Pages that link to "Item:Q2990499"
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The following pages link to The nonparametric estimation of risk premium under variance related premium principle (Q2990499):
Displaying 11 items.
- Nonparametric estimation of risk measures of collective risks (Q254501) (← links)
- Influence functions of empirical nonparametric estimators of net reinsurance premiums (Q1413387) (← links)
- Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- On a method for estimation of risk premiums loaded by a fraction of the variance of the risk (Q2874209) (← links)
- Statistical inferences of risk premium under the generalized exponential premium theory (Q3307487) (← links)
- (Q3609343) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- Empirical Bayes estimators of risk premium under variance related premium principle (Q5383686) (← links)