Djamel Meraghni

Available identifiers

zbMath Open meraghni.djamelMaRDI QIDQ334033

List of research outcomes

Publication	Date of Publication	Type
Extreme value theory based confidence intervals for the parameters of a symmetric L\'evy-stable distribution	2019-04-09	Paper
Tail empirical process and weighted extreme value index estimator for randomly right-censored data	2018-01-02	Paper
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold	2017-05-16	Paper
Kernel estimation of the tail index of a right-truncated Pareto-type distribution	2016-10-31	Paper
Association measures and estimation of copula parameters	2016-07-13	Paper
Tail product-limit process for truncated data with application to extreme value index estimation	2016-06-07	Paper
Statistical estimate of the proportional hazard premium of loss under random censoring	2016-05-11	Paper
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring	2016-03-18	Paper
Kernel estimation of the tail index of a right-truncated Pareto-type distribution	2015-12-23	Paper
Estimating the mean of a heavy-tailed distribution under random censoring	2015-07-11	Paper
On the estimation of the extreme value index for randomly right-truncated data and application	2015-02-27	Paper
Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship	2015-02-13	Paper
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment	2013-05-02	Paper
Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime	2013-03-12	Paper
Distortion risk measures for sums of dependent losses	2012-06-18	Paper
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts	2012-02-10	Paper
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses	2011-12-21	Paper
Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’	2011-11-26	Paper
Estimating L-functionals for heavy-tailed distributions and application	2010-12-01	Paper
POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks	2010-12-01	Paper
Statistical estimate of the proportional hazard premium of loss	2008-06-18	Paper
Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach	2008-03-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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