Quantile and Log-Quantile Least Squares for Robust-Efficient Fitting and Validation of Log-Location-Scale Loss Models

Mohammed Adjieteh, Vytaras Brazauskas

\begin{quote} {\bf\em Abstract\/}. ~A variety of models for insurance and other types of losses are special cases of the {\em log-location-scale\/} family, with the lognormal and P…