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Issue Date
Title
Author(s)
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
Necir Abdelhakim
2
Meraghni Djamel
1
Fateh Chebana
Subject
1
Archimedean copulas
1
Brownian bridges; Extreme value i...
1
Coherence
1
Copulas
1
Dependence
1
Dependence structure
1
Distortion function
1
FGM copulas
1
insurance
1
Multivariate L-moments
.
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