Robust and sparse statistical methods for actuarial sciences KU Leuven
This PhD thesis consists of two parts and in the first part, we focus on robust statistics. More specifically, we consider robust regression when the response variable follows a distribution in the double exponential family. Hence, by means of a generalized linear model (GLM) based on covariates, we will robustly estimate the expected value as well as the dispersion. The latter itself can be of interest, but taking the dispersion into account ...