| Estimating conditional tail expectation with actuarial applications in view V Brazauskas, BL Jones, ML Puri, R Zitikis Journal of Statistical Planning and Inference 138 (11), 3590-3604, 2008 | 141 | 2008 |
| Robust and efficient estimation of the tail index of a single-parameter Pareto distribution V Brazauskas, R Serfling North American Actuarial Journal 4 (4), 12-27, 2000 | 116 | 2000 |
| Favorable estimators for fitting Pareto models: A study using goodness-of-fit measures with actual data V Brazauskas, R Serfling ASTIN Bulletin: The Journal of the IAA 33 (2), 365-381, 2003 | 84 | 2003 |
| Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics V Brazauskas, R Serfling Extremes 3, 231-249, 2000 | 76 | 2000 |
| Robust fitting of claim severity distributions and the method of trimmed moments V Brazauskas, BL Jones, R Zitikis Journal of Statistical Planning and Inference 139 (6), 2028-2043, 2009 | 70 | 2009 |
| Robust and efficient fitting of the generalized Pareto distribution with actuarial applications in view V Brazauskas, A Kleefeld Insurance: Mathematics and Economics 45 (3), 424-435, 2009 | 50 | 2009 |
| Folded and log-folded-t distributions as models for insurance loss data V Brazauskas, A Kleefeld Scandinavian Actuarial Journal 2011 (1), 59-74, 2011 | 47 | 2011 |
| Modeling severity and measuring tail risk of Norwegian fire claims V Brazauskas, A Kleefeld North American Actuarial Journal 20 (1), 1-16, 2016 | 44 | 2016 |
| Fisher information matrix for the Feller–Pareto distribution V Brazauskas Statistics & Probability Letters 59 (2), 159-167, 2002 | 42 | 2002 |
| Interval estimation of actuarial risk measures T Kaiser, V Brazauskas North American Actuarial Journal 10 (4), 249-268, 2006 | 41 | 2006 |
| Small sample performance of robust estimators of tail parameters for Pareto and exponential models V Brazauskas, R Serfling Journal of Statistical Computation and Simulation 70 (1), 1-19, 2001 | 33 | 2001 |
| Nested L-statistics and their use in comparing the riskiness of portfolios V Brazauskas, BL Jones, ML Puri, R Zitikis Scandinavian Actuarial Journal 2007 (3), 162-179, 2007 | 27 | 2007 |
| Information matrix for Pareto (IV), Burr, and related distributions V Brazauskas Communications in Statistics-Theory and Methods 32 (2), 315-325, 2003 | 25 | 2003 |
| Estimating the common parameter of normal models with known coefficients of variation: a sensitivity study of asymptotically efficient estimators V Brazauskas, J Ghorai Journal of Statistical Computation and Simulation 77 (8), 663-681, 2007 | 24 | 2007 |
| Robust and efficient fitting of loss models: diagnostic tools and insights V Brazauskas North American Actuarial Journal 13 (3), 356-369, 2009 | 23 | 2009 |
| Robust and efficient fitting of severity models and the method of Winsorized moments Q Zhao, V Brazauskas, J Ghorai ASTIN Bulletin: The Journal of the IAA 48 (1), 275-309, 2018 | 21 | 2018 |
| " Empirical Estimation of Risk Measures and Related Quantities," Bruce L. Jones and Ricardas Zitikis, October 2003/AUTHORS'REPLY V Brazauskas, T Kaiser North American Actuarial Journal 8 (3), 114, 2004 | 17 | 2004 |
| Robustification and performance evaluation of empirical risk measures and other vector-valued estimators V Brazauskas, BL Jones, R Zitikis Metron-International Journal of Statistics 65 (2), 175-199, 2007 | 16 | 2007 |
| Influence functions of empirical nonparametric estimators of net reinsurance premiums V Brazauskas Insurance: Mathematics and Economics 32 (1), 115-133, 2003 | 14 | 2003 |
| Robust–efficient credibility models with heavy-tailed claims: A mixed linear models perspective H Dornheim, V Brazauskas Insurance: Mathematics and Economics 48 (1), 72-84, 2011 | 13 | 2011 |
Ricardas ZitikisSchool of Maths and Stats, Western University (London, Ontario)在 stats.uwo.ca 的电子邮件经过验证
