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Results 1-10 of 10 (Search time: 0.002 seconds).
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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-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
11-Apr-2013
Actuarial and Financial Risks: Models, Statistical Inference, and Case Studies
Ricardas Zitikis
;
Edward Furman
;
Abdelhakim Necir
;
Johanna Nešlehová
;
Madan L. Puri
11-Apr-2014
A semiparametric estimation of copula models based on the method of moments
Brahim Brahimi
;
Abdelhakim Necir
11-Apr-2014
A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method
Fateh Benatia
;
Brahim Brahimi
;
Abdelhakim Necir
11-Apr-2014
Statistical Estimation of Actuarial Risk Measures for Heavy-Tailed Claim Amounts
Abdelhakim Necir
11-Apr-2014
Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses
Abdelhakim Necir
;
Abdelaziz Rassoul
;
Ričardas Zitikis
11-Apr-2014
POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks
Abdelhakim Necir
;
Abdelaziz Rassoul
;
Djamel Meraghni
11-Apr-2014
Estimating Functionals for Heavy-Tailed Distributions and Application
Abdelhakim Necir
;
Djamel Meraghni
Discover
Author
5
Brahim Brahimi
4
Djamel Meraghni
2
Abdelaziz Rassoul
1
Djabrane Yahia
1
Edward Furman
1
Fateh Benatia
1
Fatima Meddi
1
Johanna Nešlehová
1
Madan L. Puri
1
Ricardas Zitikis
.
next >
Subject
3
Bias reduction
3
Hill estimator
2
High quantiles
2
L-statistics
2
Order statistics
2
Risk Measure
2
Tail index
1
Archimedean copulas
1
Asymptotic distribution
1
Concordance measures
.
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Date issued
6
2014
4
2013