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Brazauskas, Vytaras

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Author ID: brazauskas.vytaras Recent zbMATH articles by "Brazauskas, Vytaras"
Published as: Brazauskas, Vytaras; Brazauskas, V.
Documents Indexed: 30 Publications since 2000
Co-Authors: 12 Co-Authors with 23 Joint Publications
320 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 232 times in 146 Documents Cited by Year
Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
37
2008
Robust and efficient estimation of the tail index of a single-parameter Pareto distribution. Zbl 1083.62505
Brazauskas, Vytaras; Serfling, Robert
27
2000
Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data. Zbl 1058.62030
Brazauskas, Vytaras; Serfling, Robert
26
2003
Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016
Brazauskas, Vytaras; Serfling, Robert
24
2000
Folded and log-folded-\(t\) distributions as models for insurance loss data. Zbl 1277.62248
Brazauskas, Vytaras; Kleefeld, Andreas
18
2011
Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
15
2009
Modeling severity and measuring tail risk of Norwegian fire claims. Zbl 1414.62415
Brazauskas, Vytaras; Kleefeld, Andreas
11
2016
Small sample performance of robust estimators of tail parameters for Pareto and exponential models. Zbl 0988.62018
Brazauskas, Vytaras; Serfling, Robert
10
2001
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view. Zbl 1231.91148
Brazauskas, Vytaras; Kleefeld, Andreas
10
2009
Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
9
2007
Authors’ reply to ‘Letter to the editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’. Zbl 1392.62309
Brazauskas, Vytaras; Kleefeld, Andreas
7
2014
Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators. Zbl 1144.62019
Brazauskas, Vytaras; Ghorai, Jugal
6
2007
Information matrix for Pareto(IV), Burr, and related distributions. Zbl 1029.62013
Brazauskas, Vytaras
6
2003
Ordering Gini indexes of multivariate elliptical risks. Zbl 1369.91096
Samanthi, Ranadeera Gamage Madhuka; Wei, Wei; Brazauskas, Vytaras
4
2016
Influence functions of empirical nonparametric estimators of net reinsurance premiums. Zbl 1024.62042
Brazauskas, Vytaras
4
2003
“Empirical estimation of risk measures and related quantities” by Bruce L. Jones and Ricardas Zitikis (Discussion and reply by the authors). Zbl 1085.62504
Brazauskas, Vytaras; Kaiser, Thomas
4
2004
Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective. Zbl 1233.91142
Dornheim, Harald; Brazauskas, Vytaras
3
2011
Fisher information matrix for the Feller-Pareto distribution. Zbl 1014.60009
Brazauskas, Vytaras
3
2002
Robust and efficient fitting of severity models and the method of winsorized moments. Zbl 1390.62230
Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal
3
2018
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
2
2007
When inflation causes no increase in claim amounts. Zbl 1200.91134
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
1
2009
A statistical application of the quantile mechanics approach: MTM estimators for the parameters of \(t\) and gamma distributions. Zbl 06144652
Kleefeld, A.; Brazauskas, V.
1
2012
Model selection and averaging of health costs in episode treatment groups. Zbl 1390.62210
Huang, Shujuan; Hartman, Brian; Brazauskas, Vytaras
1
2017
Robust and efficient fitting of severity models and the method of winsorized moments. Zbl 1390.62230
Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal
3
2018
Model selection and averaging of health costs in episode treatment groups. Zbl 1390.62210
Huang, Shujuan; Hartman, Brian; Brazauskas, Vytaras
1
2017
Modeling severity and measuring tail risk of Norwegian fire claims. Zbl 1414.62415
Brazauskas, Vytaras; Kleefeld, Andreas
11
2016
Ordering Gini indexes of multivariate elliptical risks. Zbl 1369.91096
Samanthi, Ranadeera Gamage Madhuka; Wei, Wei; Brazauskas, Vytaras
4
2016
Authors’ reply to ‘Letter to the editor regarding folded models and the paper by Brazauskas and Kleefeld (2011)’. Zbl 1392.62309
Brazauskas, Vytaras; Kleefeld, Andreas
7
2014
A statistical application of the quantile mechanics approach: MTM estimators for the parameters of \(t\) and gamma distributions. Zbl 06144652
Kleefeld, A.; Brazauskas, V.
1
2012
Folded and log-folded-\(t\) distributions as models for insurance loss data. Zbl 1277.62248
Brazauskas, Vytaras; Kleefeld, Andreas
18
2011
Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective. Zbl 1233.91142
Dornheim, Harald; Brazauskas, Vytaras
3
2011
Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
15
2009
Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view. Zbl 1231.91148
Brazauskas, Vytaras; Kleefeld, Andreas
10
2009
When inflation causes no increase in claim amounts. Zbl 1200.91134
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
1
2009
Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
37
2008
Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
9
2007
Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators. Zbl 1144.62019
Brazauskas, Vytaras; Ghorai, Jugal
6
2007
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
2
2007
“Empirical estimation of risk measures and related quantities” by Bruce L. Jones and Ricardas Zitikis (Discussion and reply by the authors). Zbl 1085.62504
Brazauskas, Vytaras; Kaiser, Thomas
4
2004
Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data. Zbl 1058.62030
Brazauskas, Vytaras; Serfling, Robert
26
2003
Information matrix for Pareto(IV), Burr, and related distributions. Zbl 1029.62013
Brazauskas, Vytaras
6
2003
Influence functions of empirical nonparametric estimators of net reinsurance premiums. Zbl 1024.62042
Brazauskas, Vytaras
4
2003
Fisher information matrix for the Feller-Pareto distribution. Zbl 1014.60009
Brazauskas, Vytaras
3
2002
Small sample performance of robust estimators of tail parameters for Pareto and exponential models. Zbl 0988.62018
Brazauskas, Vytaras; Serfling, Robert
10
2001
Robust and efficient estimation of the tail index of a single-parameter Pareto distribution. Zbl 1083.62505
Brazauskas, Vytaras; Serfling, Robert
27
2000
Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016
Brazauskas, Vytaras; Serfling, Robert
24
2000
all top 5

Cited by 220 Authors

21 Brazauskas, Vytaras
13 Zitikis, Ričardas
6 Furman, Edward
5 Kleefeld, Andreas
4 Calderín Ojeda, Enrique
4 Kim, Joseph Hyun Tae
4 Martin, Ryan R.
4 Nadarajah, Saralees
4 Serfling, Robert J.
4 Stehlík, Milan
3 Ahn, Jae Youn
3 Beirlant, Jan
3 Ghorai, Jugal K.
3 Gómez-Déniz, Emilio
3 Hong, Liang
3 Jones, Bruce L.
3 Miljkovic, Tatjana
3 Necir, Abdelhakim
3 Shyamalkumar, Nariankadu D.
3 Wozabal, Nancy
2 Abu Bakar, S. A.
2 Asimit, Alexandru V.
2 Beran, Jan
2 Brahimi, Brahim
2 Dornheim, Harald
2 Fabián, Zdeněk
2 Feng, Hui
2 Gao, Fuqing
2 Giles, David E. A.
2 Godwin, Ryan T.
2 Greselin, Francesca
2 Gribkova, Nadezhda Viktorovna
2 Grün, Bettina
2 Horbenko, Nataliya
2 Hubert, Mia
2 Landsman, Zinoviy M.
2 Meraghni, Djamel
2 Pasquazzi, Leo
2 Poudyal, Chudamani
2 Punzo, Antonio
2 Rassoul, Abdelaziz
2 Ruckdeschel, Peter
2 Sarabia, José María
2 Schell, Dieter
2 Verdonck, Tim
2 Wang, Shaochen
2 Zhao, Qian
1 Afify, Ahmed Z.
1 Ahmad, Zubair
1 Ahn, Sanghyun
1 Ahn, Soohan
1 Ahsanullah, Mohammad
1 Albrecher, Hansjörg
1 Allaya, Mouhamad Mounirou
1 Allison, James S.
1 Amiri, Mehdi
1 Anderson, Edward James
1 Araujo-Acuna, José Carlos
1 Arnold, Barry Charles
1 Atkinson, Anthony C.
1 Badescu, Alexandru M.
1 Bae, Taehan
1 Bagnato, Luca
1 Bakar, S. A. A.
1 Balakrishnan, Narayanaswamy
1 Bapat, Sudeep R.
1 Bayer, Sebastian
1 Benatia, Fatah
1 Bhati, Deepesh
1 Bhattacharya, Shrijita
1 Biswas, Suparna
1 Bouzebda, Salim
1 Cai, Yujie
1 Chan, Jennifer So Kuen
1 Chan, Stephen Chi-fai
1 Chaturvedi, Ajit
1 Chen, Ying-Ju
1 Cherfi, Mohamed
1 Chernobrovov, A. I.
1 Chesneau, Christophe
1 Cheung, Ka Chun
1 Chlebus, Edward
1 Choy, S. T. Boris
1 Christmann, Andreas
1 Cooray, Kahadawala
1 Dabye, Ali Souleyman
1 Deme, El Hadji
1 Deme, Siradhi
1 Dentcheva, Darinka
1 Dhaker, Hamza
1 Di Bernardino, Elena
1 Dickin, O.
1 Dierckx, Goedele
1 Dimitriadis, Timo
1 Drapeau, Samuel
1 Duan, Zhaoliang
1 Dupuis, Debbie J.
1 Dutta, Santanu
1 Ediev, Dalkhat Muradinovich
1 El-Ghafour, Amani Shaheen Abd
...and 120 more Authors
all top 5

Cited in 48 Serials

19 Insurance Mathematics & Economics
16 North American Actuarial Journal
11 Communications in Statistics. Theory and Methods
10 ASTIN Bulletin
8 Scandinavian Actuarial Journal
6 Journal of Statistical Computation and Simulation
5 Journal of Computational and Applied Mathematics
5 Journal of Statistical Planning and Inference
5 Journal of Applied Statistics
4 Annals of the Institute of Statistical Mathematics
4 Journal of Probability and Statistics
3 Statistics & Probability Letters
3 Communications in Statistics. Simulation and Computation
3 Computational Statistics and Data Analysis
3 Electronic Journal of Statistics
2 Metrika
2 Computational Statistics
2 Journal of Nonparametric Statistics
2 Quantitative Finance
2 Journal of Statistical Theory and Practice
2 Sankhyā. Series A
2 Journal of Statistical Distributions and Applications
1 The Canadian Journal of Statistics
1 Scandinavian Journal of Statistics
1 Mathematics of Operations Research
1 Statistics
1 Applied Mathematics Letters
1 European Journal of Applied Mathematics
1 Annals of Operations Research
1 Automation and Remote Control
1 European Journal of Operational Research
1 Mathematical Programming. Series A. Series B
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Complexity
1 Mathematical Problems in Engineering
1 Mathematical Population Studies
1 Finance and Stochastics
1 Far East Journal of Theoretical Statistics
1 Extremes
1 Methodology and Computing in Applied Probability
1 Statistical Methods and Applications
1 Journal of Industrial and Management Optimization
1 Journal of the Korean Statistical Society
1 Sankhyā. Series B
1 Operations Research and Decisions
1 Chilean Journal of Statistics
1 ISRN Probability and Statistics

Citations by Year