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On the Limiting Behavior of Estimators of the Adjustment Coefficient in Risk Theory

Abdellah Ould khal, Abdel Hakim El Boustani, Mohammed El Kamli

Abstract



The aim of this paper is to study the consistency and rate of convergence of some estimators of the adjustment coefficient in risk theory, to motivate further the use of their estimators; we will briefly discuss the behavior of sums of extremes, when Q is the exact quantile function defined in the following.

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