Anna Kiriliouk

Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions

Anna Kiriliouk, Holger Rootzén, Johan Segers et al. · Technometrics · 2018 · 70 citations · Full text

Heat and emergency room admissions in the Netherlands

Joris Adriaan Frank van Loenhout, Tefera Darge Delbiso, Anna Kiriliouk et al. · BMC Public Health · 2018 · 53 citations · Full text

An<i>M</i>-Estimator of Spatial Tail Dependence

J.H.J. Einmahl, Anna Kiriliouk, Andrea Krajina et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2015 · 41 citations · Full text

Quantitative Spatial Model, Engineering, Data Science +14

A continuous updating weighted least squares estimator of tail dependence in high dimensions

J.H.J. Einmahl, Anna Kiriliouk, Johan Segers · Extremes · 2017 · 32 citations · Full text

Tail Dependence, Engineering, High-dimensional Method +10

Max-factor individual risk models with application to credit portfolios

Michel Denuit, Anna Kiriliouk, Johan Segers · Insurance Mathematics and Economics · 2015 · 10 citations

Portfolio Optimization, Engineering, Risk Model Validation +5