Bootstrap methodology in claim reserving
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100 | 1 | $0MAPA20080290436$aPinheiro, Paulo J. R. | |
245 | 1 | 0 | $aBootstrap methodology in claim reserving$cPaulo J.R. Pinheiro, Joao Manuel Andrade e Silva, María de Lourdes Centeno |
520 | 8 | $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 | |
650 | 0 | 1 | $0MAPA20080579258$aCálculo actuarial |
650 | 0 | 1 | $0MAPA20080590567$aEmpresas de seguros |
650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
700 | 1 | $0MAPA20080376390$aAndrade e Silva, Joao Manuel | |
700 | 1 | $0MAPA20080346157$aCenteno, María de Lourdes | |
740 | 4 | $aThe Journal of risk and insurance | |
773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 70, number 4, December 2003 ; p. 701-714 |