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Personal profile


In September 2018, I joined the Université de Namur as an assistant professor in Statistics, being affiliated with both the Faculty of Economics, Social sciences and Business Administration and the Department of Mathematics. Prior to that, I spent a year as an assistant professor in the Department of Econometrics of the Erasmus University Rotterdam and four years as a FRIA research fellow (PhD) at the Université catholique de Louvain. My main research interests are copulas and extreme-value theory, in particular when concerning problems that are motivated directly by environmental or financial applications.



2016: PhD in Statistics (Université catholique de Louvain)

2012: Master in Applied Statistics (École polytechnique fédérale de Lausanne)

2010: Bachelor in Mathematics (Radboud Universiteit Nijmegen)

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Tail Dependence Mathematics
Dependence Function Mathematics
Estimator Mathematics
Peaks over Threshold Mathematics
Weighted Least Squares Estimator Mathematics
Generalized Pareto Distribution Mathematics
Spatial Dependence Mathematics
Stable Laws Mathematics

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Research Output 2015 2018

  • 13 Citations
  • 2 h-Index
  • 4 Article
  • 1 Chapter

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In : Extremes. 21, 2, p. 205-233 29 p.

Research output: Contribution to journalArticle

Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions

Heat and emergency room admissions in the Netherlands

van Loenhout, J. A. F., Delbiso, T. D., Kiriliouk, A., Rodriguez-Llanes, J. M., Segers, J. & Guha-Sapir, D., 5 Jan 2018, In : BMC public health. 18, 1, 1 p.

Research output: Contribution to journalArticle

Hospital Emergency Service
Hot Temperature
Extreme Heat

An M-estimator of spatial tail dependence

Einmahl, J. H. J., Kiriliouk, A., Krajina, A. & Segers, J., 1 Jan 2016, In : Journal of the Royal Statistical Society. Series B: Statistical Methodology. 78, 1, p. 275-298 24 p.

Research output: Contribution to journalArticle

Tail Dependence
Spatial Dependence
Stable Laws
Stable Process

Nonparametric estimation of extremal dependence

Kiriliouk, A., Segers, J. & Warchoł, M., 6 Jan 2016, Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, p. 353-375 23 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Nonparametric Estimation
Tail Dependence
Dependence Structure

Max-factor individual risk models with application to credit portfolios

Denuit, M., Kiriliouk, A. & Segers, J., 1 May 2015, In : Insurance: Mathematics and Economics. 62, p. 162-172 11 p.

Research output: Contribution to journalArticle

Linear Combination
Extreme Quantiles
Credit Risk
Loss Probability
Monotone Function