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Results 1-5 of 5 (Search time: 0.004 seconds).
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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
18-Apr-2014
Frequency analysis of annual maximum suspended sediment concentrations in Abiod wadi, Biskra (Algeria)
Benkhaled, A
;
Higgins, H
;
Chebana, F
;
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
Benkhaled, A
1
Chebana, F
1
Fateh Chebana
1
Higgins, H
1
Zitikis Ricardas
Subject
2
Risk measure
1
Archimedean copulas
1
Brownian bridges; Extreme value i...
1
Coherence
1
Conditional tail expectation
1
Copulas
1
Dependence
1
Dependence structure
1
Distortion function
1
Distortion risk measure
.
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Date issued
1
2014
4
2013