Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
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Publication:654807
DOI10.1016/J.INSMATHECO.2011.05.001zbMATH Open1229.91155OpenAlexW2021440908MaRDI QIDQ654807FDOQ654807
Authors: B. Brahimi, D. Meraghni, A. Necir, Ričardas Zitikis 
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.05.001
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Cited In (13)
- Statistical estimate of the proportional hazard premium of loss
- A class of claim distributions: Properties, characterizations and applications to insurance claim data
- Estimating of the proportional hazard premium for heavy-tailed claim amounts with the POT method
- Generalized PELVE and applications to risk measures
- Weighted allocations, their concomitant-based estimators, and asymptotics
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS
- Title not available (Why is that?)
- Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas
- On hyperbolic iterated distortions for the adjustment of survival functions
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
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