detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the … investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or … non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the …

outliers and influential observations. A variety of diagnostic methods are employed to identify these influential observations … methods utilised proved incapable of identifying or accommodating the gross outlier(s) in the data, the more successful …

outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset … combinations that detect most of the outliers by market segment. In addition, the algorithm parameters that have been found can … also be used to detect outliers in other series with similar economic behaviour in the same cluster. Moreover, the …

types of change patterns are considered, Additive Outliers, Innovative Outliers and Level Shift. The knowledge of the …

distributional assumptions, the choice of the welfare statistics of interest, the procedure for computing them, outliers, undesirable …