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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …