Research Output per year
Personal profile
Introduction
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.
Diplomas
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
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2015 2018
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 journal › Article
Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator
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 journal › Article
Netherlands
Hospital Emergency Service
Hot Temperature
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 journal › Article
Tail Dependence
Spatial Dependence
Stable Laws
M-estimator
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 proceeding › Chapter
Nonparametric Estimation
Tail Dependence
Dependence Structure
Tail
Modeling
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 journal › Article
Linear Combination
Extreme Quantiles
Credit Risk
Loss Probability
Monotone Function