Elicitability and backtesting: Perspectives for banking regulation N Nolde, JF Ziegel | 261 | 2017 |
Uncertainty of the claims development result in the chain ladder method MV Wüthrich, M Merz, N Lysenko Scandinavian Actuarial Journal 2009 (1), 63-84, 2009 | 71 | 2009 |
Two methodologies to calibrate landslide runout models J Aaron, S McDougall, N Nolde Landslides 16, 907-920, 2019 | 61 | 2019 |
Rock avalanche runout prediction using stochastic analysis of a regional dataset A Mitchell, S McDougall, N Nolde, MA Brideau, J Whittall, JB Aaron Landslides 17, 777-792, 2020 | 42 | 2020 |
Asymptotic independence for unimodal densities G Balkema, N Nolde Advances in Applied Probability 42 (2), 411-432, 2010 | 42 | 2010 |
Meta densities and the shape of their sample clouds AA Balkema, P Embrechts, N Nolde Journal of Multivariate Analysis 101 (7), 1738-1754, 2010 | 40 | 2010 |
Geometric interpretation of the residual dependence coefficient N Nolde Journal of Multivariate Analysis 123, 85-95, 2014 | 32 | 2014 |
Linking representations for multivariate extremes via a limit set N Nolde, JL Wadsworth Advances in Applied Probability 54 (3), 688-717, 2022 | 25 | 2022 |
Stochastic analysis of life insurance surplus N Nolde, G Parker Insurance: Mathematics and Economics 56, 1-13, 2014 | 22* | 2014 |
Extreme value analysis for financial risk management N Nolde, C Zhou Annual Review of Statistics and Its Application 8 (1), 217-240, 2021 | 19 | 2021 |
A Bayesian extreme value analysis of debris flows N Nolde, H Joe Water Resources Research 49 (10), 7009-7022, 2013 | 19 | 2013 |
The shape of asymptotic dependence G Balkema, P Embrechts, N Nolde Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov …, 2013 | 18 | 2013 |
Multivariate extremes of generalized skew-normal distributions N Lysenko, P Roy, R Waeber Statistics & probability letters 79 (4), 525-533, 2009 | 17 | 2009 |
Conditional extremes in asymmetric financial markets N Nolde, J Zhang Journal of Business & Economic Statistics 38 (1), 201-213, 2020 | 16 | 2020 |
Probabilistic prediction of rock avalanche runout using a numerical model J Aaron, S McDougall, J Kowalski, A Mitchell, N Nolde Landslides 19 (12), 2853-2869, 2022 | 15 | 2022 |
REJOINDER:" ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION" N Nolde, JF Ziegel The annals of applied statistics 11 (4), 1901-1911, 2017 | 9 | 2017 |
Elicitability and backtesting N Nolde, JF Ziegel arXiv preprint arXiv:1608.05498 v1, 2016 | 7 | 2016 |
Sensitivity of the limit shape of sample clouds from meta densities G Balkema, P Embrechts, N Nolde | 6* | 2012 |
Challenging the standard dike freeboard: Methods to quantify statistical uncertainties in river flood protection N Nolde, M Jakob Canadian Water Resources Journal/Revue canadienne des ressources hydriques …, 2016 | 5 | 2016 |
Asymptotic dependence for homothetic light-tailed densities A Balkema, N Nolde Adv. Appl. Prob 44, 506-527, 2012 | 5 | 2012 |