Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
(One intermediate revision by one other user not shown) | |||
Property / DOI | |||
Property / DOI: 10.1016/j.insmatheco.2009.03.004 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.INSMATHECO.2009.03.004 / rank | |||
Normal rank |
Latest revision as of 00:08, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts |
scientific article |
Statements
Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (English)
0 references
10 February 2012
0 references
extreme values
0 references
heavy tails
0 references
Hill estimator
0 references
L-statistics
0 references
risk premium
0 references
0 references
0 references
0 references
0 references
0 references
0 references