Detection and correction of outliers in the bivariate chain-ladder method (Q634004): Difference between revisions

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Property / author: Tim Verdonck / rank
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Property / author: Tim Verdonck / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.04.003 / rank
 
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Property / OpenAlex ID: W2093072751 / rank
 
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Property / cites work
 
Property / cites work: Propagation of outliers in multivariate data / rank
 
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Property / cites work: Prediction Error of the Multivariate Chain Ladder Reserving Method / rank
 
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Property / cites work: Least Median of Squares Regression / rank
 
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Property / cites work: A Robustification of the Chain-Ladder Method / rank
 
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Property / cites work: The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool / rank
 
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Latest revision as of 09:22, 4 July 2024

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Detection and correction of outliers in the bivariate chain-ladder method
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    Detection and correction of outliers in the bivariate chain-ladder method (English)
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    2 August 2011
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    multivariate chain-ladder method
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    claims reserving
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    bivariate outliers
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    robustness
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    sensitivity
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