Statistical issues arising in modelling univariate extremes of a random sample have been
successfully used in the most diverse fields, such as biometrics, finance, insurance and risk …

Administrative data are becoming increasingly important. They are typically the side effect of
some operational exercise and are often seen as having significant advantages over …

Heavy-tailed distributions are often encountered in economics, finance, biology,
telecommunications, geology, etc. The heaviness of a tail is measured by a tail index …

In the practice of point prediction, it is desirable that forecasters receive a directive in the
form of a statistical functional. For example, forecasters might be asked to report the mean or …

Reduced-bias versions of a very simple generalization of the 'classical'Hill estimator of a
positive extreme value index (EVI) are put forward. The Hill estimator can be regarded as the …

The future values of the expected claims are very important for the insurance companies for
avoiding the big losses under uncertainty which may be produced from future claims. In this …

The Weibull tail‐coefficient (WTC) plays a crucial role in extreme value statistics when
dealing with Weibull‐type tails. Several distributions, such as normal, Gamma, Weibull, and …

The main objective of extreme value theory is essentially the estimation of quantities related
to extreme events. One of its main issues has been the estimation of the extreme value index …

In the paper, we propose a new class of functions which is used to construct tail index
estimators. Functions from this new class are non-monotone in general, but they are the …

Due to the specificity of the Weibull tail coefficient, most of the estimators available in the
literature are based on the log excesses and are consequently quite similar to the estimators …