Reduced Bias Estimation of the Reinsurance Premium of Loss Distribution

Authors

RASSOUL Abdelaziz, National High School of Hydraulic, AlgeriaFollow

Author Country (or Countries)

Algeria

Abstract

In this paper we propose an asymptotic gaussian reduced bias estimator of the reinsurance premium of loss distribution, our estimator based on the reduced bias of the extreme quantile and index of the heavy-tailed distribution. Moreover, we illustrate the behavior of the proposed estimator and give a analog between this estimator and the classical semiparametric estimator proposed by Necir, et al. (2007).

Suggested Reviewers

N/A

Recommended Citation

Abdelaziz, RASSOUL (2012) "Reduced Bias Estimation of the Reinsurance Premium of Loss Distribution," Journal of Statistics Applications & Probability: Vol. 1: Iss. 2, Article 6.
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol1/iss2/6