El Hadji Dème

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Reduced-bias estimator of the ruin probability in infinite time for heavy-tailed distributions with index in the upper half of the unit interval Japanese Journal of Statistics and Data Science	2025-01-22	Paper
Robust estimator of the ruin probability in infinite time for heavy-tailed distributions Statistics	2024-12-05	Paper
A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation Far East Journal of Theoretical Statistics	2024-11-07	Paper
AN IMPROVED ESTIMATOR OF DISTORTION RISK PREMIUMS UNDER DEPENDENCE INSURED RISKS WITH HEAVY-TAILED MARGINALS Far East Journal of Theoretical Statistics	2024-04-18	Paper
Improved estimators of tail index and extreme quantiles under dependence serials Mathematical Methods of Statistics	2023-08-16	Paper
Zero-inflated generalized extreme value regression model for binary response data and application in health study Journal of Statistical Computation and Simulation	2023-04-21	Paper
β-divergence loss for the kernel density estimation with bias reduced Statistical Theory and Related Fields	2023-03-07	Paper
On the extremes of a class of nonstationary processes with heavy tailed innovations Discussiones Mathematicae Probability and Statistics	2022-10-11	Paper
Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval Afrika Statistika	2022-08-04	Paper
Adaptive realized hyperbolic GARCH process: stability and estimation Afrika Statistika	2022-05-11	Paper
Adaptive realized hyperbolic GARCH process: stability and estimation Afrika Statistika	2022-05-11	Paper
ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS Far East Journal of Theoretical Statistics	2022-04-19	Paper
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model Electronic Journal of Statistics	2021-01-19	Paper
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions Dependence Modeling	2020-04-28	Paper
Almost sure representations of the conditional hazard function and its maximum estimation under right-censoring and left-truncation Far East Journal of Theoretical Statistics	2019-12-05	Paper
Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions Mathematical Statistics and Limit Theorems	2015-06-24	Paper
On the estimation of the second order parameter for heavy-tailed distributions	2015-06-12	Paper
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions Insurance Mathematics & Economics	2014-04-04	Paper

Research outcomes over time

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