Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions |
scientific article |
Statements
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (English)
0 references
4 April 2014
0 references
bias correction
0 references
extreme values
0 references
heavy-tailed distribution
0 references
Proportional Hazard Premium
0 references
kernel estimators
0 references