A non-convex regularization approach for stable estimation of loss development factors
Himchan Jeong, Hyunwoong Chang and Emiliano A. Valdez
| Year of publication: |
2021
|
|---|---|
| Authors: | Jeong, Himchan ; Chang, Hyunwoong ; Valdez, Emiliano |
| Subject: | Insurance reserving | log-adjusted absolute deviation (LAAD) penalty | loss development | non-convex penalization | robust estimation | variable selection | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Verlust | Loss |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1882550 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653688