Pages that link to "Item:Q659092"
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The following pages link to Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092):
Displaying 14 items.
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- 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)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions (Q4576968) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
