Benkhelifa, Lazhar2022-04-282022-04-282014http://hdl.handle.net/123456789/13043In 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.enProportional hazard premiumReinsurance treatyBias reductionKernel estimatorHill estimatorExtreme quantileHeavy tailsArticle