@inproceedings{girard:hal-03040245, TITLE = {{Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model}}, AUTHOR = {Girard, St{\'e}phane and Ahmad, Aboubacr{\`e}ne Ag and Deme, El Hadji and Diop, Aliou and Usseglio-Carleve, Antoine}, URL = {https://inria.hal.science/hal-03040245}, BOOKTITLE = {{StressTest-2020 - International Workshop on Stress Test and Risk Management}}, ADDRESS = {Paris / Virtual, France}, YEAR = {2020}, MONTH = Nov, HAL_ID = {hal-03040245}, HAL_VERSION = {v1}, }