Deme, El Hadji; Allaya, Mouhamad M.; Deme, Siradhi; Dhaker, Hamza; Dabye, Ali Souleyman Estimation of risk measures from heavy tailed distributions. (English) Zbl 1499.62375 Far East J. Theor. Stat. 62, No. 1, 35-80 (2021). MSC: 62P05 62G05 62G32 91G70 PDFBibTeX XMLCite \textit{E. H. Deme} et al., Far East J. Theor. Stat. 62, No. 1, 35--80 (2021; Zbl 1499.62375) Full Text: DOI
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions. (English) Zbl 1284.62211 Insur. Math. Econ. 52, No. 3, 550-559 (2013). MSC: 62G05 62G20 91B30 PDFBibTeX XMLCite \textit{E. H. Deme} et al., Insur. Math. Econ. 52, No. 3, 550--559 (2013; Zbl 1284.62211) Full Text: DOI HAL