Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (Q2514606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions |
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Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions (English)
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3 February 2015
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proportional hazard premium
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reinsurance treaty
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bias reduction
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kernel estimator
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Hill estimator
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extreme quantile
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heavy tails
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