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Author ID: necir.abdelhakim Recent zbMATH articles by "Necir, Abdelhakim"
Published as: Necir, Abdelhakim; Necir, A.; Necir, Abdel Hakim

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 97 times in 63 Documents Cited by Year
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. Zbl 1231.91221
Necir, Abdelhakim; Meraghni, Djamel
14
2009
Statistical estimate of the proportional hazard premium of loss. Zbl 1150.91027
Necir, Abdelhakim; Meraghni, Djamel; Meddi, Fatima
13
2007
Estimating the conditional tail expectation in the case of heavy-tailed losses. Zbl 1200.91142
Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas
12
2010
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring. Zbl 1334.60090
Brahimi, B.; Meraghni, D.; Necir, A.
9
2015
Tail product-limit process for truncated data with application to extreme value index estimation. Zbl 1339.60027
Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim
7
2016
On the asymptotic normality of the extreme value index for right-truncated data. Zbl 1329.60145
Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim
6
2015
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data. Zbl 1326.62085
Ould-Saïd, Elias; Yahia, Djabrane; Necir, Abdelhakim
6
2009
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment. Zbl 1428.62196
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Yahia, Djabrane
5
2013
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Zbl 1229.91155
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas
5
2011
A functional law of the iterated logarithm for kernel-type estimators of the tail index. Zbl 1078.62050
Necir, Abdelhakim
4
2006
A semiparametric estimation of copula models based on the method of moments. Zbl 1365.62114
Brahimi, Brahim; Necir, Abdelhakim
4
2012
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses. Zbl 1258.91095
Brahimi, Brahim; Meddi, Fatima; Necir, Abdelhakim
3
2012
Estimating L-functionals for heavy-tailed distributions and application. Zbl 1200.62050
Necir, Abdelhakim; Meraghni, Djamel
2
2010
Kernel estimation of the tail index of a right-truncated Pareto-type distribution. Zbl 1350.60016
Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim
2
2016
Lois du logarithme itéré pour des combinaisons linéaires des valeurs extrêmes des distributions appartenant au domaine d’attraction de la loi de Gumbel. (Laws of iterated logarithm for linear combinations of extreme order statistics belonging to the domain of attraction of a Gumbel distribution). Zbl 0714.62015
Necir, Abdel Hakim
1
1991
A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance. Zbl 1103.62074
Necir, Abdelhakim
1
2006
Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’. Zbl 1226.91028
Necir, Abdelhakim; Brahimi, Brahim; Meraghni, Djamel
1
2010
Distortion risk measures for sums of dependent losses. Zbl 1241.91061
Brahimi, B.; Meraghni, D.; Necir, A.
1
2010
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold. Zbl 1366.62101
Haouas, Nawel; Necir, Abdelhakim; Meraghni, Djamel; Brahimi, Brahim
1
2017
A Lynden-Bell integral estimator for the tail index of right-truncated data with a random threshold. Zbl 1366.62101
Haouas, Nawel; Necir, Abdelhakim; Meraghni, Djamel; Brahimi, Brahim
1
2017
Tail product-limit process for truncated data with application to extreme value index estimation. Zbl 1339.60027
Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim
7
2016
Kernel estimation of the tail index of a right-truncated Pareto-type distribution. Zbl 1350.60016
Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim
2
2016
Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring. Zbl 1334.60090
Brahimi, B.; Meraghni, D.; Necir, A.
9
2015
On the asymptotic normality of the extreme value index for right-truncated data. Zbl 1329.60145
Benchaira, Souad; Meraghni, Djamel; Necir, Abdelhakim
6
2015
A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment. Zbl 1428.62196
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Yahia, Djabrane
5
2013
A semiparametric estimation of copula models based on the method of moments. Zbl 1365.62114
Brahimi, Brahim; Necir, Abdelhakim
4
2012
Bias-corrected estimation in distortion risk premiums for heavy-tailed losses. Zbl 1258.91095
Brahimi, Brahim; Meddi, Fatima; Necir, Abdelhakim
3
2012
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Zbl 1229.91155
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas
5
2011
Estimating the conditional tail expectation in the case of heavy-tailed losses. Zbl 1200.91142
Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas
12
2010
Estimating L-functionals for heavy-tailed distributions and application. Zbl 1200.62050
Necir, Abdelhakim; Meraghni, Djamel
2
2010
Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’. Zbl 1226.91028
Necir, Abdelhakim; Brahimi, Brahim; Meraghni, Djamel
1
2010
Distortion risk measures for sums of dependent losses. Zbl 1241.91061
Brahimi, B.; Meraghni, D.; Necir, A.
1
2010
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts. Zbl 1231.91221
Necir, Abdelhakim; Meraghni, Djamel
14
2009
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data. Zbl 1326.62085
Ould-Saïd, Elias; Yahia, Djabrane; Necir, Abdelhakim
6
2009
Statistical estimate of the proportional hazard premium of loss. Zbl 1150.91027
Necir, Abdelhakim; Meraghni, Djamel; Meddi, Fatima
13
2007
A functional law of the iterated logarithm for kernel-type estimators of the tail index. Zbl 1078.62050
Necir, Abdelhakim
4
2006
A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance. Zbl 1103.62074
Necir, Abdelhakim
1
2006
Lois du logarithme itéré pour des combinaisons linéaires des valeurs extrêmes des distributions appartenant au domaine d’attraction de la loi de Gumbel. (Laws of iterated logarithm for linear combinations of extreme order statistics belonging to the domain of attraction of a Gumbel distribution). Zbl 0714.62015
Necir, Abdel Hakim
1
1991
all top 5

