dr. (Anna) A.A. Kiriliouk

dr. (Anna) A.A. Kiriliouk
Assistant Professor Erasmus School of Economics Econometrics
Location
Erasmus University Rotterdam
Room
H 11-25
Telephone
Email
kiriliouk@ese.eur.nl

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Profile

      • J. van Loenhout, T. Delbiso, A.A. Kiriliouk, J. Rodriguez-Llanes, J. Segers & D. Guha-Sapir (2018). Heat and emergency room admissions in the Netherlands. BMC Public Health, 18 (1), 1-9.
      • A.A. Kiriliouk, J. Einmahl & J. Johan (2017). A continuous updating weighted least squares estimator of tail dependence in high dimensions. Extremes.
      • J. Einmahl, A.A. Kiriliouk, A. Krajina & J. Segers (2016). An M-estimator of spatial tail dependence. Journal of the Royal Statistical Society: Series B, 78 (1), 275-298.
      • M. Denuit, A.A. Kiriliouk & J. Segers (2015). Max-factor individual risk models with application to credit portfolios. Insurance, 62 (1), 162-172.
      • A.A. Kiriliouk, J. Segers & M. Warchol (2016). Nonparametric estimation of extremal dependence. In Extreme Value Modelling and Risk Analysis: Methods and Applications. New York: CRC Press
  • Assistant Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    Nederland
    Telephone

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam