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Abdelhakim Necir
Abdelhakim Necir
Verifierad e-postadress på univ-biskra.dz
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Estimating the conditional tail expectation in the case of heavy-tailed losses
A Necir, A Rassoul, R Zitikis
Journal of Probability and Statistics 2010, 2010
832010
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
A Necir, D Meraghni
Insurance: Mathematics and economics 45 (1), 49-58, 2009
632009
Statistical estimate of the proportional hazard premium of loss
A Necir, D Meraghni, F Meddi
Scandinavian Actuarial Journal 2007 (3), 147-161, 2007
512007
A semiparametric estimation of copula models based on the method of moments
B Brahimi, A Necir
Statistical Methodology 9 (4), 467-477, 2012
322012
Complete flood frequency analysis in Abiod watershed, Biskra (Algeria)
S Benameur, A Benkhaled, D Meraghni, F Chebana, A Necir
Natural hazards 86, 519-534, 2017
302017
Estimating L-functionals for heavy-tailed distributions and application.
A Necir, D Meraghni
Journal of Probability & Statistics, 2010
272010
Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models
B Brahimi, F Chebana, A Necir
Statistics 49 (3), 497-521, 2015
262015
A functional law of the iterated logarithm for kernel-type estimators of the tail index
A Necir
Journal of statistical planning and inference 136 (3), 780-802, 2006
232006
Estimating the riskadjusted premium for the largest claims reinsurance covers
A Necir, K Boukhetala
COMPSTAT 2004–Proceedings in Computational Statistics, 1577-1584, 2004
232004
Tail product-limit process for truncated data with application to extreme value index estimation
S Benchaira, D Meraghni, A Necir
Extremes 19 (2), 219-251, 2016
222016
Frequency analysis of annual maximum suspended sediment concentrations in Abiod wadi, Biskra (Algeria)
A Benkhaled, H Higgins, F Chebana, A Necir
Hydrological processes 28 (12), 3841-3854, 2014
212014
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
B Brahimi, D Meraghni, A Necir, R Zitikis
Insurance: Mathematics and economics 49 (3), 325-334, 2011
202011
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
E Ould-Saïd, D Yahia, A Necir
182009
On the asymptotic normality of the extreme value index for right-truncated data
S Benchaira, D Meraghni, A Necir
Statistics & Probability Letters 107, 378-384, 2015
162015
Approximations to the tail index estimator of a heavy-tailed distribution under random censoring and application
B Brahimi, D Meraghni, A Necir
arXiv preprint arXiv:1302.1666, 2015
152015
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment
B Brahimi, D Meraghni, A Necir, D Yahia
Journal of statistical planning and inference 143 (6), 1064-1081, 2013
142013
On the asymptotic normality of Hill’s estimator of the tail index under random censoring
B Brahimi, D Meraghni, A Necir
Preprint: arXiv-1302.1666 44, 2013
132013
Kernel estimation of the tail index of a right-truncated Pareto-type distribution
S Benchaira, D Meraghni, A Necir
Statistics & Probability Letters 119, 186-193, 2016
122016
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring
B Brahimi, D Meraghni, A Necir
Mathematical Methods of Statistics 24 (4), 266-279, 2015
112015
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach
D Meraghni, A Necir
Methodology and Computing in Applied Probability 9, 557-572, 2007
112007
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Artiklar 1–20