Antoine Usseglio-Carleve | DeepAI

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Featured Co-authors

Marie Kratz
9 publications
Julien Hambuckers
3 publications

research

∙ 04/14/2023

Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks

We introduce a method to estimate simultaneously the tail and the thresh...

0 Julien Hambuckers, et al. ∙

research

∙ 01/30/2018

Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors

In this work, we focus on some conditional extreme risk measures estimat...

0 Antoine Usseglio-Carleve, et al. ∙

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