Bootstrap Methodology in Claim Reserving - Proceedings ASTIN 2001 - Washington, United States of America
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چکیده
In this paper, we use the bootstrap technique to obtain prediction errors for different claim reserving methods, namely methods based on the chain ladder technique and on generalised 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.
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تاریخ انتشار 2002