Pages that link to "Item:Q654807"
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The following pages link to Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807):
Displaying 13 items.
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Bias-corrected estimation in distortion risk premiums for heavy-tailed losses (Q1941213) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime (Q2520441) (← links)
- Estimating of the proportional hazard premium for heavy-tailed claim amounts with the POT method (Q2921624) (← links)
- (Q3463829) (← links)
- Statistical estimate of the proportional hazard premium of loss (Q3505339) (← links)
- Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
- ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS (Q5069508) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- A class of claim distributions: Properties, characterizations and applications to insurance claim data (Q6587720) (← links)
