Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (Q659092)
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scientific article; zbMATH DE number 6004617
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| English | Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts |
scientific article; zbMATH DE number 6004617 |
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Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts (English)
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10 February 2012
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extreme values
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heavy tails
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Hill estimator
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L-statistics
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risk premium
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0.9060150384902954
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0.8654718399047852
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0.8430423140525818
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0.8138806819915771
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0.8087974786758423
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