Kernel-type estimator of the mean for a heavy tailed distribution

DOI10.4310/SII.2015.V8.N1.A8MaRDI QIDQ1747433zbMATH OpenFDO

Authors Abdelaziz Rassoul

Publication date 8 May 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/SII.2015.V8.N1.A8

zbMATH Keywords

extreme quantilereduced bias

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

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(4)

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• Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions
• Estimating the Mean of Heavy-tailed Distribution under Random Truncation
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