Bootstrap methodology in claim reserving

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<title>Bootstrap methodology in claim reserving</title>
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<title>The Journal of risk and insurance</title>
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<namePart>Pinheiro, Paulo J. R.</namePart>
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<namePart>Andrade e Silva, Joao Manuel</namePart>
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<namePart>Centeno, María de Lourdes</namePart>
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<abstract>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</abstract>
<note type="statement of responsibility">Paulo J.R. Pinheiro, Joao Manuel Andrade e Silva, María de Lourdes Centeno</note>
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<topic>Cálculo actuarial</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080590567">
<topic>Empresas de seguros</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080602437">
<topic>Matemática del seguro</topic>
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<title>The Journal of risk and insurance</title>
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<text>Volume 70, number 4, December 2003 ;  p. 701-714</text>
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