Detection and treatment of outliers for multivariate robust loss reserving
Benjamin Avanzi, Mark Lavender, Greg Taylor and Bernard Wong
| Year of publication: |
2024
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|---|---|
| Authors: | Avanzi, Benjamin ; Lavender, Mark ; Taylor, Greg ; Wong, Bernard |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 18.2024, 1, p. 102-125
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| Subject: | 62P05 | 91G70 | adjusted outlyingness | bagdistance | bagplot | multivariate | Robust loss reserving | Multivariate Analyse | Multivariate analysis | Robustes Verfahren | Robust statistics | Verlust | Loss | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1748499523000155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014519971