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Vytaras Brazauskas · Study

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Vytaras Brazauskas

8 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0003-2161-053X

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i108

Citations476

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Most cited in this library

Estimating conditional tail expectation with actuarial applications in view2008 · 108 citations
Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution2000 · 82 citations
Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data2003 · 56 citations
Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims2015 · 53 citations
Robust fitting of claim severity distributions and the method of trimmed moments2008 · 52 citations

Works

8 shown

Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims

North American Actuarial Journal·2015·2 authors·Open access

53citations

Folded and log-folded-tdistributions as models for insurance loss data

Scandinavian Actuarial Journal·2010·2 authors

38citations

Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view

Insurance Mathematics and Economics·2009·2 authors·Open access

37citations

Robust fitting of claim severity distributions and the method of trimmed moments

Journal of Statistical Planning and Inference·2008·3 authors·Open access

52citations

Estimating conditional tail expectation with actuarial applications in view

Journal of Statistical Planning and Inference·2008·4 authors

108citations

Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data

Astin Bulletin·2003·2 authors·Open access

56citations

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

North American Actuarial Journal·2000·2 authors

82citations

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

Extremes·2000·2 authors

50citations