Kernel type estimator of the reinsurance premium for heavy-tailed loss distributions
Lazhar Benkhelifa
| Year of publication: |
2014
|
|---|---|
| Authors: | Benkhelifa, Lazhar |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 65-70
|
| Subject: | Proportional hazard premium | Reinsurance treaty | Bias reduction | Kernel estimator | Hill estimator | Extreme quantile | Heavy tails | Schätztheorie | Estimation theory | Rückversicherung | Reinsurance | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Systematischer Fehler | Bias | Versicherungsbeitrag | Insurance premium | Nichtparametrisches Verfahren | Nonparametric statistics | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469183