Bootstrap methodology in claim reserving

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      <subfield code="a">Pinheiro, Paulo J. R.</subfield>
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      <subfield code="c">Paulo J.R. Pinheiro, Joao Manuel Andrade e Silva, María de Lourdes Centeno</subfield>
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      <subfield code="a">In 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</subfield>
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      <subfield code="a">The Journal of risk and insurance</subfield>
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      <subfield code="g">Volume 70, number 4, December 2003 ;  p. 701-714</subfield>
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