A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation
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Publication:6634305
DOI10.17654/0972086324012MaRDI QIDQ6634305
Publication date: 7 November 2024
Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17)
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