Brazauskas, Vytaras; Kleefeld, Andreas Modeling severity and measuring tail risk of Norwegian fire claims. (English) Zbl 1414.62415 N. Am. Actuar. J. 20, No. 1, 1-16 (2016). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{A. Kleefeld}, N. Am. Actuar. J. 20, No. 1, 1--16 (2016; Zbl 1414.62415) Full Text: DOI OpenURL
Brazauskas, Vytaras Robust and efficient fitting of loss models. (English) Zbl 1483.91180 N. Am. Actuar. J. 13, No. 3, 356-369 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{V. Brazauskas}, N. Am. Actuar. J. 13, No. 3, 356--369 (2009; Zbl 1483.91180) Full Text: DOI OpenURL
Dornheim, Harald; Brazauskas, Vytaras Robust and efficient methods for credibility when claims are approximately gamma-distributed. (English) Zbl 1477.91045 N. Am. Actuar. J. 11, No. 3, 138-158 (2007). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{H. Dornheim} and \textit{V. Brazauskas}, N. Am. Actuar. J. 11, No. 3, 138--158 (2007; Zbl 1477.91045) Full Text: DOI OpenURL
Kaiser, Thomas; Brazauskas, Vytaras Interval estimation of actuarial risk measures. (English) Zbl 1480.91214 N. Am. Actuar. J. 10, No. 4, 249-268 (2006). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. Kaiser} and \textit{V. Brazauskas}, N. Am. Actuar. J. 10, No. 4, 249--268 (2006; Zbl 1480.91214) Full Text: DOI OpenURL
Brazauskas, Vytaras; Kaiser, Thomas “Empirical estimation of risk measures and related quantities” by Bruce L. Jones and Ricardas Zitikis (Discussion and reply by the authors). (English) Zbl 1085.62504 N. Am. Actuar. J. 8, No. 3, 114-118 (2004). MSC: 62P05 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{T. Kaiser}, N. Am. Actuar. J. 8, No. 3, 114--118 (2004; Zbl 1085.62504) Full Text: DOI OpenURL
Brazauskas, Vytaras; Serfling, Robert Robust and efficient estimation of the tail index of a single-parameter Pareto distribution. (English) Zbl 1083.62505 N. Am. Actuar. J. 4, No. 4, 12-27 (2000). MSC: 62F10 62F35 62P05 91B30 PDF BibTeX XML Cite \textit{V. Brazauskas} and \textit{R. Serfling}, N. Am. Actuar. J. 4, No. 4, 12--27 (2000; Zbl 1083.62505) Full Text: DOI OpenURL