Garcin, Matthieu; Guégan, Dominique; Hassani, Bertrand A multivariate quantile based on Kendall ordering. (English) Zbl 07792653 REVSTAT 21, No. 1, 77-96 (2023). MSC: 62H05 PDFBibTeX XMLCite \textit{M. Garcin} et al., REVSTAT 21, No. 1, 77--96 (2023; Zbl 07792653) Full Text: DOI
Jessup, Sébastien; Boucher, Jean-Philippe; Pigeon, Mathieu On fitting dependent nonhomogeneous loss models to unearned premium risk. (English) Zbl 1489.91220 N. Am. Actuar. J. 25, No. 4, 524-542 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{S. Jessup} et al., N. Am. Actuar. J. 25, No. 4, 524--542 (2021; Zbl 1489.91220) Full Text: DOI
Beck, Nicholas; Di Bernardino, Elena; Mailhot, Mélina Semi-parametric estimation of multivariate extreme expectiles. (English) Zbl 1467.62084 J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021). MSC: 62H12 62G32 60F10 60G70 90C53 PDFBibTeX XMLCite \textit{N. Beck} et al., J. Multivariate Anal. 184, Article ID 104758, 23 p. (2021; Zbl 1467.62084) Full Text: DOI HAL
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina Multivariate geometric tail- and range-value-at-risk. (English) Zbl 1431.91441 ASTIN Bull. 50, No. 1, 265-292 (2020). MSC: 91G70 91G05 62P05 PDFBibTeX XMLCite \textit{K. Herrmann} et al., ASTIN Bull. 50, No. 1, 265--292 (2020; Zbl 1431.91441) Full Text: DOI
Beck, Nicholas; Mailhot, Mélina A consistent estimator to the orthant-based tail value-at-risk. (English) Zbl 1409.62206 ESAIM, Probab. Stat. 22, 163-177 (2018). MSC: 62P05 62H12 62H20 91G70 PDFBibTeX XMLCite \textit{N. Beck} and \textit{M. Mailhot}, ESAIM, Probab. Stat. 22, 163--177 (2018; Zbl 1409.62206) Full Text: DOI
Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda Multivariate mixtures of Erlangs for density estimation under censoring. (English) Zbl 1422.62194 Lifetime Data Anal. 22, No. 3, 429-455 (2016). MSC: 62H12 62N01 PDFBibTeX XMLCite \textit{R. Verbelen} et al., Lifetime Data Anal. 22, No. 3, 429--455 (2016; Zbl 1422.62194) Full Text: DOI Link
Sordo, Miguel A. A multivariate extension of the increasing convex order to compare risks. (English) Zbl 1370.60036 Insur. Math. Econ. 68, 224-230 (2016). MSC: 60E15 62H05 91B30 PDFBibTeX XMLCite \textit{M. A. Sordo}, Insur. Math. Econ. 68, 224--230 (2016; Zbl 1370.60036) Full Text: DOI