Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
Numerous robust estimators exist as alternatives to the maximum likelihood estimator (MLE) when a completely observed ground-up loss severity sample dataset is available. However, the options for robust alternatives to a MLE become significantly limited when dealing with grouped loss severity data,...
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| Format: | Article |
| Language: | English |
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MDPI AG
2024-03-01
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| Series: | Risks |
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| Online Access: | https://www.mdpi.com/2227-9091/12/3/45 |