1 citations · 3 across the 5 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
stat.ME2022★ 1 cited
Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
Chudamani Poudyal, Qian Zhao, Vytaras Brazauskas
When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate dedu…
stat.ME2022
Robust Estimation of Loss Models for Truncated and Censored Severity Data
Chudamani Poudyal, Vytaras Brazauskas
In this paper, we consider robust estimation of claim severity models in insurance, when data are affected by truncation (due to deductibles), censoring (due to policy limits), and…