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- W4299421562 abstract "Many insurance premium principles are defined and various estimation procedures introduced in the literature. In this paper, we focus on the estimation of the excess-of-loss reinsurance premium when the risks are randomly right-censored. The asymptotic normality of the proposed estimator is established under suitable conditions and its performance evaluated through sets of simulated data." @default.
- W4299421562 created "2022-10-02" @default.
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- W4299421562 date "2016-02-08" @default.
- W4299421562 modified "2023-09-27" @default.
- W4299421562 title "Statistical estimate of the proportional hazard premium of loss under random censoring" @default.
- W4299421562 doi "https://doi.org/10.48550/arxiv.1602.02605" @default.
- W4299421562 hasPublicationYear "2016" @default.
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