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Browsing by Author Abdelhakim Necir

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Showing results 1 to 11 of 11

Issue Date	Title	Author(s)
11-Apr-2013	Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies	Ricardas Zitikis; Edward Furman; Abdelhakim Necir; Johanna Nešlehová; Madan L. Puri
11-Apr-2013	Bias-corrected estimation in distortion risk premiums for heavy-tailed losses	Brahim Brahimi; Fatima Meddi; Abdelhakim Necir
11-Apr-2013	Bias-reduced estimation of Wang's two-sided deviation risk measure under Levy-stable regime	Brahim Brahimi; Djamel Meraghni; Abdelhakim Necir; Sonia Touba
11-Apr-2013	A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment	Brahim Brahimi; Djamel Meraghni; Abdelhakim Necir; Djabrane Yahia
11-Apr-2014	Estimating Functionals for Heavy-Tailed Distributions and Application	Abdelhakim Necir; Djamel Meraghni
11-Apr-2014	Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses	Abdelhakim Necir; Abdelaziz Rassoul; Ričardas Zitikis
11-Apr-2014	POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks	Abdelhakim Necir; Abdelaziz Rassoul; Djamel Meraghni
11-Apr-2014	A semiparametric estimation of copula models based on the method of moments	Brahim Brahimi; Abdelhakim Necir
11-Apr-2014	A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method	Fateh Benatia; Brahim Brahimi; Abdelhakim Necir
11-Apr-2014	Statistical Estimation of Actuarial Risk Measures for Heavy-Tailed Claim Amounts	Abdelhakim Necir
18-Apr-2014	Statistical Inférence for Distortion Risk Measures	Abdelhakim Necir

Showing results 1 to 11 of 11