34 citations · 41 across the 7 of their papers we have counts for
3 papers · 1 filter
Generalizing the log-Moyal distribution and regression models for heavy tailed loss data
Zhengxiao Li, Jan Beirlant, Shengwang Meng
Catastrophic loss data are known to be heavy-tailed. Practitioners then need models that are able to capture both tail and modal parts of claim data. To this purpose, a new paramet…
Combined Tail Estimation Using Censored Data and Expert Information
Martin Bladt, Hansjoerg Albrecher, Jan Beirlant
We study tail estimation in Pareto-like settings for datasets with a high percentage of randomly right-censored data, and where some expert information on the tail index is availab…
Estimating the maximum possible earthquake magnitude using extreme value methodology: the Groningen case
Jan Beirlant, Andrzej Kijko, Tom Reynkens +1
The area-characteristic, maximum possible earthquake magnitude is required by the earthquake engineering community, disaster management agencies and the insurance industry. T…