Analytic and bootstrap estimates of prediction errors in claims reserving
type: Item
instance of: scholarly article
title: Analytic and bootstrap estimates of prediction errors in claims reserving
zbMATH Open document ID: 0944.62093
DOI: 10.1016/S0167-6687(99)00016-5
author: Peter England
author: Richard Verrall
published in: Insurance Mathematics \& Economics
publication date: 2000-09-26T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62J12
zbMATH DE Number: 1441561
zbMATH Keywords: claims reserving
zbMATH Keywords: bootstrapping
zbMATH Keywords: chain ladder technique
zbMATH Keywords: prediction errors
describes a project that uses: bootstrap
MaRDI profile type: Publication
cites work: Q4318617
cites work: IBNR-claims and the two-way model of ANOVA
cites work: Which stochastic model is underlying the chain ladder method?
cites work: Q3998435
cites work: Bootstrapping generalized linear models
cites work: On the estimation of reserves from loglinear models
full work available at URL: s0167-6687(99)00016-5
OpenAlex ID: W2030289141
description: scientific article; zbMATH DE number 1441561