Vytaras Brazauskas

Available identifiers

zbMath Open brazauskas.vytarasMaRDI QIDQ226405

List of research outcomes

Publication	Date of Publication	Type
Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases?	2024-02-13	Paper
Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring	2023-09-19	Paper
Smoothed Quantiles for Measuring Discrete Risks	2023-08-01	Paper
Robust and Efficient Fitting of Loss Models	2022-02-11	Paper
Robust and Efficient Methods for Credibility When Claims Are Approximately Gamma-Distributed	2022-01-10	Paper
Small-sample performance of the MTM and MWM estimators for the parameters of log-location-scale families	2020-04-23	Paper
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators	2019-07-12	Paper
Method of trimmed moments for robust fitting of parametric failure time models	2019-07-12	Paper
Quantile estimation and the statistical relative efficiency curve	2019-07-12	Paper
Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims	2019-05-28	Paper
Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’	2018-07-11	Paper
ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS	2018-06-05	Paper
MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS	2018-06-04	Paper
Ordering Gini indexes of multivariate elliptical risks	2016-10-06	Paper
Folded and log-folded-tdistributions as models for insurance loss data	2013-12-13	Paper
A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions	2013-03-13	Paper
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view	2012-02-10	Paper
Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective	2011-08-01	Paper
Robust-efficient fitting of mixed linear models: methodology and theory	2011-01-31	Paper
When inflation causes no increase in claim amounts	2010-12-01	Paper
Robust fitting of claim severity distributions and the method of trimmed moments	2009-04-08	Paper
Estimating conditional tail expectation with actuarial applications in view	2008-09-29	Paper
NestedL-statistics and their use in comparing the riskiness of portfolios	2008-06-18	Paper
Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators	2007-12-19	Paper
Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution	2006-01-13	Paper
Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data	2005-03-30	Paper
Influence functions of empirical nonparametric estimators of net reinsurance premiums	2003-11-16	Paper
Fisher information matrix for the Feller-Pareto distribution	2003-05-07	Paper
Information Matrix for Pareto(IV), Burr, and Related Distributions	2003-03-06	Paper
Small sample performance of robust estimators of tail parameters for pareto and exponential models	2002-07-02	Paper
Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics	2002-01-30	Paper

Research outcomes over time

Doctoral students

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