Estimating the conditional tail expectation in the case of heavy-tailed losses. Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas — 2010 Journal of Probability and Statistics
POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks. Necir, Abdelhakim; Rassoul, Abdelaziz; Meraghni, Djamel — 2010 Journal of Probability and Statistics