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