A non-convex regularization approach for stable estimation of loss development factors (Q5014498): Difference between revisions

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Latest revision as of 10:24, 27 July 2024

scientific article; zbMATH DE number 7440701
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English
A non-convex regularization approach for stable estimation of loss development factors
scientific article; zbMATH DE number 7440701

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    A non-convex regularization approach for stable estimation of loss development factors (English)
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    8 December 2021
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    insurance reserving
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    log-adjusted absolute deviation (LAAD) penalty
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    loss development
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    non-convex penalization
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    robust estimation
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    variable selection
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