Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
type: Item
instance of: scholarly article
title: Bias-corrected estimation in distortion risk premiums for heavy-tailed losses
zbMATH Open document ID: 1258.91095
author: B. Brahimi
author: Fatima Meddi
author: A. Necir
published in: Afrika Statistika
publication date: 2013-03-12T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.as/1359744270
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 6143376
zbMATH Keywords: bias reduction
zbMATH Keywords: high quantiles
zbMATH Keywords: Hill estimator
zbMATH Keywords: Lévy-stable distribution
zbMATH Keywords: L-statistics
zbMATH Keywords: order statistics
zbMATH Keywords: second order regular variation
zbMATH Keywords: tail index
zbMATH Keywords: risk measure
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 6143376