Heat equation as a tool for outliers mitigation in run-off triangles for valuing the technical provisions in non-life insurance business

HIGHLIGHTS

• who: Jan Barlak and colleagues from the Department Finance, Accounting and Mathematical Methods, Faculty Management and, University, , have published the article: Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business, in the Journal: Risks 2022, 10, 171. of 28/08/2022
• what: In this paper the properties the are examined to obtain an outlier smoothing technique for development triangles. The authors aim to benefit from this property. The authors compare incomparable values in all four round brackets.
• how: This article . . .
  

   

  

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