Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions

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<dc:creator>Benkhelifa, Lazhar</dc:creator>
<dc:date>2014-11-03</dc:date>
<dc:description xml:lang="es">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.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/150777.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014 </dc:relation>
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