Extreme quantiles estimation for actuarial applications

Emmanuel Delafosse; Armelle Guillou

Comptes Rendus. Mathématique, Volume 339 (2004) p. 287-292

Almost sure convergence of a tail index estimator in the presence of censoring

Emmanuel Delafosse; Armelle Guillou

Comptes Rendus. Mathématique, Volume 335 (2002) p. 375-380