EDP Sciences logo
Web of Conferences logo
Search
Menu
All issues Volume 67 (2024) ITM Web Conf., 67 (2024) 01011 References
Open Access
Issue
ITM Web Conf.
Volume 67, 2024
The 19th IMT-GT International Conference on Mathematics, Statistics and Their Applications (ICMSA 2024)
Article Number 01011
Number of page(s) 12
Section Mathematics, Statistics and Their Applications
DOI https://doi.org/10.1051/itmconf/20246701011
Published online 21 August 2024
  1. A.J. McNeil, ASTIN Bulletin: J. IAA, 27 (1), 117–137 (1997) [CrossRef] [Google Scholar]
  2. S.I. Resnick, ASTIN Bulletin: J. IAA, 27 (1), 139–151 (1997) [CrossRef] [Google Scholar]
  3. K. Cooray, M.M. Ananda, Scand. Actuar. J., 2005 (5), 321–334 (2005) [CrossRef] [Google Scholar]
  4. D.P. Scollnik, Scand. Actuar. J., 2007 (1), 20–33 (2007) [CrossRef] [Google Scholar]
  5. H. Drees, P. Muller, Insur. Math. Econ., 42 (2), 638–650 (2008) [CrossRef] [Google Scholar]
  6. V. Brazauskas, A. Kleefeld, Insur. Math. Econ, 45 (3), 424–435 (2009) [CrossRef] [Google Scholar]
  7. C.M. Ausin, M.P. Wiper, L.E. Rosa, Appl. Stoch. Model Bus. Ind., 25 (6), 787–805 (2009). [CrossRef] [Google Scholar]
  8. J. Carreau, Y. Bengio, Extremes, 12, 53–76 (2009) [CrossRef] [MathSciNet] [Google Scholar]
  9. H. Esmaeili, C. Kluppelberg, Insur. Math. Econ., 47 (2), 224–233 (2010) [CrossRef] [Google Scholar]
  10. A. Charpentier, A. Oulidi, Stat. Comput., 20 (1), 35–55 (2010) [CrossRef] [MathSciNet] [Google Scholar]
  11. M. Pigeon, M. Denuit, Scand. Actuar. J., 2011 (3), 177–192 (2011) [CrossRef] [Google Scholar]
  12. S. Guillotte, F. Perron, J. Segers, J. R. Stat. Soc. Ser. B Stat. Method., 73 (3), 377–406 (2011) [CrossRef] [Google Scholar]
  13. M. Eling, Insur. Math. Econ., 51 (2), 239–248 (2012) [CrossRef] [Google Scholar]
  14. M. Bernardi, A. Maruotti, L. Petrella, Insur. Math. Econ., 51 (3), 617–623 (2012) [CrossRef] [Google Scholar]
  15. D.P. Scollnik, C. Sun, N. Am. Actuar. J., 16 (2), 260–272 (2012) [CrossRef] [MathSciNet] [Google Scholar]
  16. P. Ruckdeschel, N. Horbenko, Statistics, 47 (4), 762–791 (2013) [CrossRef] [MathSciNet] [Google Scholar]
  17. M. Maghsoudi, S.A. Abu Bakar, N.A. Hamzah, Composite Weibull-Inverse Transformed Gamma distribution and its actuarial application, in AIP Conference Proceedings, 1605 (1), 1007–1012 (2014) [CrossRef] [Google Scholar]
  18. S. Nadarajah, S.A. Abu Bakar, Scand. Actuar. J., 2014 (2), 180–187 (2014) [CrossRef] [Google Scholar]
  19. S.A. Abu Bakar, N.A. Hamzah, M. Maghsoudi, S. Nadarajah, Insur. Math. Econ., 61, 146–154 (2015) [CrossRef] [Google Scholar]
  20. E. Calderin-Ojeda, Commun. Stat. Case Stud. Data Anal. Appl., 1 (1), 59–69 (2015) [Google Scholar]
  21. E. Calderin-Ojeda, C.F. Kwok, Scand. Actuar. J., 2016 (9), 817–836 (2016) [CrossRef] [Google Scholar]
  22. T. Miljkovic, B. Grün, Insur. Math. Econ., 70, 387–396 (2016) [CrossRef] [Google Scholar]
  23. T. Reynkens, R. Verbelen, J. Beirlant, K. Antonio, Insur. Math. Econ., 77, 65–77 (2017) [CrossRef] [Google Scholar]
  24. S.A. Abu Bakar, S. Nadarajah, Z.A. Adzhar, Empir. Econ., 54, 1503–1516 (2017) [Google Scholar]
  25. B. Grün, T. Miljkovic, Scand. Actuar. J., 2019 (8), 642–660 (2019) [CrossRef] [Google Scholar]
  26. S.A. Abu Bakar, S. Nadarajah, J. Appl. Stat., 46 (5), 835–852 (2019) [CrossRef] [MathSciNet] [Google Scholar]
  27. B. Liu, M.M. Ananda, Commun. Stat. - Theory Methods, 52 (21), 7618–7631 (2023) [CrossRef] [Google Scholar]
  28. W.A. Marambakuyana, S.C. Shongwe, Mathematics, 12 (2), 335 (2024) [CrossRef] [Google Scholar]
  29. W.A. Marambakuyana, S.C. Shongwe, J. Stat. Appl. Probab., 13 (3), 1031–1044 (2024) [CrossRef] [Google Scholar]
  30. A. Davison, SMPracticals: R package version 1.4-3 (2019) [Google Scholar]
  31. B. Pfaff, A. McNeil. Evir: Extreme values in R. R package version 1.7-4 (2018) [Google Scholar]
  32. M.L. Delignette-Muller, C. Dutang, J. Stat. Softw., 64, 1–34 (2015) [CrossRef] [Google Scholar]
  33. B. Pfaff, A. McNeil, QRM: R package version 0.4-31 (2020) [Google Scholar]
  34. M. Maechler, Diptest: R package version 0.76-0 (2021) [Google Scholar]
  35. Statisticat. LaplacesDemon: R package version 16.1.6 (2021) [Google Scholar]
  36. J.A. Hartigan, P.M. Hartigan, Ann. Stat., 70–84 (1985) [Google Scholar]
  37. J. Beirlant, Y. Goegebeur, J. Teugels, J. Segers, Statistics of Extremes, (John Wiley & Sons, 2004) [CrossRef] [Google Scholar]
  38. B.M. Hill, Ann. Stat., 3, 1163–1174 (1975) [Google Scholar]
  39. T. Reynkens, R. Verbelen, ReIns: R package version 1.0.11 (2023) [Google Scholar]
  40. A.S. Chernobai, S.T. Rachev, F.J. Fabozzi, John Wiley & Sons (2007) [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.