22 citations · 25 across the 6 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
math.ST2023
Robust and non asymptotic estimation of probability weighted moments with application to extreme value analysis
Anna Ben-Hamou, Philippe Naveau, Maud Thomas
In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value d…
stat.AP2023
Parametric insurance for extreme risks: the challenge of properly covering severe claims
Olivier Lopez, Maud Thomas
Parametric insurance has emerged as a practical way to cover risks that may be difficult to assess. By introducing a parameter that triggers compensation and allows the insurer to…