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Issue Date
Title
Author(s)
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-2013
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
Brahim Brahimi
;
Fatima Meddi
;
Abdelhakim Necir
Discover
Author
1
Djabrane Yahia
1
Djamel Meraghni
1
Fatima Meddi
Subject
1
Extreme values
1
Heavy-tailed distributions
1
High quantiles
1
L-statistics
1
Mean
1
Order statistics
1
Peng estimator
1
Regular variation
1
Risk Measure
1
Second order regular variation
.
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