Title:

Edgeworth Expansion for an Estimator of the Adjustment Coefficient

Authors:

Margarida Brito (U Porto)
Ana Cristina Moreira Freitas (U Porto)

Journal:

Insurance: Mathematics and Economics

Year:

2008

Volume:

43

Pages:

203-208

JEL code:

C46 - Econometric and Statistical Methods: Specific Distributions