Concepedia

Brahim Brahimi

BB

4

Publications

75

Citations

4

H-Index

2011

Active since

Affiliations

University of Biskra(Current)

Brahim Brahimi is an author at University of Biskra specializing in statistics, business, and tail risk.

Top concepts

BusinessStatisticsCopulasFinanceTail RiskEngineeringEconometricsRisk ManagementMultivariate AnalysisEconomics

Publications per year

2011–2017

4

Publications

4

A semiparametric estimation of copula models based on the method of moments

Brahim Brahimi, Abdelhakim Necir · Statistical Methodology · 2011 · 23 citations

Density Estimation, Engineering, Multivariate Analysis +11

Copula representation of bivariate<i>L</i>-moments: a new estimation method for multiparameter two-dimensional copula models

Brahim Brahimi, Fateh Chebana, Abdelhakim Necir · Statistics · 2014 · 20 citations

Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses

Brahim Brahimi, Djamel Meraghni, Abdelhakim Necir et al. · Insurance Mathematics and Economics · 2011 · 17 citations

Economics, Engineering, Distortion Parameter +10

Copula conditional tail expectation for multivariate financial risks

Brahim Brahimi, Fatah Benatia, Djabrane Yahia · Arab Journal of Mathematical Sciences · 2017 · 15 citations · Full text

Empirical Finance, Bivariate Threshold Value, Financial Risk Management +17

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