N. Beck

Predicting extreme surges from sparse data using a copula‐based hierarchical Bayesian spatial model

C. Genest, M. Mailhot, J. Jalbert, 2019, Environmetrics.

Semi-parametric estimation of multivariate extreme expectiles

Nicholas Beck, Elena Di Bernardino, Mélina Mailhot, 2021, J. Multivar. Anal..

Multivariate Risk Measures and a Consistent Estimator for the Orthant Based Tail Value-at-Risk

N. Beck, 2015 .