Cited by 87 Authors

14 Necir, Abdelhakim
9 Meraghni, Djamel
8 Zitikis, Ričardas
7 Brahimi, Brahim
5 Worms, Julien
5 Worms, Rym
3 Dupuy, Jean-François
3 Girard, Stéphane
3 Greselin, Francesca
3 Liang, Hanying
3 Pasquazzi, Leo
3 Peng, Liang
3 Rassoul, Abdelaziz
2 Beirlant, Jan
2 Benchaira, Souad
2 Benkhelifa, Lazhar
2 Brahim, Brahimi
2 Davis, Richard A.
2 Deme, El Hadji
2 Diop, Aliou
2 Gribkova, Nadezhda Viktorovna
2 Ndao, Pathé
2 Samorodnitsky, Gennady Pinkhosovich
2 Stupfler, Gilles
1 Abdelli, Jihane
1 Adjoudj, Latifa
1 Allaya, Mouhamad Mounirou
1 Ameraoui, Abdelkader
1 Anderson, Edward James
1 Baek, Jong-Il
1 Benatia, Fatah
1 Boukhetala, Kamal
1 Chebana, Fateh
1 Chesneau, Christophe
1 Dabye, Ali Souleyman
1 de Uña-Álvarez, Jacobo
1 Deme, Siradhi
1 Dhaker, Hamza
1 Djabrane, Yahia
1 El Methni, Jonathan
1 Fatah, Benatia
1 Fateh, Benatia
1 Furman, Edward
1 Gardes, Laurent
1 Goovaerts, Marc J.
1 Guillou, Armelle
1 Haouas, Nawel
1 Hudecová, Šárka
1 Ikefuji, Masako
1 Khanssa, Ben Dahmane
1 Laeven, Roger J. A.
1 Lala Bouali, Dalal
1 Li, Deli
1 Li, Jackie Ji
1 Li, Jia-Yue
1 Li, Ming
1 Linders, Daniël
1 Louhichi, Sana
1 Magnus, Jan R.
1 Maribe, Gaonyalelwe
1 Meddi, Fatima
1 Miao, Tianxuan
1 Muris, Chris
1 Neumeyer, Natalie
1 Omelka, Marek
1 Ouadjed, Hakim
1 Ould-Saïd, Elias
1 Payandeh Najafabadi, Amir T.
1 Qazvini, Marjan
1 Qi, Yongcheng
1 Tang, Sixian
1 Tank, Fatih
1 Tatachak, Abdelkader
1 Van Weert, Koen
1 Verster, Andréhette
1 Vîlcu, Alina Daniela
1 Vîlcu, Gabriel Eduard
1 Walter, Clément
1 Wang, Ruodu
1 Wang, Xing
1 Xu, Hui
1 Xu, Huifu
1 Yahia, Djabrane
1 Yang, Jingping
1 Yao, Qiwei
1 Zhang, Dali
1 Zou, Jingjing

Citations by Year