The nonparametric estimation of risk premium under variance related premium principle
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Publication:2990499
DOI10.16357/J.CNKI.ISSN1000-5862.2015.04.05zbMATH Open1349.62107MaRDI QIDQ2990499FDOQ2990499
Authors: Limin Wen, Linna Zhang, Mei Zhang, Jing Fang 
Publication date: 10 August 2016
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- scientific article; zbMATH DE number 1833968
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)
Cited In (14)
- Nonparametric estimation of risk measures of collective risks
- Influence functions of empirical nonparametric estimators of net reinsurance premiums
- A non-linear dynamic model of the variance risk premium
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- Statistical inferences of risk premium under the generalized exponential premium theory
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk
- Asymptotic normality of nonparametric estimate for zero-utility premiums
- Erratum to: `Statistical estimate of the proportional hazard premium of loss'
- A nonparametric sequential learning procedure for estimating the pure premium
- Empirical Bayes estimators of risk premium under variance related premium principle
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- On a method for estimation of risk premiums loaded by a fraction of the variance of the risk
- Nonparametric estimation of net premium functionals for different statuses in collective life insurance
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