Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving

DOI10.1016/S0167-6687(02)00161-0zbMath1031.62089OpenAlexW2045185238MaRDI QIDQ1413378

Peter England

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00161-0

zbMATH Keywords

BootstrapPrediction errorsClaims reserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)

Related Items (12)

Claim Reserving Using Distance-Based Generalized Linear Models ⋮ The geometric chain-ladder ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ Parametric expectile regression and its application for premium calculation ⋮ Bootstrap consistency for the Mack bootstrap ⋮ Provisions for Outstanding Claims with Distance-Based Generalized Linear Models ⋮ Generalized log-normal chain-ladder ⋮ On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins ⋮ Over-Dispersed Age-Period-Cohort Models ⋮ Incorporating expert opinion into a stochastic model for the chain-ladder technique ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle ⋮ A Robustification of the Chain-Ladder Method

Cites Work

• Analytic and bootstrap estimates of prediction errors in claims reserving
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling

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