Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
Year of publication: |
2011
|
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Authors: | Brahimi, Brahim ; Meraghni, Djamel ; Necir, Abdelhakim ; Zitikis, Ričardas |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 325-334
|
Subject: | Schätztheorie | Estimation theory | Risikoprämie | Risk premium |
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