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Bootstrap methodology in claim reserving
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MAP20071505415
Pinheiro, Paulo J. R. ‌
Bootstrap methodology in claim reserving / Paulo J.R. Pinheiro, Joao Manuel Andrade e Silva, María de Lourdes Centeno
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
En: The Journal of risk and insurance. - Orlando. - Volume 70, number 4, December 2003 ; p. 701-714
1. Cálculo actuarial ‌. 2. Empresas de seguros ‌. 3. Matemática del seguro ‌. I. Andrade e Silva, Joao Manuel ‌. II. Centeno, María de Lourdes ‌. III. Title. IV. Título: The Journal of risk and insurance.