Bolton Hall 802
3210 N. Maryland Ave.
Milwaukee, WI 53201
United States
University of Wisconsin - Milwaukee
SSRN RANKINGS
in Total Papers Citations
Deductible; Deflation; Inflation rate; Insurance claims; Polynomial Pareto distribution
Akaike Weights, Bayesian Model Selection, Model Averaging, Random Forest
Pure Premium, Robust Statistics, Simulations, Trimmed Moments, Value-at-Risk
Adaptive robust-efficient estimation, asymmetric heavy-tailed residuals, credibility ratemaking, mixed linear model, treatment of excess claims
Claim severity, efficiency, insurance layer, robustness, Winsorized data.
Gini index, elliptical distribution, dependence structure, comonotonicity, usual stochastic order, increasing convex order, supermodular order, pd-1 order
Copulas, risk measures, insurance portfolios, hypothesis tests, Gini index
Insurance Payments; Loss Models; Robust Estimation; Trimmed and Winsorized Moments; Truncated and Censored Data.
Asymptotics, data truncation, delta method, model validation, operational risk, VaR estimation.
data truncation and censoring, empirical estimator, maximum likelihood, model uncertainty, percentile matching, quantile estimation
Adaptive estimation, efficiency, outlier detection, robustness, truncated likelihood
Distribution Tails, Loss Severity, Risk Measures, Skewed Distributions
Discrete Risks, Insurance Loss, Risk Measures, Smoothed Quantiles
Adaptive and Robust Estimation, Composite Models, Insurance Payments, Lognormal Distribution, Trimmed and Winsorized Moments, Truncated and Censored Data
Insurance Payments, Pareto Tail Index, Robust Estimation, Trimmed and Winsorized Moments, Truncated and Censored Data
