Barlak, Jan; Bakon, Matus; Rovnak, Martin; Mokrisova, … - In: Risks : open access journal 10 (2022) 9, pp. 1-17
Estimating outstanding claims reserves in the non-life insurance business is often impaired by outlier-contaminated datasets. Widely used methods to eliminate outliers in non-life development triangles are either limiting the number of outliers by robust statistical methods or by change of...
