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 …

In extreme excess modeling, one fits a generalized Pareto (GP) distribution to rainfall
excesses above a properly selected threshold u. The latter is generally determined using …

The boxplot is a very popular graphical tool for visualizing the distribution of continuous
unimodal data. It shows information about the location, spread, skewness as well as the tails …

Due to published statistical analyses of operational risk data, methodological approaches to
the AMA modeling of operational risk can be discussed more in detail. In this paper we raise …

Asymptotic properties of the harmonic moment tail index Estimator are derived for
distributions with regularly varying tails. The estimator shows good robustness properties …

Outlier detection can be seen as a pre-processing step for locating data points in a data
sample, which do not conform to the majority of observations. Various techniques and …

Units sampled from finite populations typically come with different inclusion proba-bilities.
Together with additional preprocessing steps of the raw data, this yields unequal sampling …

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

Assessment of heavy tailed data and its compound sums has many applications in
insurance, auditing and operational risk capital assessment among others. In this paper, we …

Motivated by a practical application, the paper investigates robust estimation of economic
indicators from survey samples based on a semiparametric Pareto tail model. Economic …