Detection and correction of outliers in the bivariate chain-ladder method (Q634004): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Propagation of outliers in multivariate data / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Prediction Error of the Multivariate Chain Ladder Reserving Method / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Least Median of Squares Regression / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4117205 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3535287 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Robustification of the Chain-Ladder Method / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Robust bivariate boxplots and multiple outlier detection. / rank | |||
Normal rank |
Latest revision as of 09:22, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Detection and correction of outliers in the bivariate chain-ladder method |
scientific article |
Statements
Detection and correction of outliers in the bivariate chain-ladder method (English)
0 references
2 August 2011
0 references
multivariate chain-ladder method
0 references
claims reserving
0 references
bivariate outliers
0 references
robustness
0 references
sensitivity
0 references
0 references