A non-convex regularization approach for stable estimation of loss development factors (Q5014498)
From MaRDI portal
scientific article; zbMATH DE number 7440701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-convex regularization approach for stable estimation of loss development factors |
scientific article; zbMATH DE number 7440701 |
Statements
A non-convex regularization approach for stable estimation of loss development factors (English)
0 references
8 December 2021
0 references
insurance reserving
0 references
log-adjusted absolute deviation (LAAD) penalty
0 references
loss development
0 references
non-convex penalization
0 references
robust estimation
0 references
variable selection
0 references
0 references
0 references
