Research output per year
Research output per year
Personal profile
Research areas
- Insurance mathematics
- Finance mathematics
- Bioinformatics
- Mathematic modelling
- Combinatorics
Fingerprint
Fingerprints are formed from scientific publications and create an index of weighted keyword concepts for each individual researcher.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Conditional marginal expected shortfall
Goegebeur, Y., Guillou, A., Le Ho, N. K. & Qin, J., Dec 2021, In: Extremes. 24, 4, p. 797-847Research output: Contribution to journal › Journal article › Research › peer-review
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A Weissman-type estimator of the conditional marginal expected shortfall
Goegebeur, Y., Guillou, A., Ho, N. K. L. & Qin, J., Jul 2023, In: Econometrics and Statistics. 27, p. 173-196Research output: Contribution to journal › Journal article › Research › peer-review
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Robust nonparametric estimation of the conditional tail dependence coefficient
Goegebeur, Y., Guillou, A., Ho, N. K. L. & Qin, J., Jul 2020, In: Journal of Multivariate Analysis. 178, 20 p., 104607.Research output: Contribution to journal › Journal article › Research › peer-review
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Bias-corrected estimation for conditional Pareto-type distributions with random right censoring
Goegebeur, Y., Qin, J. & Guillou, A., 15. Sept 2019, In: Extremes. 22, 3, p. 459-498Research output: Contribution to journal › Journal article › Research › peer-review
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Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Y., Guillou, A. & Qin, J., Jan 2021, In: Insurance: Mathematics and Economics. 96, p. 68-80Research output: Contribution to journal › Journal article › Research › peer-review
File63 Downloads (Pure)
Activities
- 1 Guest lectures, external teaching and course activities at other universities
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Extreme-value based estimation of the conditional tail moment
Jing Qin (Speaker)
8. Apr 2022Activity: Talks and presentations › Guest lectures, external teaching and course activities at other universities
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Carlsbergfondet - Konferencer - Women Mathematicans in Science
01/05/2023 → 31/05/2023
Project: Private Foundations
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