Yuri Goegebeur

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Nonparametric estimation of conditional marginal excess moments
Goegebeur, Y., Guillou, A., Ho, N. K. L. & Qin, J., Jan 2023, In: Journal of Multivariate Analysis. 193, 105121.
Research output: Contribution to journal › Journal article › Research › peer-review
Extreme-value based estimation of the conditional tail moment with application to reinsurance rating
Goegebeur, Y., Guillou, A., Pedersen, T. & Qin, J., Nov 2022, In: Insurance: Mathematics and Economics. 107, p. 102-122
Research output: Contribution to journal › Journal article › Research › peer-review
Robust estimation of the conditional stable tail dependence function
Goegebeur, Y., Guillou, A. & Qin, J., Apr 2023, In: Annals of the Institute of Statistical Mathematics. 75, 2, p. 201-231
Research output: Contribution to journal › Journal article › Research › peer-review
A Weissman-type estimator of the conditional marginal expected shortfall
Goegebeur, Y., Guillou, A., Ho, N. K. L. & Qin, J., Oct 2021, (E-pub ahead of print) In: Econometrics and Statistics.
Research output: Contribution to journal › Journal article › Research › peer-review
Conditional marginal expected shortfall
Goegebeur, Y., Guillou, A., Le Ho, N. K. & Qin, J., Dec 2021, In: Extremes. 24, 4, p. 797-847
Research output: Contribution to journal › Journal article › Research › peer-review

Extremes (Journal)
Yuri Goegebeur (Peer reviewer)
1. Jun 2011
Activity: Editorial work and peer review › Peer review of manuscripts › Research
Psychometrika (Journal)
Yuri Goegebeur (Peer reviewer)
1. Jun 2011
Activity: Editorial work and peer review › Peer review of manuscripts › Research
University of Strasbourg
Yuri Goegebeur (Visiting researcher)
15. Mar 2011 → 29. Mar 2011
Activity: Visiting another research institution
Stellenbosch University
Yuri Goegebeur (Visiting researcher)
10. Jan 2011 → 27. Jan 2011
Activity: Visiting another research institution
On the estimation of Weibull-type tails
Yuri Goegebeur (Lecturer)
15. Jun 2010
Activity: Talks and presentations › Talks and presentations in private or public companies