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Vytaras Brazauskas
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Estimating conditional tail expectation with actuarial applications in view
V Brazauskas, BL Jones, ML Puri, R Zitikis
Journal of Statistical Planning and Inference 138 (11), 3590-3604, 2008
1372008
Robust and efficient estimation of the tail index of a single-parameter Pareto distribution
V Brazauskas, R Serfling
North American Actuarial Journal 4 (4), 12-27, 2000
1152000
Favorable estimators for fitting Pareto models: A study using goodness-of-fit measures with actual data
V Brazauskas, R Serfling
ASTIN Bulletin: The Journal of the IAA 33 (2), 365-381, 2003
822003
Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
V Brazauskas, R Serfling
Extremes 3, 231-249, 2000
762000
Robust fitting of claim severity distributions and the method of trimmed moments
V Brazauskas, BL Jones, R Zitikis
Journal of Statistical Planning and Inference 139 (6), 2028-2043, 2009
702009
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
V Brazauskas, A Kleefeld
Insurance: Mathematics and Economics 45 (3), 424-435, 2009
472009
Folded and log-folded-t distributions as models for insurance loss data
V Brazauskas, A Kleefeld
Scandinavian Actuarial Journal 2011 (1), 59-74, 2011
462011
Modeling severity and measuring tail risk of Norwegian fire claims
V Brazauskas, A Kleefeld
North American Actuarial Journal 20 (1), 1-16, 2016
432016
Fisher information matrix for the Feller–Pareto distribution
V Brazauskas
Statistics & Probability Letters 59 (2), 159-167, 2002
412002
Interval estimation of actuarial risk measures
T Kaiser, V Brazauskas
North American Actuarial Journal 10 (4), 249-268, 2006
382006
Small sample performance of robust estimators of tail parameters for Pareto and exponential models
V Brazauskas, R Serfling
Journal of Statistical Computation and Simulation 70 (1), 1-19, 2001
332001
Nested L-statistics and their use in comparing the riskiness of portfolios
V Brazauskas, BL Jones, ML Puri, R Zitikis
Scandinavian Actuarial Journal 2007 (3), 162-179, 2007
272007
Information matrix for Pareto (IV), Burr, and related distributions
V Brazauskas
Communications in Statistics-Theory and Methods 32 (2), 315-325, 2003
252003
Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators
V Brazauskas, J Ghorai
Journal of Statistical Computation and Simulation 77 (8), 663-681, 2007
242007
Robust and efficient fitting of loss models: diagnostic tools and insights
V Brazauskas
North American Actuarial Journal 13 (3), 356-369, 2009
232009
Robust and efficient fitting of severity models and the method of Winsorized moments
Q Zhao, V Brazauskas, J Ghorai
ASTIN Bulletin: The Journal of the IAA 48 (1), 275-309, 2018
212018
" Empirical Estimation of Risk Measures and Related Quantities," Bruce L. Jones and Ricardas Zitikis, October 2003/AUTHORS'REPLY
V Brazauskas, T Kaiser
North American Actuarial Journal 8 (3), 114, 2004
172004
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators
V Brazauskas, BL Jones, R Zitikis
Metron-International Journal of Statistics 65 (2), 175-199, 2007
162007
Robust–efficient credibility models with heavy-tailed claims: A mixed linear models perspective
H Dornheim, V Brazauskas
Insurance: Mathematics and Economics 48 (1), 72-84, 2011
132011
Robust and efficient methods for credibility when claims are approximately gamma-distributed
H Dornheim, V Brazauskas
North American Actuarial Journal 11 (3), 138-158, 2007
132007
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Artiklar 1–20