| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076965 | Insurance: Mathematics and Economics | 2011 | 6 Pages |
Abstract
⺠Univariate chain-ladder method popular technique to determine claims reserve. ⺠Some multivariate versions have recently been proposed. ⺠Chain-ladder method very sensitive to outliers. ⺠We detect and correct the outliers in bivariate context. ⺠Presented methodologies illustrated on real examples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
T. Verdonck, M. Van Wouwe,