V. Brazauskas

发表

Estimating conditional tail expectation with actuarial applications in view

Vytaras Brazauskas, Bruce L. Jones, Ričardas Zitikis, 2008 .

Robust-Efficient Fitting of Mixed Linear Models: Methodology and Theory

Vytaras Brazauskas, Harald Dornheim, V. Brazauskas, 2010 .

Smoothed Quantiles for Measuring Discrete Risks

Vytaras Brazauskas, Ponmalar Ratnam, V. Brazauskas, 2022, North American Actuarial Journal.

A virtual climate library of surface temperature over North America for 1979–2015

Vytaras Brazauskas, Sergey Kravtsov, Paul Roebber, 2017, Scientific data.

Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution

R. Serfling, Vytaras Brazauskas, V. Brazauskas, 2000 .

Authors’ Reply to ‘Letter to the Editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’

A. Kleefeld, V. Brazauskas, 2014 .

Folded and log-folded-t distributions as models for insurance loss data

A. Kleefeld, V. Brazauskas, 2009 .

MODEL SELECTION AND AVERAGING OF HEALTH COSTS IN EPISODE TREATMENT GROUPS

Shujuan Huang, Brian M. Hartman, Vytaras Brazauskas, 2015, ASTIN Bulletin.

Ordering Gini Indexes of Multivariate Elliptical Risks

Vytaras Brazauskas, Wei Wei, Ranadeera Gamage Madhuka Samanthi, 2016 .

Fisher information matrix for the Feller–Pareto distribution

V. Brazauskas, 2002 .

Comparing the riskiness of dependent portfolios via nested L-statistics

Wei Wei, Ranadeera Gamage Madhuka Samanthi, V. Brazauskas, 2015, Annals of Actuarial Science.

Nested L-statistics and their use in comparing the riskiness of portfolios

M. Puri, Vytaras Brazauskas, R. Zitikis, 2007 .

A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions

Andreas Kleefeld, Vytaras Brazauskas, Vytaras Brazauskas, 2012, European Journal of Applied Mathematics.

Influence functions of empirical nonparametric estimators of net reinsurance premiums

V. Brazauskas, 2003 .

Robust-Efficient Credibility Models with Heavy-Tailed Claims: A Mixed Linear Models Perspective

Vytaras Brazauskas, Harald Dornheim, V. Brazauskas, 2010 .

Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators

J. Ghorai, V. Brazauskas, 2007 .

Measuring Income Inequality via Percentile Relativities

R. Zitikis, F. Greselin, V. Brazauskas, 2023, SSRN Electronic Journal.

Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions

Qiang Zhao, Chudamani Poudyal, V. Brazauskas, 2022, SSRN Electronic Journal.

Robust and Efficient Fitting of the Generalized Pareto Distribution with Actuarial Applications in View

Andreas Kleefeld, Vytaras Brazauskas, A. Kleefeld, 2009 .

Finite-sample performance of the T- and W-estimators for the Pareto tail index under data truncation and censoring

Vytaras Brazauskas, Chudamani Poudyal, V. Brazauskas, 2022, Journal of Statistical Computation and Simulation.

Robust Estimation of Tail Parameters for Two-Parameter Pareto and Exponential Models via Generalized Quantile Statistics

Vytaras Brazauskas, Robert Serfling, R. Serfling, 2000 .

Model Efficiency and Uncertainty in Quantile Estimation of Loss Severity Distributions

Sahadeb Upretee, V. Brazauskas, 2019, Risks.