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Maud Thomas

  1. Tail index estimation, concentration and adaptivity
    2015/03/17 by Stéphane Boucheron, Maud Thomas, Boucheron, Stéphane +1 · 3 citations
    Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH
  2. Parametric insurance for extreme risks: the challenge of properly covering severe claims
    2023/01/18 by Olivier Lopez, Maud Thomas, Lopez, Olivier +1 · 3 citations
    Economics, Econometrics and Finance · Decision Sciences · Social Sciences · #Insurance and Financial Risk Management #Probability and Risk Models #Insurance, Mortality, Demography, Risk Management
  3. Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks
    2022/09/22 by Stéphane Crépey, Crépey, Stéphane, Lehdili Noureddine +5 · 2 citations
    Computer Science · Economics, Econometrics and Finance · Decision Sciences · #Anomaly Detection Techniques and Applications #Complex Systems and Time Series Analysis #Stock Market Forecasting Methods