3 citations · 9 across the 20 of their papers we have counts for
3 papers · 2 filters
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold
Nawel Haouas, Abdelhakim Necir, Djamel Meraghni +1
By means of a Lynden-Bell integral with deterministic threshold, Worms and Worms [A Lynden-Bell integral estimator for extremes of randomly truncated data. Statist. Probab. Lett. 2…
Estimating the second-order parameter of regular variation and bias reduction in tail index estimation under random truncation
Nawel Haouas, Abdelhakim Necir, Brahim Brahimi
In this paper, we propose an estimator of the second-order parameter of randomly right-truncated Pareto-type distributions data and establish its consistency and asymptotic normali…
Statistical estimate of the proportional hazard premium of loss under random censoring
Louiza Soltane, Djamel Meraghni, Abdelhakim Necir
Many insurance premium principles are defined and various estimation procedures introduced in the literature. In this paper, we focus on the estimation of the excess-of-loss reinsu…