| Estimating the conditional tail expectation in the case of heavy‐tailed losses A Necir, A Rassoul, R Zitikis Journal of Probability and Statistics 2010 (1), 596839, 2010 | 85 | 2010 |
| Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts A Necir, D Meraghni Insurance: Mathematics and economics 45 (1), 49-58, 2009 | 63 | 2009 |
| Statistical estimate of the proportional hazard premium of loss A Necir, D Meraghni, F Meddi Scandinavian Actuarial Journal 2007 (3), 147-161, 2007 | 51 | 2007 |
| A semiparametric estimation of copula models based on the method of moments B Brahimi, A Necir Statistical Methodology 9 (4), 467-477, 2012 | 34 | 2012 |
| Complete flood frequency analysis in Abiod watershed, Biskra (Algeria) S Benameur, A Benkhaled, D Meraghni, F Chebana, A Necir Natural hazards 86, 519-534, 2017 | 32 | 2017 |
| Estimating L‐Functionals for Heavy‐Tailed Distributions and Application A Necir, D Meraghni Journal of Probability and Statistics 2010 (1), 707146, 2010 | 27 | 2010 |
| Copula representation of bivariate L-moments: a new estimation method for multiparameter two-dimensional copula models B Brahimi, F Chebana, A Necir Statistics 49 (3), 497-521, 2015 | 26 | 2015 |
| Tail product-limit process for truncated data with application to extreme value index estimation S Benchaira, D Meraghni, A Necir Extremes 19 (2), 219-251, 2016 | 23 | 2016 |
| A functional law of the iterated logarithm for kernel-type estimators of the tail index A Necir Journal of statistical planning and inference 136 (3), 780-802, 2006 | 23 | 2006 |
| Frequency analysis of annual maximum suspended sediment concentrations in Abiod wadi, Biskra (Algeria) A Benkhaled, H Higgins, F Chebana, A Necir Hydrological processes 28 (12), 3841-3854, 2014 | 22 | 2014 |
| Estimating the riskadjusted premium for the largest claims reinsurance covers A Necir, K Boukhetala COMPSTAT 2004–Proceedings in Computational Statistics, 1577-1584, 2004 | 22 | 2004 |
| Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses B Brahimi, D Meraghni, A Necir, R Zitikis Insurance: Mathematics and economics 49 (3), 325-334, 2011 | 20 | 2011 |
| A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data E Ould-Saïd, D Yahia, A Necir | 18 | 2009 |
| On the asymptotic normality of the extreme value index for right-truncated data S Benchaira, D Meraghni, A Necir Statistics & Probability Letters 107, 378-384, 2015 | 17 | 2015 |
| Approximations to the tail index estimator of a heavy-tailed distribution under random censoring and application B Brahimi, D Meraghni, A Necir arXiv preprint arXiv:1302.1666, 2015 | 15 | 2015 |
| A bias-reduced estimator for the mean of a heavy-tailed distribution with an infinite second moment B Brahimi, D Meraghni, A Necir, D Yahia Journal of statistical planning and inference 143 (6), 1064-1081, 2013 | 14 | 2013 |
| Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring B Brahimi, D Meraghni, A Necir Mathematical Methods of Statistics 24 (4), 266-279, 2015 | 13 | 2015 |
| On the asymptotic normality of Hill’s estimator of the tail index under random censoring B Brahimi, D Meraghni, A Necir Preprint: arXiv-1302.1666 44, 2013 | 13 | 2013 |
| Kernel estimation of the tail index of a right-truncated Pareto-type distribution S Benchaira, D Meraghni, A Necir Statistics & Probability Letters 119, 186-193, 2016 | 12 | 2016 |
| Estimating the scale parameter of a Lévy-stable distribution via the extreme value approach D Meraghni, A Necir Methodology and Computing in Applied Probability 9, 557-572, 2007 | 11 | 2007 |
