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Bootstrap methodology in claim reserving

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MARC record
Tag12Value
LDR  00000nab a2200000 i 4500
001  MAP20071505415
003  MAP
005  20080418124631.0
007  hzruuu---uuuu
008  040609e20031201usa|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080290436‎$a‎Pinheiro, Paulo J. R.
24510‎$a‎Bootstrap methodology in claim reserving‎$c‎Paulo J.R. Pinheiro, Joao Manuel Andrade e Silva, María de Lourdes Centeno
5208 ‎$a‎In this article , we use the bootstrap technique to obtain prediction errors for different claim-reserving methods, namely, the chain ladder technique and methods based on generalized linear models. We discuss several forms of performing the bootstrap and illustrate the different solutions using the data set from Taylor and Ashe (1983), which has already been used by several authors
65001‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
65001‎$0‎MAPA20080590567‎$a‎Empresas de seguros
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7001 ‎$0‎MAPA20080376390‎$a‎Andrade e Silva, Joao Manuel
7001 ‎$0‎MAPA20080346157‎$a‎Centeno, María de Lourdes
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 70, number 4, December 2003 ; p. 701-714