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math.ST2014
On Tail Index Estimation based on Multivariate Data
Stéphan Clémençon, Antoine Dematteo
This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-l…
math.ST2013★ 1 cited
Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis
Antoine Dematteo, Stéphan CLEMENCON, Nicolas Vayatis +1
In the liquefied natural gas (LNG) shipping industry, the phenomenon of sloshing can lead to the occurrence of very high pressures in the tanks of the vessel. The issue of modellin…