Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts

Insurance: Mathematics and Economics

Volumn 45, Issue 1, 2009, Pages 49-58

  Necir, Abdelhakim ^a   Meraghni, Djamel ^a  

^a UNIVERSITY OF BISKRA   (Algeria)

Author keywords

Extreme values; Heavy tails; Hill estimator; L statistics; Risk premium

Indexed keywords

EID: 67650071002     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.03.004     Document Type: Article

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