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On the impact of outliers in loss reserving - MaRDI portal

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On the impact of outliers in loss reserving (Q6550188)

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scientific article; zbMATH DE number 7859960
Language Label Description Also known as
English
On the impact of outliers in loss reserving
scientific article; zbMATH DE number 7859960

    Statements

    title
    On the impact of outliers in loss reserving (English)
    0 references
    author
    Benjamin Avanzi
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    Mark Lavender
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    Greg Taylor
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    Bernard Wong
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    publication date
    4 June 2024
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    zbMATH Keywords
    robust loss reserving
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    chain-ladder
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    Mack's model
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    impact functions
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    Identifiers

    Mathematics Subject Classification ID
    91G05
    0 references
    35Q91
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    62P05
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    zbMATH DE Number
    7859960
    0 references
     
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