Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
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Publication:6549261
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Cites work
- scientific article; zbMATH DE number 3320125 (Why is no real title available?)
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- Dichotomous unimodal compound models: application to the distribution of insurance losses
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- Estimating the Mean and Variance of Normal Populations from Singly Truncated and Doubly Truncated Samples
- Estimation of parameters of doubly truncated normal distribution from first four sample moments
- Gamma mixture density networks and their application to modelling insurance claim amounts
- Loss models. From data to decisions
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Mixture modeling of data with multiple partial right-censoring levels
- Modeling actuarial data with a composite lognormal-Pareto model
- Modeling loss data using mixtures of distributions
- Modeling severity and measuring tail risk of Norwegian fire claims
- New Measures of Central Tendency and Variability of Continuous Distributions
- New composite models for the Danish fire insurance data
- On composite lognormal-Pareto models
- On estimating the mean and variance of singly truncated normal frequency distributions from the first three sample moments
- On modeling left-truncated loss data using mixtures of distributions
- On the favorable estimation for fitting heavy tailed data
- Robust and efficient fitting of severity models and the method of winsorized moments
- Robust estimation of loss models for lognormal insurance payment severity data
- Robust fitting of claim severity distributions and the method of trimmed moments
- Statistics of Extremes
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution
- Understanding Relationships Using Copulas
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