International audienceBayesian estimation of the tail index of a heavy-tailed distribution is addressed when data are randomly right-censored. Maximum a posteriori and mean posterior estimators are constructed for various prior distributions of the tail index and their consistency and asymptotic normality are established. Finite-sample properties of the proposed estimators are investigated via simulations. Tail index estimation requires selecting an appropriate threshold for constructing relative excesses. A Monte Carlo procedure is proposed for tackling this issue. Finally, the proposed estimators are illustrated on a medical dataset