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Issue Date
Title
Author(s)
11-Apr-2013
Coupled Risk Measures and Their Empirical Estimation When Losses Follow Heavy-Tailed Distributions
Necir Abdelhakim
;
Zitikis Ricardas
11-Apr-2013
Copula Representation of Bivariate L-Moments: A New Estimation Method for Multiparameter 2-Dimensional Copula Models
Brahimi Brahim
;
Fateh Chebana
;
Necir Abdelhakim
18-Apr-2013
Asymptotic normality of the adapted Hill estimator to censored data
Brahimi Brahim
;
Meraghni Djamel
;
Necir Abdelhakim
11-Apr-2013
Distortion risk measures for sums of dependent losses
Brahimi Brahim
;
Meraghni Djamel
;
Necir Abdelhakim
Discover
Author
3
Brahimi Brahim
2
Meraghni Djamel
1
Fateh Chebana
1
Zitikis Ricardas
Subject
1
FGM copulas
1
Heavy-tailed distribution
1
insurance
1
Multivariate L-moments
1
Parametric estimation
1
Proportional hazards transform
1
Risk theory
1
Wang transform
1
Weighted risk measure
.
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