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Bootstrap methodology in claim reserving

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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