مقـــــــــالات 2015-2020
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Browsing مقـــــــــالات 2015-2020 by Subject "Kernel estimator"
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Item Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions(Elsevier, 2014) Benkhelifa, LazharIn 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 biasreduced 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.