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Sahadeb Upretee

Central Washington University

SCHOLARLY PAPERS

3

DOWNLOADS

331

TOTAL CITATIONS

3

Scholarly Papers (3)

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1.

Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data

Zhao Q, Upretee S., Yu D., (2023). Model Uncertainty and Selection of Risk Models for Left-Truncated and Right-Censored Loss Data. Risks, 11(11):188.
Number of pages: 20 Posted: 28 Dec 2023
Qian Zhao, Sahadeb Upretee and Daoping Yu
Robert Morris University, Central Washington University and University of Wisconsin - Milwaukee
Downloads 142 (521,245)
Citation 1

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Left Truncation; Right Censoring; Model Uncertainty; Model Selection; Maximum Likelihood Estimation

2.

Computing and Estimating Distortion Risk Measures: How to Handle Analytically Intractable Cases?

North American Actuarial Journal, 2022
Number of pages: 29 Posted: 07 Dec 2022
Sahadeb Upretee and Vytaras Brazauskas
Central Washington University and University of Wisconsin - Milwaukee
Downloads 116 (626,371)

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Distribution Tails, Loss Severity, Risk Measures, Skewed Distributions

3.

Model Efficiency and Uncertainty in Quantile Estimation of Loss Severity Distributions

Risks, 7(55), 2019
Number of pages: 24 Posted: 09 Jun 2019
Vytaras Brazauskas and Sahadeb Upretee
University of Wisconsin - Milwaukee and Central Washington University
Downloads 73 (860,052)
Citation 2

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data truncation and censoring, empirical estimator, maximum likelihood, model uncertainty, percentile matching, quantile estimation