Statistical estimate of the proportional hazard premium of loss under   random censoring
  Many insurance premium principles are defined and various estimation procedures introduced in the literature. In this paper, we focus on the estimation of the excess-of-loss reinsurance premium when the risks are randomly right-censored. The asymptotic normality of the proposed estimator is established under suitable conditions and its performance evaluated through sets of simulated data. 
Louiza Soltane, Djamel Meraghni, Abdelhakim Necir
math.ST stat.TH