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Detection and correction of outliers in the bivariate chain-ladder method - MaRDI portal

Detection and correction of outliers in the bivariate chain-ladder method (Q634004)

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scientific article; zbMATH DE number 5934939
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English
Detection and correction of outliers in the bivariate chain-ladder method
scientific article; zbMATH DE number 5934939

    Statements

    Detection and correction of outliers in the bivariate chain-ladder method (English)
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    2 August 2011
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    multivariate chain-ladder method
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    claims reserving
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    bivariate outliers
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    robustness
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    sensitivity
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