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文章基本信息

  • 标题:Statistical estimate of the proportional hazard premium of loss under random censoring
  • 本地全文:下载
  • 作者:Louiza Soltane ; Djamel Meraghni ; Abdelhakim Necir
  • 期刊名称:Afrika Statistika
  • 印刷版ISSN:0825-0305
  • 出版年度:2016
  • 卷号:11
  • 期号:1
  • 页码:883-899
  • DOI:10.4314/afst.v11i1.
  • 出版社:African Journals Online
  • 摘要:

    Many insurance premium principles are dened and various estimation procedures introduced in the literature. In this paper, we focus on the estimation of the excessof- 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.

  • 关键词:Heavy tails; Hill estimator; Kaplan-Meier estimator; Proportional hazard premium; Random censoring; Reinsurance treaty
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