Modelling Extremal Events

• Risk Management in Production Planning: A Systematic Literature Review

  2023 Lecture notes in production engineering conference-paper Business, Management and Accounting Supply Chain Resilience and Risk Management

  1

  citations
• The Cramér-Lundberg model with a fluctuating number of clients

  2023 Insurance Mathematics and Economics article Decision Sciences Probability and Risk Models Open access

  4

  citations
• Branching random walk with infinite progeny mean: A tale of two tails

  2023 Stochastic Processes and their Applications article Mathematics Stochastic processes and statistical mechanics Open access

  5

  citations
• Cramér-von-Mises tests for the distribution of the excess over a confidence level

  2023 Journal of nonparametric statistics article Mathematics Statistical Distribution Estimation and Applications

  5

  citations
• Cramér-Lundberg Model

  2023 Springer Actuarial book-chapter Decision Sciences Probability and Risk Models

  0

  citations
• Comparison of likelihood-based predictors of future Pareto and Lomax record values in terms of Pitman closeness

  2021 Communication in Statistics- Theory and Methods article Mathematics Statistical Distribution Estimation and Applications

  4

  citations

6 results