Pages that link to "Item:Q3505339"
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The following pages link to Statistical estimate of the proportional hazard premium of loss (Q3505339):
Displaying 14 items.
- Estimating the conditional tail expectation in the case of heavy-tailed losses (Q609705) (← links)
- Estimating L-functionals for heavy-tailed distributions and application (Q609711) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Robust estimator of conditional tail expectation of Pareto-type distribution (Q2223161) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606) (← links)
- Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’ (Q3103207) (← links)
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data (Q6581638) (← links)
