Robust loss reserving in a log-linear model
Georgios Pitselis; Vasiliki Grigoriadou; Ioannis Badounas
| Year of publication: |
2015
|
|---|---|
| Authors: | Pitselis, Georgios ; Grigoriadou, Vasiliki ; Badounas, Ioannis |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 14-27
|
| Subject: | Log-linear model | Diagnostics | Robust estimators | Loss reserving | Chain ladder | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Verlust | Loss |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011396856