Jozef Teugels

Q: What Schools Are Affiliated With Jozef Teugels

Jozef Teugels is affiliated with the following schools: KU Leuven, Purdue University

Jozef Teugels's AcademicInfluence.com Rankings

Jozef Teugels

Mathematics

#4756

World Rank

#6739

Historical Rank

Statistics

#334

World Rank

#398

Historical Rank

mathematics Degrees

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Mathematics

Why Is Jozef Teugels Influential?

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According to Wikipedia, Jozef Lodewijk Maria Teugels, or Jozef L. Teugels, Jef Teugels is a Belgian mathematical statistician and actuary. His main contributions are in extreme value theory, stochastic processes, and reinsurance theory.

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Jozef Teugels's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Statistics of Extremes: Theory and Applications (2004) (979)
The Politics of Large Numbers: a History of Statistical Reasoning (2003) (436)
Regular variation in more general settings (1987) (296)
Practical Analysis of Extreme Values (1996) (278)
Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics (1996) (277)
Lévy processes, polynomials and martingales (1998) (198)
The class of subexponential distributions (1975) (191)
Exponential behavior in the presence of dependence in risk theory (2006) (174)
Ruin estimates under interest force (1995) (169)
Encyclopedia of actuarial science (2004) (138)
Reinsurance: Actuarial and Statistical Aspects (2017) (120)
Some representations of the multivariate Bernoulli and binomial distributions (1990) (107)
On the asymptotic behaviour of the distributions of the busy period and service time in M/G/1 (1980) (101)
Regular Variation by N. H. Bingham (1987) (97)
The mean residual life function at great age: Applications to tail estimation (1995) (64)
The adjustment function in ruin estimates under interest force (1997) (62)
Asymptotic Normality of Hill’s Estimator (1989) (56)
Limit Theorems on Order Statistics (1981) (53)
Markov Chains: Models, Algorithms and Applications (2008) (50)
Estimation of the Extreme Value Index (2016) (49)
Modeling large claims in non-life insurance (1992) (45)
Asymptotic Behaviour of Compound Distributions (1985) (44)
Renewal Theorems When the First or the Second Moment is Infinite (1968) (41)
Extremal properties of shot noise processes (1989) (40)
Limit theorems for extremes with random sample size (1998) (39)
Reinsurance of large claims (2006) (33)
Statistics of Multivariate Extremes (2005) (33)
On a gamma series expansion for the time-dependent probability of collective ruin (2001) (32)
The exponential rate of convergence of the distribution of the maximum of a random walk (1975) (31)
Harmonic renewal measures (1982) (31)
Asymptotics of the sample coefficient of variation and the sample dispersion (2010) (28)
Harmonic renewal measures and bivariate domains of attraction in fluctuation theory (1982) (27)
Change point analysis of extreme values (2010) (26)
Convergence rates for M/G/1 queues and ruin problems with heavy tails (1996) (26)
DUALITY FOR REGULARLY VARYING FUNCTIONS (1975) (26)
Limit theorems for mixed max–sum processes with renewal stopping (2004) (26)
A bibliography on semi-Markov processes (1976) (25)
Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results (2002) (25)
Asymptotic analysis of a measure of variation (2007) (24)
Exponential ergodicity in Markov renewal processes (1968) (20)
Limit distributions for compounded sums of extreme order statistics (1992) (20)
Extremes in Non-Life Insurance (1994) (19)
Regular Variation of Markov Renewal Functions (1970) (18)
EXTREME VALUES IN INSURANCE MATHEMATICS (1984) (15)
Exponential Ergodicity of the $M/G/1$ Queue (1969) (15)
Approximations for stop-loss premiums (1987) (14)
Reinsurance actuarial aspects (2003) (14)
Cramer-type estimates for the probability of ruin (1973) (14)
The structure distribution in a mixed Poisson process (1996) (13)
Generalized graphical models for discrete data (1998) (13)
The abscissa of convergence of the Laplace transform (1992) (12)
Approximation and estimation of some compound distributions (1985) (12)
Piecewise Deterministic Markov Processes (2008) (10)
On the rate of convergence of the maximum of a compound Poisson process (1979) (10)
Multivariate Extreme Value Theory (2005) (9)
Regular variation: Bounded variation (1987) (7)
Asymptotic analysis of measures of variation (2004) (7)
A stop-loss experience rating scheme for fleets of cars (1991) (7)
Algebraic Descriptions of Nominal Multivariate Discrete Data (1998) (7)
Extreme value theory and its potential role in chemometrics: An introduction (1996) (7)
ON THE RATE OF CONVERGENCE IN RENEWAL AND MARKOV RENEWAL PROCESSES (1967) (6)
