Erratum to: ‘Statistical estimate of the proportional hazard premium of loss’
Abdelhakim Necir,
Brahim Brahimi and
Djamel Meraghni
Scandinavian Actuarial Journal, 2010, vol. 2010, issue 3, 246-247
Abstract:
The asymptotic variance of the risk premium estimator, proposed by Necir et al. (2007), is revised, by using the right asymptotic approximation of the uniform empirical quantile process.
Date: 2010
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/03461238.2010.507927 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:sactxx:v:2010:y:2010:i:3:p:246-247
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/sact20
DOI: 10.1080/03461238.2010.507927
Access Statistics for this article
Scandinavian Actuarial Journal is currently edited by Boualem Djehiche
More articles in Scandinavian Actuarial Journal from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().