Abdelaati Daouia, Joseph Hachem, and Gilles Stupfler, “Extreme value inference for heterogeneous heavy-tailed data: A derandomization theory”, TSE Working Paper, n. 26-1727, March 2026.
Abdelaati Daouia, and Gilles Stupfler, “Risk measures beyond quantiles”, TSE Working Paper, n. 25-1632, April 2025.
Yasser Abbas, Abdelaati Daouia, Boutheina Nemouchi, and Gilles Stupfler, “Tail expectile-VaR estimation in the semiparametric Generalized Pareto model”, TSE Working Paper, n. 25-1607, January 2025.
