Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:54, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Chain ladder method: Bayesian bootstrap versus classical bootstrap |
scientific article |
Statements
Chain ladder method: Bayesian bootstrap versus classical bootstrap (English)
0 references
10 February 2012
0 references
claims reserving
0 references
distribution-free chain ladder
0 references
mean square error of prediction
0 references
Bayesian chain ladder
0 references
approximate Bayesian computation
0 references
Markov chain Monte Carlo
0 references
annealing
0 references
bootstrap
0 references