Robust estimation of loss models for lognormal insurance payment severity data
Year of publication: |
2021
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Authors: | Poudyal, Chudamani |
Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 51.2021, 2, p. 475-507
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Subject: | Dynamic estimation | insurance payments | lognormal insurance severity | loss models | maximum likelihood estimators | robust estimation | trimmed moments | truncated and censored data | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Momentenmethode | Method of moments | Versicherung | Insurance | Schätzung | Estimation |
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