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Issue Date
Title
Author(s)
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
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
Brahim Brahimi
;
Fatima Meddi
;
Abdelhakim Necir
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Author
1
Djamel Meraghni
1
Fatima Meddi
1
Sonia Touba
Subject
2
Bias reduction
2
Risk Measure
1
Lévy-stable distribution
1
Second order regular variation
1
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