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

Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (Q2443235)

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Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
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    Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions (English)
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    4 April 2014
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    bias correction
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    extreme values
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    heavy-tailed distribution
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    Proportional Hazard Premium
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    kernel estimators
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