Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic
literature in the field as well as challenges appearing in reinsurance practice and puts the …

Estimation of conditional quantiles at very high or low tails is of interest in numerous
applications. Quantile regression provides a convenient and natural way of quantifying the …

For adequate risk management in mountainous countries, hazard maps for extreme snow
events are needed. This requires the computation of spatial estimates of return levels. In this …

Renewable energy forecasts are critical to renewable energy grids and backup plans,
operational plans, and short-term power purchases. This paper focused on short-term …

Extreme value analyses of a large number of relatively short time series are in increasing
demand in environmental sciences and design. Here, we present an automated procedure …

We propose new parametrizations for neural networks in order to estimate extreme quantiles
in both non-conditional and conditional heavy-tailed settings. All proposed neural network …