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Cites work
- A robust prediction error criterion for pareto modelling of upper tails
- Approximation Theorems of Mathematical Statistics
- Efficient and Robust Fitting of Lognormal Distributions
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- scientific article; zbMATH DE number 1082202 (Why is no real title available?)
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- Interval estimation of actuarial risk measures
- On robustness in risk theory
- Robust fitting of claim severity distributions and the method of trimmed moments
Cited in
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- Loss prediction based on run-off triangles
- Loss robustness via Fisher-weighted squared-error loss function
- Weighted allocations, their concomitant-based estimators, and asymptotics
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- scientific article; zbMATH DE number 6500982 (Why is no real title available?)
- A loss function approach to model specification testing and its relative efficiency
- scientific article; zbMATH DE number 1263802 (Why is no real title available?)
- Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
- Robust bootstrap procedures for the chain-ladder method
- Dirichlet process mixture models for insurance loss data
- “Toward a Unified Approach to Fitting Loss Models”, Stuart Klugman and Jacques Rioux, January 2006
- Regression Neural Networks with a Highly Robust Loss Function
- Robust and efficient fitting of severity models and the method of winsorized moments
- Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view
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