Cover Image

Robust Estimation of Loss Models for Lognormal Insurance Payment Severity Data

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Poudyal, Chudamani
Format:	Preprint
Published:	2021
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Robust Estimation of Loss Models for Truncated and Censored Severity Data
by: Poudyal, Chudamani, et al.
Published: (2022)

Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
by: Poudyal, Chudamani, et al.
Published: (2022)

Truncated, Censored, and Actuarial Payment-type Moments for Robust Fitting of a Single-parameter Pareto Distribution
by: Poudyal, Chudamani
Published: (2021)

Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
by: Poudyal, Chudamani
Published: (2024)

On the Asymptotic Normality of Trimmed and Winsorized L-statistics
by: Poudyal, Chudamani
Published: (2024)

Robust and Computationally Efficient Trimmed L-Moments Estimation for Parametric Distributions
by: Poudyal, Chudamani, et al.
Published: (2025)

Credibility Theory Based on Winsorizing
by: Zhao, Qian, et al.
Published: (2023)

$L$-estimation of Claim Severity Models Weighted by Kumaraswamy Density
by: Poudyal, Chudamani, et al.
Published: (2024)

Evaluating Parameter Uncertainty in the Poisson Lognormal Model with Corrected Variational Estimators
by: Batardière, Bastien, et al.
Published: (2024)

Interval Estimation of Coefficients in Penalized Regression Models of Insurance Data
by: Manna, Alokesh, et al.
Published: (2024)

Zero-inflation in the Multivariate Poisson Lognormal Family
by: Batardière, Bastien, et al.
Published: (2024)

Dispersion Modeling in Zero-inflated Tweedie Models with Applications to Insurance Claim Data Analysis
by: Gu, Yuwen
Published: (2024)

Generalized Estimating Equations for Hearing Loss Data with Specified Correlation Structures
by: Wei, Zhuoran, et al.
Published: (2023)

Time-to-Event Estimation with Unreliably Reported Events in Medicare Health Plan Payment
by: Enache, Oana M., et al.
Published: (2026)

Parametric MMD Estimation with Missing Values: Robustness to Missingness and Data Model Misspecification
by: Chérief-Abdellatif, Badr-Eddine, et al.
Published: (2025)

State-Space Representation of INGARCH Models and Their Application in Insurance
by: Ahn, Jae Youn, et al.
Published: (2025)

Modeling Insurance Claims using Bayesian Nonparametric Regression
by: Abadi, Mostafa Shams Esfand, et al.
Published: (2023)

On Doubly Robust Estimation with Nonignorable Missing Data Using Instrumental Variables
by: Sun, Baoluo, et al.
Published: (2023)

Causal Inference for Network Autoregression Model: A Targeted Minimum Loss Estimation Approach
by: Wu, Yong, et al.
Published: (2025)

Robust Estimation for Dependent Binary Network Data
by: Liu, Tianyu, et al.
Published: (2025)

Robust Estimation and Inference for Categorical Data
by: Welz, Max
Published: (2024)

Why Is the Double-Robust Estimator for Causal Inference Not Doubly Robust for Variance Estimation?
by: Wu, Hao, et al.
Published: (2025)

Robust Sequential Hypothesis Testing with Generalized Estimating Equations for Incomplete Clustered and Longitudinal Data
by: Provost, Nathan T., et al.
Published: (2026)

Estimation of Semiparametric Factor Models with Missing Data
by: Zheng, Sijie
Published: (2025)

Statistics of Extremes for the Insurance Industry
by: Albrecher, Hansjoerg, et al.
Published: (2025)

On the Conservativeness of Robust Variance Estimators in Propensity Score Weighted Cox Models
by: Morita, Hiroya, et al.
Published: (2026)

Robust Estimation of Double Autoregressive Models via Normal Mixture QMLE
by: Chen, Zhao, et al.
Published: (2025)

Double Robust Variance Estimation with Parametric Working Models
by: Shook-Sa, Bonnie E., et al.
Published: (2024)

A Population Sampling Framework for Claim Reserving in General Insurance
by: Vanegas, Sebastian Calcetero, et al.
Published: (2025)

Robust Maximum $L_q$-Likelihood Covariance Estimation for Replicated Spatial Data
by: Chen, Sihan, et al.
Published: (2024)

Robust Joint Modeling for Data with Continuous and Binary Responses
by: Wang, Yu, et al.
Published: (2026)

Unified Robust Estimation
by: Wang, Zhu
Published: (2020)

A Semi-Parametric Torus-to-Torus Regression Model with Geometric Loss: Application to Cyclone Data
by: Biswas, Surojit, et al.
Published: (2025)

Minimum Copula Divergence for Robust Estimation
by: Eguchi, Shinto, et al.
Published: (2025)

Robust Gradient Descent Estimation for Tensor Models under Heavy-Tailed Distributions
by: Zhang, Xiaoyu, et al.
Published: (2024)

Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions
by: Boileau, Philippe, et al.
Published: (2021)

Left-Truncated Health Insurance Claims Data: Theoretical Review and Empirical Application
by: Weißbachm, Rafael, et al.
Published: (2021)

An Estimator-Robust Design for Augmenting Randomized Controlled Trial with External Real-World Data
by: Qiu, Sky, et al.
Published: (2025)

Efficient Multiple-Robust Estimation for Nonresponse Data Under Informative Sampling
by: Morikawa, Kosuke, et al.
Published: (2023)

A Robust Extrinsic Single-index Model for Spherical Data
by: Hong, Houren, et al.
Published: (2025)