The nonparametric estimation of risk premium under variance related premium principle (Q2990499)
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scientific article; zbMATH DE number 6612969
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| English | The nonparametric estimation of risk premium under variance related premium principle |
scientific article; zbMATH DE number 6612969 |
Statements
10 August 2016
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variance related premium principle
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nonparametric estimation
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consistency
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confidence interval
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0.9036728143692015
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0.8395034074783325
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0.8273050785064697
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0.8171911239624023
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