Influence functions of empirical nonparametric estimators of net reinsurance premiums

DOI10.1016/S0167-6687(02)00207-XzbMath1024.62042MaRDI QIDQ1413387

Vytaras Brazauskas

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

robustnessinfluence functionbreakdown pointempirical nonparametricreinsurance premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Related Items (4)

A robust prediction error criterion for pareto modelling of upper tails ⋮ Robust Estimation for Parameters of the Extended Burr Type III Distribution ⋮ Interval Estimation of Actuarial Risk Measures ⋮ Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed

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