Abstract:Abstract. Many insurance premium principles are defined 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.Résumé. Plusieurs principes de calcul de prime d'assurance sont définis et diverses procédures d'estimation sont in… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.