Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2009.03.004 / rank
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Latest revision as of 00:08, 10 December 2024

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Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
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    Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (English)
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    10 February 2012
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    extreme values
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    heavy tails
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    Hill estimator
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    L-statistics
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    risk premium
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