Detection and correction of outliers in the bivariate chain-ladder method
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Recommendations
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Cites work
- A robustification of the chain-ladder method
- Fast robust variable selection
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- Least Median of Squares Regression
- Prediction Error of the Multivariate Chain Ladder Reserving Method
- Propagation of outliers in multivariate data
- Robust bivariate boxplots and multiple outlier detection.
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
Cited in
(7)- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- Erratum to: ``Automatic detection of discordant outliers via the Ueda's method
- Robust bootstrap procedures for the chain-ladder method
- A robustification of the chain-ladder method
- Applying state space models to stochastic claims reserving
- On the impact of outliers in loss reserving
- Claims Reserving with a Robust Generalized Additive Model
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