Section: ArticlesTitle: Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions / Lazhar BenkhelifaAuthor: Benkhelifa, LazharNotes: Sumario: In this paper, we generalize the classical estimator of the reinsurance premium for heavy-tailed loss distributions with a kernel-type estimator. Since this estimator exhibits a bias, we propose its bias-reduced version by using a least-squares method. The asymptotic normality of the proposed estimators is established under suitable assumptions. A small simulation study is carried out to prove the performance of our approach.Related records: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 Other categories: 6Rights: In Copyright (InC)Referencias externas:
