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  • Search: subject:"log-adjusted absolute deviation (LAAD) penalty"
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Estimation theory 1 Insurance reserving 1 Loss 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 Verlust 1 log-adjusted absolute deviation (LAAD) penalty 1 loss development 1 non-convex penalization 1 robust estimation 1 variable selection 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chang, Hyunwoong 1 Jeong, Himchan 1 Valdez, Emiliano 1
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Scandinavian actuarial journal 1
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ECONIS (ZBW) 1
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A non-convex regularization approach for stable estimation of loss development factors
Jeong, Himchan; Chang, Hyunwoong; Valdez, Emiliano - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 779-803
Persistent link: https://www.econbiz.de/10012653688
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