Robust loss reserving in a log-linear model
From MaRDI portal
Publication:495440
DOI10.1016/J.INSMATHECO.2015.04.005zbMath1348.62244OpenAlexW255010792MaRDI QIDQ495440
Ioannis Badounas, Georgios Pitselis, Vasiliki Grigoriadou
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.04.005
Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (3)
Robust bootstrap procedures for the chain-ladder method ⋮ APPLYING STATE SPACE MODELS TO STOCHASTIC CLAIMS RESERVING ⋮ On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- High breakdown-point and high efficiency robust estimates for regression
- On the estimation of reserves from loglinear models
- Actuarial statistics with generalized linear mixed models
- On the optimality of S-estimators
- Optimal locally robust M-estimates of regression
- On median polish and \(L_ 1\) estimators
- Robust regression: Asymptotics, conjectures and Monte Carlo
- A class of robust and fully efficient regression estimators
- Which stochastic model is underlying the chain ladder method?
- Analytic and bootstrap estimates of prediction errors in claims reserving
- An investigation into stochastic claims reserving models and the chain-ladder technique.
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
- Least Median of Squares Regression
- IBNR-claims and the two-way model of ANOVA
- Least-absolute-value estimators for one-way and two-way tables
- A Robustification of the Chain-Ladder Method
- Efficient and Robust Fitting of Lognormal Distributions
- Robust Statistics
This page was built for publication: Robust loss reserving in a log-linear model
