of spatial extremes. Hence, integrals of functions of max-stable random fields over a given region can p…
Geometric ergodicity for some space-time max-stable Markov chains
Erwan Koch, Christian Y. Robert
Max-stable processes are central models for spatial extremes. In this paper, we focus on some space-time max-stable models introduced in Embrechts et al. (2016). The processes cons…
Space-time max-stable models with spectral separability
Paul Embrechts, Erwan Koch, Christian Robert
Natural disasters may have considerable impact on society as well as on (re)insurance industry. Max-stable processes are ideally suited for the modeling of the spatial extent of su…
Joint asymptotic distributions of smallest and largest insurance claims
Hansjoerg Albrecher, Christian Robert, Jef Teugels
Assume that claims in a portfolio of insurance contracts are described by independent and identically distributed random variables with regularly varying tails and occur according…
Tails of random sums of a heavy-tailed number of light-tailed terms
Christian Y. Robert, Johan Segers
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of…