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Charles Tillier |
Selk, L., Marigliano, O. and Tillier, C. (2020). Multivariate Boundary Regression Models. En cours.
Tillier, C. (2020). Extremal properties and risk indicators for dietary risk assessment models with heavy-tailed intakes. En cours.
Dombry, C., Tillier, C. and Wintenberger, O. (2019). Hidden Regular Variations for Point Processes and the single/multiple large point heuristic. En soumission dans AAP.
Clémençon, S., Achab, M., Tillier, C. and Vogel, R. (2019). Weighted Empirical Risk Minimization: Transfer Learning based on Importance Sampling. Accepté dans ICMA et ESAAN (Version courte).
Neumeyer, N., Selk, L. and Tillier, C. (2019). Semi-parametric transformation boundary regression models. AISM. Lien Arxiv
Tillier, C. (2018). Extremal index for a class of heavy-tailed stochastic processes in risk theory. Advanced in Non-parametric Statistics, 3rd ISNPS. Ed Bertail, P., Blanke D., Cornillon, P.A., Matzner-Lober E., Springer.
Bertail P., Ciolek, G. and Tillier C. (2018). Robust estimation for Markov chains with application to PDMPs. Statistical Inference for Piecewise-Deterministic Markov Processes. Azaïs R. et Bouguet, F., Wiley. 135-175.
Tillier C. and Wintenberger, O. (2017). Regular variation of a random length sequence of random variables and application to risk assessment. Extremes. Lien Hal
Bertail, P., Clémençon S. and Tillier C. (2016). Extreme values Statistics for Markov chains with applications to Finance and Insurance. Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications. François Longin, Wiley. 139-170. Lien vers le résumé
Bertail P. and Tillier C. (2015). La modélisation des risques d’exposition aux contaminants alimentaires. Risques, les cahiers de l’assurance. No 96, 56-65. Lien vers l'article
Tillier C. (2014). Théorie de la ruine et risque alimentaire. Publication de la SFDS. SFDS Publication