Robust bootstrap procedures for the chain-ladder method (Q4577209): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Tim Verdonck / rank
Normal rank
 
Property / author
 
Property / author: Tim Verdonck / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: FRB / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3105946029 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1701.03934 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5255162 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Bootstrap with Non Random Weights Based on the Influence Function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Micro-level stochastic loss reserving for general insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and Efficient Fitting of Loss Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust fitting of claim severity distributions and the method of trimmed moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust subsampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Inference for Generalized Linear Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Lasso Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Pearson's residuals in generalized linear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytic and bootstrap estimates of prediction errors in claims reserving / rank
 
Normal rank
Property / cites work
 
Property / cites work: On blocking rules for the bootstrap with dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Influence Curve and Its Role in Robust Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of discounted loss reserves using generalized linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting influential data points for the Hill estimator in Pareto-type distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5288997 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3647072 / rank
 
Normal rank
Property / cites work
 
Property / cites work: IBNR-claims and the two-way model of ANOVA / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Mean Square Error of Prediction in the Chain Ladder Reserving Method – A Comment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716094 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The one-year non-life insurance risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust loss reserving in a log-linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast and robust bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping robust estimates of regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model study about the applicability of the Chain Ladder method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Breakdown theory for bootstrap quantiles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust covariance estimates based on resampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discussion of the Mean Square Error of Prediction in the Chain Ladder Reserving Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detection and correction of outliers in the bivariate chain-ladder method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Robustification of the Chain-Ladder Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the estimation of reserves from loglinear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An investigation into stochastic claims reserving models and the chain-ladder technique. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2852072 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds on the estimation error in the chain ladder method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty of the claims development result in the chain ladder method / rank
 
Normal rank

Latest revision as of 03:14, 16 July 2024

scientific article; zbMATH DE number 6904594
Language Label Description Also known as
English
Robust bootstrap procedures for the chain-ladder method
scientific article; zbMATH DE number 6904594

    Statements

    Robust bootstrap procedures for the chain-ladder method (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 July 2018
    0 references
    claims reserving
    0 references
    generalized linear models
    0 references
    outliers
    0 references
    inference
    0 references
    Solvency II
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references