B. Brahimi

Available identifiers

zbMath Open brahimi.brahimMaRDI QIDQ485977

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5885050	2023-03-27	Paper
An optimized feature selection technique based on bivariate copulas ``GBCFS	2023-03-07	Paper
On copula moment: empirical likelihood based estimation method	2022-08-11	Paper
Robust estimator of conditional tail expectation of Pareto-type distribution	2021-01-28	Paper
Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation	2019-08-27	Paper
Tail empirical process and weighted extreme value index estimator for randomly right-censored data	2018-01-02	Paper
A semiparametric estimation of copula models based on the method of moments	2017-06-29	Paper
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold	2017-05-16	Paper
Optimal number of upper order statistics used in estimation for the coefficient of tail dependence	2017-05-16	Paper
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime	2016-12-13	Paper
Robust estimator of distortion risk premiums for heavy-tailed losses	2016-05-11	Paper
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring	2016-03-18	Paper
Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models	2015-07-20	Paper
Nelson-Aalen tail product-limit process and extreme value index estimation under random censorship	2015-02-13	Paper
On robust tail index estimation under random censorship	2015-01-14	Paper
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment	2013-05-02	Paper
A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method	2013-03-12	Paper
Bias-reduced estimation of Wang's two-sided deviation risk measure under Lévy-stable regime	2013-03-12	Paper
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses	2013-03-12	Paper
Distortion risk measures for sums of dependent losses	2012-06-18	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

Research outcomes over time

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