Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; … - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 325-334
The distortion parameter reflects the amount of loading in insurance premiums. A specific value of a given premium … determines a value of the distortion parameter, which depends on the underlying loss distribution. Estimating the parameter … important distortion premium, called the proportional-hazard premium, and propose an estimator for its distortion parameter in …
