Modelling of technical reserves of an insurance company

DOI10.17721/1812-5409.2019/3.6zbMath1463.62323OpenAlexW3080888234MaRDI QIDQ5135991

M. S. Lyzhechko, Iryna V. Rozora

Publication date: 24 November 2020

Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17721/1812-5409.2019/3.6

zbMATH Keywords

bootstrappingBornhuetter-Ferguson methodchainladder methodMack methodreserve calculation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bootstrap, jackknife and other resampling methods (62F40) Actuarial mathematics (91G05)

Uses Software

• R

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