Numerous robust estimators exist as alternatives to the maximum likelihood estimator (MLE) when a completely observed ground-up loss severity sample dataset is available. However, the options for robust alternatives to a MLE become significantly limited when dealing with grouped loss severity...

In this paper, a new improved calibration estimator for the population mean in a stratified sampling was proposed using two auxiliary variables. A simulation study was carried out to evaluate the performance and efficiency of the proposed estimator with respect to three estimators considered in...

It has been shown that, despite being consistent and in some cases efficient, maximum pseudo-likelihood (MPL) estimation for copula models overestimates the level of dependence, especially for small samples with a low level of dependence. This is especially relevant in finance and insurance...

In this paper we have proposed an efficient ratio-type exponential estimator for estimating the population mean of the study variable, by incorporating two auxiliary variables in twophase (double) sampling. The bias and the mean square error of the proposed estimator have been obtained up to the...

Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar in Comput Stat Data Anal 146:106939, 2020; Scand J Stat, 2021,...