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Browsing by Author Abdelhakim Necir

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Showing results 1 to 11 of 11
Issue DateTitleAuthor(s)
2013-04-11Actuarial and Financial Risks: Models, Statistical Inference, and Case StudiesRicardas Zitikis; Edward Furman; Abdelhakim Necir; Johanna Nešlehová; Madan L. Puri
2013-04-11Bias-corrected estimation in distortion risk premiums for heavy-tailed lossesBrahim Brahimi; Fatima Meddi; Abdelhakim Necir
2013-04-11Bias-reduced estimation of Wang's two-sided deviation risk measure under Levy-stable regimeBrahim Brahimi; Djamel Meraghni; Abdelhakim Necir; Sonia Touba
2013-04-11A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second momentBrahim Brahimi; Djamel Meraghni; Abdelhakim Necir; Djabrane Yahia
2014-04-11Estimating Functionals for Heavy-Tailed Distributions and ApplicationAbdelhakim Necir; Djamel Meraghni
2014-04-11Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed LossesAbdelhakim Necir; Abdelaziz Rassoul; Ričardas Zitikis
2014-04-11POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risksAbdelhakim Necir; Abdelaziz Rassoul; Djamel Meraghni
2014-04-11A semiparametric estimation of copula models based on the method of momentsBrahim Brahimi; Abdelhakim Necir
2014-04-11A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments methodFateh Benatia; Brahim Brahimi; Abdelhakim Necir
2014-04-11Statistical Estimation of Actuarial Risk Measures for Heavy-Tailed Claim AmountsAbdelhakim Necir
2014-04-18Statistical Inférence for Distortion Risk MeasuresAbdelhakim Necir
Showing results 1 to 11 of 11