[PDF][PDF] The 'Portuguese School of Extremes and Applications'(PORTSEA)

MI Gomes - Notas e Comunicaçoes CEAUL, 2021 - ceaul.org
The 'School of Extremes' in Portugal is nowadays well recognized by the international
scientific community. This recognition is mainly due to the scientific work of Tiago de Oliveira …

Box‐Cox Transformations and Bias Reduction in Extreme Value Theory

L Henriques-Rodrigues… - … and Mathematical Methods, 2022 - Wiley Online Library
The Box‐Cox transformations are used to make the data more suitable for statistical
analysis. We know from the literature that this transformation of the data can increase the …

A class of weighted Hill estimators

F Caeiro, A Mateus, L Soltane - … and Mathematical Methods, 2021 - Wiley Online Library
Abstract In Statistics of Extremes, the estimation of the extreme value index is an essential
requirement for further tail inference. In this work, we deal with the estimation of a strictly …

We are Living on the Edge: Managing Extreme-Severity Claims Using Extreme Value Theory

JVF Carvalho, LHA Oliveira - BBR. Brazilian Business Review, 2024 - SciELO Brasil
Claims with high severity and low probability constitute a high risk for the insurance market.
One tool to deal with this kind of event is the Extreme Value Theory (EVT). The main goal of …

We are Living on the Edge: Gerenciando Sinistros de Extrema Severidade Usando a Teoria de Valores Extremos

JVF Carvalho, LHA Oliveira - BBR. Brazilian Business Review, 2024 - SciELO Brasil
Ocorrências de altíssimo valor monetário e baixíssima probabilidade constituem grandes
riscos no mercado segurador. Uma ferramenta para análise de eventos dessa natureza é a …

The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements

MI Gomes - Communications in Mathematics, 2024 - cm.episciences.org
The Portuguese School of Extremes and Applications (PORTSEA) is nowadays well
recognized by the international scientific community, and in my opinion, the organization of a …

We are Living on the Edge: Managing Extreme‑Severity Claims Using Extreme Value Theory.

JV França Carvalho… - Brazilian Business …, 2024 - search.ebscohost.com
Claims with high severity and low probability constitute a high risk for the insurance market.
One tool to deal with this kind of event is the Extreme Value Theory (EVT). The main goal of …

[PDF][PDF] A Escola de Extremos em Portugal–PORTSEA, do Inglês

MI Gomes - 2023 - comum.rcaap.pt
RESUMO A 'Escola de Extremos' em Portugal é hoje em dia reconhecida pela comunidade
científica internacional. O seu desenvolvimento teve sem dúvida como grande responsável …

[PDF][PDF] Research Article Box-Cox Transformations and Bias Reduction in Extreme Value Theory

L Henriques-Rodrigues, MI Gomes - 2022 - researchgate.net
The Box-Cox transformations are used to make the data more suitable for statistical analysis.
We know from the literature that this transformation of the data can increase the rate of …

[PDF][PDF] A Short Narrative Curriculum and Bibliography of PORTSEA's Members

MI Gomes - researchgate.net
A brief narrative curriculum vitae (CV) of the author, emphasizing the last five-years' period,
2019-2023, is first presented. Next, and based on the author's recent and not yet published …