Robust and efficient fitting of severity models and the method of winsorized moments
By Qian Zhao, Vytaras Brazauskas and Jugal Ghorai
| Year of publication: |
2018
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|---|---|
| Authors: | Zhao, Qian ; Brazauskas, Vytaras ; Ghorai, Jugal |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 1, p. 275-309
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| Subject: | Claim severity | efficiency | insurance layer | robustness | winsorized data | Theorie | Theory | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2017.30 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011875603