Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions

A Simple General Approach to Inference About the Tail of a Distribution

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

The Dual Theory of Choice under Risk

Menahem E. Yaari · Econometrica · 1987 · 2.5K citations

Business, Decision Sciences, Economics +11

Premium Calculation by Transforming the Layer Premium Density

Astin Bulletin · 1996 · 731 citations · Full text

Business, Decision Sciences, Insurance +14

Extreme Value Theory: An Introduction

George Michailidis, Stilian Stoev · Technometrics · 2007 · 532 citations

Natural Sciences, Biostatistics, Statistics +10

Estimation of Parameters and Large Quantiles Based on the <i>k</i> Largest Observations

Ishay Weissman · Journal of the American Statistical Association · 1978 · 470 citations

Natural Sciences, Mathematics, Econometrics +16