Poudyal, Chudamani - In: Risks : open access journal 12 (2024) 3, pp. 1-13
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 … Hellinger distance, and optimal bounded influence function, available. This paper introduces a novel robust estimation technique …