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, therefore, becomes a statistical inferential problem,...
