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06/15/2023
Winsorized Robust Credibility Models
The Bühlmann model, a branch of classical credibility theory, has been s...
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04/05/2022
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
When constructing parametric models to predict the cost of future claims...
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02/25/2022
Robust Estimation of Loss Models for Truncated and Censored Severity Data
In this paper, we consider robust estimation of claim severity models in...
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03/02/2021
Robust Estimation of Loss Models for Lognormal Insurance Payment Severity Data
The primary objective of this scholarly work is to develop two estimatio...
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02/19/2021
