Robust minium bias iteration algorithms for classification ratemaking and loss reserving

DOI10.1134/S199508022212006XzbMath1505.91320OpenAlexW4312790889MaRDI QIDQ2680661

Taehan Bae

Publication date: 4 January 2023

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s199508022212006x

zbMATH Keywords

robust estimationloss reservingchain-ladder methodclassification ratemakingminimum bias procedure

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Unnamed Item
• Unnamed Item
• Using quantile regression for rate-making
• Robust fitting of the binomial model.
• Robust Inference for Generalized Linear Models
• Robust Regression for Clustered Data with Application to Binary Responses
• A Robustification of the Chain-Ladder Method

This page was built for publication: Robust minium bias iteration algorithms for classification ratemaking and loss reserving