Skip to content
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Menu
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Menu
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Publication Details
AFRICAN RESEARCH NEXUS
SHINING A SPOTLIGHT ON AFRICAN RESEARCH
decision sciences
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Insurance: Mathematics and Economics, Volume 52, No. 3, Year 2013
Notification
URL copied to clipboard!
Description
Many different premium principles have been proposed in the literature. In this paper, we focus on the Proportional Hazard Premium. Its asymptotic normality has been established in the literature under suitable conditions which are not fulfilled in the case of heavy-tailed distributions. We thus focus on this framework and propose a reduced-bias approach for the classical estimators. A small simulation study is proposed to illustrate the efficiency of our approach. © 2013 Elsevier B.V.
Authors & Co-Authors
Dème, El Hadji
Senegal, Saint-louis
Université Gaston Berger de Saint-louis
Girard, Stéphane
France, Saint-ismier
Inria Rhone-alpes
Guillou, Armelle
France, Strasbourg
Université de Strasbourg
Statistics
Citations: 20
Authors: 3
Affiliations: 3
Identifiers
Doi:
10.1016/j.insmatheco.2013.03.010
ISSN:
01676687
Research Areas
Environmental