Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092)
From MaRDI portal
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
