Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| 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
