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data truncation and censoring
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empirical estimator
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maximum likelihood
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model uncertainty
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percentile matching
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quantile estimation
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Model efficiency and uncertainty in quantile estimation of loss severity distributions
Brazauskas, Vytaras
;
Upretee, Sahadeb
- In:
Risks
7
(
2019
)
2
,
pp. 1-16
for a few
data
truncation
and
censoring
cases. Additionally, using simulated data we examine how wrong quantile estimates …
Persistent link: https://www.econbiz.de/10013200473
Saved in:
2
Model efficiency and uncertainty in quantile estimation of loss severity distributions
Brazauskas, Vytaras
;
Upretee, Sahadeb
- In:
Risks : open access journal
7
(
2019
)
2/55
,
pp. 1-16
for a few
data
truncation
and
censoring
cases. Additionally, using simulated data we examine how wrong quantile estimates …
Persistent link: https://www.econbiz.de/10012019119
Saved in:
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