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