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Khouzeima Moutanabbir
Khouzeima Moutanabbir
African Institute of Financial Markets and Risk Management -AIFMRM- University of Cape Town
Verified email at uct.ac.za
Title
Cited by
Cited by
Year
Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation
H Cossette, MP Côté, E Marceau, K Moutanabbir
Insurance: Mathematics and Economics 52 (3), 560-572, 2013
922013
Risk aggregation and capital allocation using a new generalized Archimedean copula
F Marri, K Moutanabbir
Insurance: Mathematics and Economics 102, 75-90, 2021
232021
Moment-based approximation with mixed Erlang distributions
H Cossette, D Landriault, E Marceau, K Moutanabbir
Variance 10 (1), 166-182, 2017
182017
A note on order statistics in the mixed Erlang case
D Landriault, K Moutanabbir, GE Willmot
Statistics & Probability Letters 106, 13-18, 2015
112015
A new non-parametric estimation of the expected shortfall for dependent financial losses
K Moutanabbir, M Bouaddi
Journal of Statistical Planning and Inference 232, 106151, 2024
8*2024
Systematic extreme potential gain and loss spillover across countries
M Bouaddi, K Moutanabbir
Risk Management 24 (4), 327-366, 2022
72022
Moments of compound renewal sums with dependent risks using mixing exponential models
F Marri, F Adékambi, K Moutanabbir
Risks 6 (3), 86, 2018
62018
A large class of bilateral distributions for financial applications
K Moutanabbir, HP Ezin
Methodology and Computing in Applied Probability 27 (3), 63, 2025
42025
Bivariate Sarmanov phase-type distributions for joint lifetimes modeling
K Moutanabbir, H Abdelrahman
Methodology and Computing in Applied Probability 24 (2), 1093-1118, 2022
42022
Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds
K Moutanabbir, D Noureldin
International Review of Economics & Finance 69, 708-730, 2020
22020
Analysis of the discounted sum of ascending ladder heights
H Cossette, D Landriault, E Marceau, K Moutanabbir
Insurance: Mathematics and Economics 51 (2), 393-401, 2012
22012
Option Pricing Using the Exponential Bilateral Mixed-Erlang Model
K Moutanabbir, HA Donfack, HP Ezin
12023
Rational distorted beliefs investor; which risk matters?
M Bouaddi, K Moutanabbir
Finance Research Letters 51, 103431, 2023
12023
An actuarial climate index for South Africa
C Marais, K Moutanabbir
South African Actuarial Journal 25, 2025
2025
Sovereign Default Risk and Financial Market Returns in Africa
J Dhokotera, J Uwilingiye, K Moutanabbir
African Finance Journal 25 (1), 45-62, 2023
2023
Discounted Compound Sums using Ali-Mikhail-Haq Copula
K Moutanabbir, F Marri
2019
Évaluation et allocation du risque dans le cadre de modèles avancés en actuariat
K Moutanabbir
2013
Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds
D Noureldin, K Moutanabbir
Economic Research Forum Working Papers, 2008
2008
On the moments of the aggregate discounted claims with a general dependence
F Marri, F Adekambi, K Moutanabbir
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Articles 1–19