Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions

DOI10.1016/j.insmatheco.2013.03.010zbMath1284.62211OpenAlexW1978291527MaRDI QIDQ2443235

Stéphane Girard, Armelle Guillou, El Hadji Dème

Publication date: 4 April 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.010

zbMATH Keywords

kernel estimatorsextreme valuesheavy-tailed distributionbias correctionProportional Hazard Premium

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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