Some Thoughts on Extreme Values (1998) (6)
Mercerian and Tauberian theorems for differences (1980) (6)
Innovation methods, algorithms, and software for analysis of reinsurance contracts (2006) (5)
WILEY SERIES IN PROBABILITY AND STATISTICS (2005) (5)
The exponential rate of convergence of the distribution of the maximum of a random walk. Part II (1976) (4)
Exponential ergodicity in derived Markov chains (1968) (4)
Second order asymptotic behaviour of the zeros of orthogonal polynomials (1987) (4)
Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures (2005) (3)
Limit theorems for Pareto-type distributions (1985) (3)
Probabilistic Proofs of Some Real Inversion Formulas (1990) (3)
Risk measures for a combination of quota-share and drop down excess-of-loss reinsurance treaties (2004) (3)
An example on geometric ergodicity of a finite Markov chain (1972) (3)
On Successive Record Values in a Sequence of Independent Identically Distributed Random Variables (1984) (3)
A combinatorial identity for a problem in asymptotic statistics (2009) (3)
The Largest Claims Treaty ECOMOR (2006) (3)
On excess-of-loss reinsurance (2006) (3)
On the asymptotic behaviour of the busy-period distribution in M/G/1 queues (1980) (3)
A Note on Poisson-Subordination (1972) (2)
Continuous‐Time Markov Models (2008) (2)
Regular speed of convergence for the maximum of a random wald (1975) (2)
Renewal Processes and Random Walks (2008) (2)
On a semi-Markov generalization of the random walk (1973) (2)
Stochastic modelling and analysis: A computational approach,: Henk C. Thijms, Wiley Series in Probability and Mathematical Statistics (Wiley, New York, 1986) pp. xii + 418, [UK pound]19.95 (1987) (2)
On Markov success chains (1974) (1)
Bivariate Extreme Value Distribution (2014) (1)
Wiley Series in Probability and Statistics Established by Walter A. Shewhart and Samuel S. Wilks (2008) (1)
Statistical Analysis of Catastrophic Events (2004) (1)
Concepts from Insurance and Finance (2008) (1)
A Second bibliography on semi-Markov processes (1986) (1)
Extremes of Stationary Time Series (2005) (1)
The Probabilistic Side of Extreme Value Theory (2005) (1)
A stop-loss experience rating scheme for fleets of cars, Part II (1993) (1)
The Subexponential Class of Probability Distributions (1975) (1)
Gompertz, Benjamin (1779-1865)† (2006) (1)
Conditional independencies in nominal categorical data analysis (1993) (0)
Statistics for Claim Sizes (2017) (0)
Subordination of stationary processes (1988) (0)
Models for Claim Counts (2017) (0)
Away from the Maximum (2005) (0)
Book Reviews (2000) (0)
Lidstone, George James (1870-1952)† (2006) (0)
Tail Estimation under Pareto‐Type Models (2005) (0)
Applications of Extreme Statistics in Science, Engineering, and Economics (2015) (0)
Applications of Extreme Statistics in Science and Engineering (2014) (0)
Redington, Frank Mitchell (1906–1984) (2006) (0)
Beard, Robert Eric (1911–1983) (2006) (0)
Models for Claim Sizes (2017) (0)
Dodson, James (1710–1757) (2006) (0)
Real Inversion Formulas for Laplace and Stieltjes Transforms. (1985) (0)
Simultaneous Success-Run Chains (1970) (0)
Regular variation: Further Karamata Theory (1987) (0)
2 Number of Reinsured Claims 2 . 1 General Properties (2007) (0)
Applications to probability theory (1987) (0)
Preface to the paperback edition (1987) (0)
Regular variation in renewal and Markov renewal theory (1973) (0)
Applications to Analytic Number Theory (1987) (0)
Regular variation: Abelian and Tauberian Theorems (1987) (0)
Graunt, John (1620–1674) (2006) (0)
GENERAL SOLIDARITY THEOREMS FOR (1972) (0)
A survey of regular variation in probability theory (1976) (0)
Martingale Techniques II (2008) (0)
Huygens, Christiaan and Lodewijck (1629‐1695) (2014) (0)
Total Claim Amount (2017) (0)
Calculating the de Bruijn conjugate (1987) (0)
Reinsurance Forms and their Properties (2017) (0)
Risk Analysis, Extremes in (2008) (0)
Choice of Reinsurance (2017) (0)
Applications to complex analysis (1987) (0)
On the approach to the limit of successive maxima of partial sums (1975) (0)
General solidarity theorems for semi-Markov processes (1972) (0)
Estimating the stationary distribution in a GI/M/1-queue (1994) (0)
Premiums and Ordering of Risks (2008) (0)
Price, Richard (1723‐1791) (2014) (0)
Tail Estimation for All Domains of Attraction (2005) (0)
Halley, Edmond (1656–1742) (2006) (0)
Bayesian Methodology in Extreme Value Statistics (2005) (0)
Why Extreme Value Theory (2005) (0)
Distributions of Aggregate Claim Amount (2008) (0)
Appendix: Distribution Tables (2008) (0)

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What Schools Are Affiliated With Jozef Teugels?

Jozef Teugels is affiliated with the following schools: