Edit Profile (opens in new tab) Brazauskas, Vytaras Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 5 single-authored 5 Jones, Bruce L. 5 Kleefeld, Andreas 5 Zitikis, Ričardas 4 Serfling, Robert J. 3 Dornheim, Harald 3 Ghorai, Jugal K. 2 Puri, Madan Lal 2 Zhao, Qian 1 Bajorunaite, Ruta 1 Hartman, Brian M. 1 Huang, Shujuan 1 Samanthi, Ranadeera Gamage Madhuka all top 5 Serials 6 North American Actuarial Journal 4 Insurance Mathematics & Economics 3 Journal of Statistical Planning and Inference 3 Metron 3 Journal of Statistical Computation and Simulation 3 Scandinavian Actuarial Journal 3 ASTIN Bulletin 1 Statistics & Probability Letters 1 European Journal of Applied Mathematics 1 Communications in Statistics. Theory and Methods 1 Extremes 1 Journal of Probability and Statistics Fields 28 Statistics (62-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications 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 1152.62027Brazauskas, 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 1083.62505Brazauskas, Vytaras; Serfling, Robert 27 2000 Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data. Zbl 1058.62030Brazauskas, Vytaras; Serfling, Robert 26 2003 Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016Brazauskas, Vytaras; Serfling, Robert 24 2000 Folded and log-folded-\(t\) distributions as models for insurance loss data. Zbl 1277.62248Brazauskas, Vytaras; Kleefeld, Andreas 18 2011 Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 15 2009 Modeling severity and measuring tail risk of Norwegian fire claims. Zbl 1414.62415Brazauskas, Vytaras; Kleefeld, Andreas 11 2016 Small sample performance of robust estimators of tail parameters for Pareto and exponential models. Zbl 0988.62018Brazauskas, Vytaras; Serfling, Robert 10 2001 Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view. Zbl 1231.91148Brazauskas, Vytaras; Kleefeld, Andreas 10 2009 Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025Brazauskas, 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 1392.62309Brazauskas, 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 1144.62019Brazauskas, Vytaras; Ghorai, Jugal 6 2007 Information matrix for Pareto(IV), Burr, and related distributions. Zbl 1029.62013Brazauskas, Vytaras 6 2003 Ordering Gini indexes of multivariate elliptical risks. Zbl 1369.91096Samanthi, Ranadeera Gamage Madhuka; Wei, Wei; Brazauskas, Vytaras 4 2016 Influence functions of empirical nonparametric estimators of net reinsurance premiums. Zbl 1024.62042Brazauskas, 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 1085.62504Brazauskas, Vytaras; Kaiser, Thomas 4 2004 Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective. Zbl 1233.91142Dornheim, Harald; Brazauskas, Vytaras 3 2011 Fisher information matrix for the Feller-Pareto distribution. Zbl 1014.60009Brazauskas, Vytaras 3 2002 Robust and efficient fitting of severity models and the method of winsorized moments. Zbl 1390.62230Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal 3 2018 Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 2 2007 When inflation causes no increase in claim amounts. Zbl 1200.91134Brazauskas, 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 06144652Kleefeld, A.; Brazauskas, V. 1 2012 Model selection and averaging of health costs in episode treatment groups. Zbl 1390.62210Huang, Shujuan; Hartman, Brian; Brazauskas, Vytaras 1 2017 Robust and efficient fitting of severity models and the method of winsorized moments. Zbl 1390.62230Zhao, Qian; Brazauskas, Vytaras; Ghorai, Jugal 3 2018 Model selection and averaging of health costs in episode treatment groups. Zbl 1390.62210Huang, Shujuan; Hartman, Brian; Brazauskas, Vytaras 1 2017 Modeling severity and measuring tail risk of Norwegian fire claims. Zbl 1414.62415Brazauskas, Vytaras; Kleefeld, Andreas 11 2016 Ordering Gini indexes of multivariate elliptical risks. Zbl 1369.91096Samanthi, 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 1392.62309Brazauskas, Vytaras; Kleefeld, Andreas 7 2014 A statistical application of the quantile mechanics approach: MTM estimators for the parameters of \(t\) and gamma distributions. Zbl 06144652Kleefeld, A.; Brazauskas, V. 1 2012 Folded and log-folded-\(t\) distributions as models for insurance loss data. Zbl 1277.62248Brazauskas, Vytaras; Kleefeld, Andreas 18 2011 Robust-efficient credibility models with heavy-tailed claims: a mixed linear models perspective. Zbl 1233.91142Dornheim, Harald; Brazauskas, Vytaras 3 2011 Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 15 2009 Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view. Zbl 1231.91148Brazauskas, Vytaras; Kleefeld, Andreas 10 2009 When inflation causes no increase in claim amounts. Zbl 1200.91134Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 1 2009 Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 37 2008 Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025Brazauskas, 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 1144.62019Brazauskas, Vytaras; Ghorai, Jugal 6 2007 Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580Brazauskas, 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 1085.62504Brazauskas, Vytaras; Kaiser, Thomas 4 2004 Favorable estimators for fitting Pareto models: a study using goodness-of-fit measures with actual data. Zbl 1058.62030Brazauskas, Vytaras; Serfling, Robert 26 2003 Information matrix for Pareto(IV), Burr, and related distributions. Zbl 1029.62013Brazauskas, Vytaras 6 2003 Influence functions of empirical nonparametric estimators of net reinsurance premiums. Zbl 1024.62042Brazauskas, Vytaras 4 2003 Fisher information matrix for the Feller-Pareto distribution. Zbl 1014.60009Brazauskas, Vytaras 3 2002 Small sample performance of robust estimators of tail parameters for Pareto and exponential models. Zbl 0988.62018Brazauskas, Vytaras; Serfling, Robert 10 2001 Robust and efficient estimation of the tail index of a single-parameter Pareto distribution. Zbl 1083.62505Brazauskas, Vytaras; Serfling, Robert 27 2000 Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics. Zbl 0979.62016Brazauskas, Vytaras; Serfling, Robert 24 2000 all cited Publications top 5 cited Publications 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 all top 5 Cited in 10 Fields 128 Statistics (62-XX) 67 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Probability theory and stochastic processes (60-XX) 10 Numerical analysis (65-XX) 6 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Geophysics (86-XX) Citations by Year