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Displaying 4 results.
    • WorkingPaper
    On the weak convergence of the empirical conditional copula under a simplifying assumption
    Portier, François[UCL] Segers, Johan[UCL] (2015)
    • Journal article
    Statistics for Tail Processes of Markov Chains
    Drees, Holger Segers, Johan[UCL] Warchol, Michal[UCL] (2015) Extremes : statistical theory and applications in science, engineering and economics — Vol. 18, no. 3, p. 369-402 (2015)
    • Journal article
    Nonparametric estimation of pair-copula constructions with the empirical pair-copula
    Hobæk Haff, Ingrid Segers, Johan[UCL] (2015) Computational Statistics & Data Analysis — Vol. 84, p. 1-13 (2015)
    • Journal article
    Max-factor individual risk models with application to credit portfolios
    Denuit, Michel[UCL] Kiriliouk, Anna[UCL] Segers, Johan[UCL] (2015) Insurance: Mathematics and Economics — Vol. 62, p. 162-172 (2015)