Reduced-bias estimator of the Proportional Hazard Premium...

Insurance: Mathematics and Economics 2013 / 5 Vol. 52; Iss. 3

Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions

Deme, El Hadji, Girard, Stéphane, Guillou, Armelle
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Volume:
52
Language:
english
Pages:
10
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2013.03.010
Date:
May, 2013
File:
PDF, 645 KB
english, 2013
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