Benkhelifa, Lazhar Kernel-type estimators for the distortion risk premiums of heavy-tailed distributions. (English) Zbl 1401.62203 Scand. Actuar. J. 2016, No. 3, 262-278 (2016). MSC: 62P05 62G32 62G30 91B30 PDFBibTeX XMLCite \textit{L. Benkhelifa}, Scand. Actuar. J. 2016, No. 3, 262--278 (2016; Zbl 1401.62203) Full Text: DOI
Benkhelifa, Lazhar Kernel-type estimator of the reinsurance premium for heavy-tailed loss distributions. (English) Zbl 1306.91069 Insur. Math. Econ. 59, 65-70 (2014). MSC: 91B30 62G07 62G32 PDFBibTeX XMLCite \textit{L. Benkhelifa}, Insur. Math. Econ. 59, 65--70 (2014; Zbl 1306.91069) Full Text: DOI