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Bootstrapping Individual Claim Histories

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Publication:2866014
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DOI10.2143/AST.42.1.2160744zbMath1277.62259OpenAlexW2469078235MaRDI QIDQ2866014

Stig I. Rosenlund

Publication date: 12 December 2013

Full work available at URL: https://econpapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:01:p:291-324_00


zbMATH Keywords

bootstrapstochastic reservingBICHclaim reserveRDC


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40)


Related Items (5)

Collective reserving using individual claims data ⋮ Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation ⋮ Collective loss reserving with two types of claims in motor third party liability insurance ⋮ Individual loss reserving using paid-incurred data ⋮ On the relationship between classical chain ladder and granular reserving







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