Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts
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Cited in
(28)- Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions
- Estimator and test for the Schadenparameter in special tariffs in health insurance
- Statistical estimate of the proportional hazard premium of loss
- Premium Calculation for Fat-tailed Risk
- scientific article; zbMATH DE number 6347250 (Why is no real title available?)
- Statistical estimate of the proportional hazard premium of loss under random censoring
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- Estimating of the proportional hazard premium for heavy-tailed claim amounts with the POT method
- Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach
- Methoden der Extremwerttheorie zur Bestimmung eines Einzelschaden-Exzedenten im Krankenversicherungsbereich
- Estimating conditional means with heavy tails
- Weighted allocations, their concomitant-based estimators, and asymptotics
- Estimating L-functionals for heavy-tailed distributions and application
- POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS
- Weighted Pricing Functionals With Applications to Insurance
- Erratum to: `Statistical estimate of the proportional hazard premium of loss'
- Estimating the conditional tail expectation in the case of heavy-tailed losses
- Jackknife empirical likelihood method for some risk measures and related quantities
- Expected utility and catastrophic consumption risk
- Market pricing of longevity-linked securities
- Applying the Proportional Hazard Premium Calculation Principle
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
- Estimation of reinsurance PHT premium for AR(1) process with infinite variance
- 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
- Haezendonck-Goovaerts risk measure with a heavy tailed loss
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