estimators proposed are consistent and asymptotically normal. In a simulation study, we compare the finite sample performance of … a better finite sample performance both in terms of bias and mean square error. An application to general insurance data …

parameters. Our theory provides finite-sample lower bounds on the coverage probabilities of the confidence intervals under three …

parameters. Our theory provides finite-sample lower bounds on the coverage probabilities of the confidence intervals under three …

confidence intervals for the structural parameters. Our theory provides a finite-sample bound on the difference between the true …