ROBUST AND EFFICIENT FITTING OF SEVERITY MODELS AND THE METHOD OF WINSORIZED MOMENTS
Sign Up to like & getrecommendations! Published in 2017 at "ASTIN Bulletin"
DOI: 10.1017/asb.2017.30
Abstract: Abstract Continuous parametric distributions are useful tools for modeling and pricing insurance risks, measuring income inequality in economics, investigating reliability of engineering systems, and in many other areas of application. In this paper, we propose… read more here.
Keywords: method winsorized; efficient fitting; robust efficient; winsorized moments ... See more keywords