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Natalia Nolde
Natalia Nolde
Department of Statistics, University of British Columbia
Verified email at stat.ubc.ca - Homepage
Title
Cited by
Cited by
Year
Elicitability and backtesting: Perspectives for banking regulation
N Nolde, JF Ziegel
2612017
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
712009
Two methodologies to calibrate landslide runout models
J Aaron, S McDougall, N Nolde
Landslides 16, 907-920, 2019
612019
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
422020
Asymptotic independence for unimodal densities
G Balkema, N Nolde
Advances in Applied Probability 42 (2), 411-432, 2010
422010
Meta densities and the shape of their sample clouds
AA Balkema, P Embrechts, N Nolde
Journal of Multivariate Analysis 101 (7), 1738-1754, 2010
402010
Geometric interpretation of the residual dependence coefficient
N Nolde
Journal of Multivariate Analysis 123, 85-95, 2014
322014
Linking representations for multivariate extremes via a limit set
N Nolde, JL Wadsworth
Advances in Applied Probability 54 (3), 688-717, 2022
252022
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
192021
A Bayesian extreme value analysis of debris flows
N Nolde, H Joe
Water Resources Research 49 (10), 7009-7022, 2013
192013
The shape of asymptotic dependence
G Balkema, P Embrechts, N Nolde
Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov …, 2013
182013
Multivariate extremes of generalized skew-normal distributions
N Lysenko, P Roy, R Waeber
Statistics & probability letters 79 (4), 525-533, 2009
172009
Conditional extremes in asymmetric financial markets
N Nolde, J Zhang
Journal of Business & Economic Statistics 38 (1), 201-213, 2020
162020
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
152022
REJOINDER:" ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION"
N Nolde, JF Ziegel
The annals of applied statistics 11 (4), 1901-1911, 2017
92017
Elicitability and backtesting
N Nolde, JF Ziegel
arXiv preprint arXiv:1608.05498 v1, 2016
72016
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
52016
Asymptotic dependence for homothetic light-tailed densities
A Balkema, N Nolde
Adv. Appl. Prob 44, 506-527, 2012
52012
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