Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207): Difference between revisions

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Chain ladder method: Bayesian bootstrap versus classical bootstrap
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    Chain ladder method: Bayesian bootstrap versus classical bootstrap (English)
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    10 February 2012
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    claims reserving
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    distribution-free chain ladder
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    mean square error of prediction
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    Bayesian chain ladder
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    approximate Bayesian computation
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    Markov chain Monte Carlo
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    annealing
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    bootstrap
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