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Influence functions of empirical nonparametric estimators of net reinsurance premiums
Brazauskas, Vytaras - In: Insurance / Mathematics & economics 32 (2003) 1, pp. 115-134
Persistent link: https://www.econbiz.de/10006891299
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Nested L-statistics and their use in comparing the riskiness of portfolios
Brazauskas, Vytaras; Jones, Bruce; Puri, Madan; … - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 3, pp. 162-179
Persistent link: https://www.econbiz.de/10007869811
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Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
Brazauskas, Vytaras; Kleefeld, Andreas - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 424-435
Persistent link: https://www.econbiz.de/10008332284
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Robust–efficient credibility models with heavy-tailed claims: A mixed linear models perspective
Dornheim, Harald; Brazauskas, Vytaras - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 72-85
Persistent link: https://www.econbiz.de/10008768337
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Folded and log-folded-t distributions as models for insurance loss data
Brazauskas, Vytaras; Kleefeld, Andreas - In: Scandinavian actuarial journal : Actuarial Society of … 2011 (2011) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10008846636
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Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
Brazauskas, Vytaras; Kleefeld, Andreas - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 424-436
Persistent link: https://www.econbiz.de/10008890262