Robust bootstrap procedures for the chain-ladder method
نویسندگان
چکیده
منابع مشابه
Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap
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In a non-life insurance business an insurer often needs to build up a reserve to be able to meet his future obligations arising from claims that are known to exist, but for which the actual size is unknown at the time the reserves have to be set. The delay of the actual payment of the claims is, for example, due to long legal procedures or difficulties in determining the size of the claims. The...
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ژورنال
عنوان ژورنال: Scandinavian Actuarial Journal
سال: 2016
ISSN: 0346-1238,1651-2030
DOI: 10.1080/03461238.2016.1263236