| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077398 | Insurance: Mathematics and Economics | 2009 | 10 Pages |
Abstract
The asymptotic normality of the sample proportional hazard premium for heavy-tailed claim amounts with infinite variance cannot be obtained by classical results for L-statistics. In this paper, we propose an alternative estimator for this class of premiums and we establish its asymptotic normality.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Abdelhakim Necir, Djamel Meraghni,