当前位置: X-MOL 学术North American Actuarial Journal › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Claims Reserving with a Robust Generalized Additive Model
North American Actuarial Journal Pub Date : 2024-01-30 , DOI: 10.1080/10920277.2023.2259445
Le Chang 1 , Guangyuan Gao 2, 3 , Yanlin Shi 4
Affiliation  

In the actuarial literature, many existing stochastic claims-reserving methods ignore the excessive effects of outliers. In practice, however, these outlying observations may occur in the upper tri...

中文翻译:

使用稳健的广义加性模型保留索赔

在精算文献中,许多现有的随机索赔保留方法忽略了异常值的过度影响。然而,在实践中,这些外围观察结果可能发生在上三层......
更新日期:2024-01-30
down
wechat
bug