Poudyal, Chudamani; Brazauskas, Vytaras Finite-sample performance of the \(T\)- and \(W\)-estimators for the Pareto tail index under data truncation and censoring. (English) Zbl 07739821 J. Stat. Comput. Simulation 93, No. 10, 1601-1621 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Poudyal} and \textit{V. Brazauskas}, J. Stat. Comput. Simulation 93, No. 10, 1601--1621 (2023; Zbl 07739821) Full Text: DOI
Fung, Tsz Chai Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models. (English) Zbl 1514.91170 Insur. Math. Econ. 107, 180-198 (2022). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P05 62G32 PDFBibTeX XMLCite \textit{T. C. Fung}, Insur. Math. Econ. 107, 180--198 (2022; Zbl 1514.91170) Full Text: DOI arXiv
Poudyal, Chudamani Robust estimation of loss models for lognormal insurance payment severity data. (English) Zbl 1479.91339 ASTIN Bull. 51, No. 2, 475-507 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{C. Poudyal}, ASTIN Bull. 51, No. 2, 475--507 (2021; Zbl 1479.91339) Full Text: DOI arXiv