Model efficiency and uncertainty in quantile estimation of loss severity distributions
Year of publication: |
2019
|
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Authors: | Brazauskas, Vytaras ; Upretee, Sahadeb |
Subject: | data truncation and censoring | empirical estimator | maximum likelihood | model uncertainty | percentile matching | quantile estimation | Schätztheorie | Estimation theory | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020055 [DOI] hdl:10419/257893 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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