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Research Output

  • 45 Citations
  • 5 h-Index
  • 7 Article
  • 1 Chapter
2019

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Kiriliouk, A., Rootzén, H., Segers, J. & Wadsworth, J. L., 2 Jan 2019, In : Technometrics. 61, 1, p. 123-135

Research output: Contribution to journalArticle

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 journalArticle

An estimator of the stable tail dependence function based on the empirical beta copula

Kiriliouk, A., Segers, J. & Tafakori, L., 1 Dec 2018, In : Extremes. 22, 4, p. 581-600

Research output: Contribution to journalArticle

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, p. 1-9

Research output: Contribution to journalArticle

2016

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

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

2015

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