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stat.ME2013★ 1 cited
A supermartingale argument for characterizing the Functional Hill process weak law for small parameters
Gane Samb Lo, Adja Mbarka Fall, Cheikhna Hamallah Ndiaye +1
The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when t…
stat.ME2013
Functional weak laws for the weighted mean losses or gains and applications
Gane Samb Lo, Serigne Touba Sall, Pape Djiby Mergane
We show in this paper that many risk measures arising in Actuarial Sciences, Finance, Medicine, Welfare analysis, etc. are garthered in classes of Weighted Mean Loss or Gain (WMLG)…