Claim reserving with fuzzy regression and the two ways of ANOVA

@article{AndrsSnchez2012ClaimRW,
  title={Claim reserving with fuzzy regression and the two ways of ANOVA},
  author={Jorge de Andr{\'e}s-S{\'a}nchez},
  journal={Appl. Soft Comput.},
  year={2012},
  volume={12},
  pages={2435-2441}
}
  • Jorge de Andrés-Sánchez
  • Published in Appl. Soft Comput. 2012
  • Mathematics, Computer Science
  • The mutant and uncertain behaviour of insurance environments does not make advisable to use a wide data-base when calculating claim reserves and so, quantifying provisions with fuzzy numbers becomes suitable. This paper firstly describes the fuzzy least squares regression that will be used in posterior developments. Subsequently we expose a claim reserving method that combines fuzzy regression with the classical statistical scheme based on two ways of ANOVA. Finally we develop a numerical… CONTINUE READING

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