Goegebeur, Yuri; Guillou, Armelle; Ho, Nguyen Khanh Le; Qin, Jing Conditional marginal expected shortfall. (English) Zbl 1482.62105 Extremes 24, No. 4, 797-847 (2021). MSC: 62P05 62G32 62H12 62G20 91G70 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Extremes 24, No. 4, 797--847 (2021; Zbl 1482.62105) Full Text: DOI OpenURL
Ellanskaya, Anastasiya; Kabanov, Yuri On ruin probabilities with risky investments in a stock with stochastic volatility. (English) Zbl 07449510 Extremes 24, No. 4, 687-697 (2021). MSC: 60G44 91B28 PDF BibTeX XML Cite \textit{A. Ellanskaya} and \textit{Y. Kabanov}, Extremes 24, No. 4, 687--697 (2021; Zbl 07449510) Full Text: DOI arXiv OpenURL
Krupskii, Pavel; Genton, Marc G. Conditional normal extreme-value copulas. (English) Zbl 1475.62163 Extremes 24, No. 3, 403-431 (2021). MSC: 62H05 60G70 62P20 62P35 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{M. G. Genton}, Extremes 24, No. 3, 403--431 (2021; Zbl 1475.62163) Full Text: DOI arXiv OpenURL
Goegebeur, Yuri; Guillou, Armelle; Qin, Jing Bias-corrected estimation for conditional Pareto-type distributions with random right censoring. (English) Zbl 1429.62174 Extremes 22, No. 3, 459-498 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62G08 62G20 62N01 62P10 62P05 PDF BibTeX XML Cite \textit{Y. Goegebeur} et al., Extremes 22, No. 3, 459--498 (2019; Zbl 1429.62174) Full Text: DOI HAL OpenURL
Mao, Tiantian; Ng, Kai Wang Second-order properties of tail probabilities of sums and randomly weighted sums. (English) Zbl 1327.60073 Extremes 18, No. 3, 403-435 (2015). MSC: 60F10 60G50 60G70 26A12 PDF BibTeX XML Cite \textit{T. Mao} and \textit{K. W. Ng}, Extremes 18, No. 3, 403--435 (2015; Zbl 1327.60073) Full Text: DOI OpenURL
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI OpenURL
Cormier, Eric; Genest, Christian; Nešlehová, Johanna G. Using B-splines for nonparametric inference on bivariate extreme-value copulas. (English) Zbl 1304.62072 Extremes 17, No. 4, 633-659 (2014). MSC: 62G32 62G05 PDF BibTeX XML Cite \textit{E. Cormier} et al., Extremes 17, No. 4, 633--659 (2014; Zbl 1304.62072) Full Text: DOI OpenURL
Einmahl, John H. J.; de Haan, Laurens; Krajina, Andrea Estimating extreme bivariate quantile regions. (English) Zbl 1266.62030 Extremes 16, No. 2, 121-145 (2013). MSC: 62G32 62G05 62P05 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} et al., Extremes 16, No. 2, 121--145 (2013; Zbl 1266.62030) Full Text: DOI Link OpenURL
Mai, Jan-Frederik; Scherer, Matthias Bivariate extreme-value copulas with discrete Pickands dependence measure. (English) Zbl 1329.62270 Extremes 14, No. 3, 311-324 (2011). MSC: 62H20 62H05 60G70 PDF BibTeX XML Cite \textit{J.-F. Mai} and \textit{M. Scherer}, Extremes 14, No. 3, 311--324 (2011; Zbl 1329.62270) Full Text: DOI OpenURL
Boulongne, Patrick; Pierre-Loti-Viaud, Daniel; Piterbarg, Vladimir On average losses in the ruin problem with fractional Brownian motion as input. (English) Zbl 1224.91046 Extremes 12, No. 1, 77-91 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 91B30 60G22 PDF BibTeX XML Cite \textit{P. Boulongne} et al., Extremes 12, No. 1, 77--91 (2009; Zbl 1224.91046) Full Text: DOI OpenURL
de Waal, D. J.; van Gelder, P. H. A. J. M. Modelling of extreme wave heights and periods through copulas. (English) Zbl 1164.86300 Extremes 8, No. 4, 345-356 (2005). Reviewer: R. E. Maiboroda (Kyïv) MSC: 86A32 62P12 62E10 62H20 PDF BibTeX XML Cite \textit{D. J. de Waal} and \textit{P. H. A. J. M. van Gelder}, Extremes 8, No. 4, 345--356 (2005; Zbl 1164.86300) Full Text: DOI OpenURL