Pages that link to "Item:Q1974030"
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The following pages link to Analytic and bootstrap estimates of prediction errors in claims reserving (Q1974030):
Displaying 43 items.
- The stratified sampling bootstrap for measuring the uncertainty in mortality forecasts (Q430862) (← links)
- Robust loss reserving in a log-linear model (Q495440) (← links)
- The one-year non-life insurance risk (Q659122) (← links)
- Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207) (← links)
- Kernel Poisson regression machine for stochastic claims reserving (Q744581) (← links)
- Assessing inflation risk in non-life insurance (Q903336) (← links)
- Estimation of loss reserves with lognormal development factors (Q939377) (← links)
- Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving'' (Q1413378) (← links)
- Modelling zeros in stochastic reserving models. (Q1430669) (← links)
- Loss prediction based on run-off triangles (Q1633246) (← links)
- Claims reserving in the presence of excess-of-loss reinsurance using micro models based on aggregate data (Q1641142) (← links)
- Parameter uncertainty and reserve risk under Solvency II (Q1667421) (← links)
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
- An investigation into stochastic claims reserving models and the chain-ladder technique. (Q1974045) (← links)
- Modeling dependencies in claims reserving with GEE (Q2015647) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool (Q2276208) (← links)
- The collective reserving model (Q2421394) (← links)
- Modelling negatives in stochastic reserving models (Q2499832) (← links)
- Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval (Q2507938) (← links)
- Incorporating expert opinion into a stochastic model for the chain-ladder technique (Q2581786) (← links)
- A special Tweedie sub-family with application to loss reserving prediction error (Q2665858) (← links)
- Diagonal effects in claims reserving (Q2866276) (← links)
- CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS (Q4563767) (← links)
- BAYESIAN ANALYSIS OF BIG DATA IN INSURANCE PREDICTIVE MODELING USING DISTRIBUTED COMPUTING (Q4563820) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- Provisions for Outstanding Claims with Distance-Based Generalized Linear Models (Q4609753) (← links)
- Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays (Q4990501) (← links)
- Lognormal Mixed Models for Reported Claims Reserves (Q5018705) (← links)
- A Robustification of the Chain-Ladder Method (Q5029068) (← links)
- Collective reserving using individual claims data (Q5083395) (← links)
- Generalized log-normal chain-ladder (Q5123187) (← links)
- Neural network embedding of the over-dispersed Poisson reserving model (Q5210997) (← links)
- Bootstrap Mean Squared Error of Prediction in Loss Reserving (Q5240336) (← links)
- Claim Reserving Using Distance-Based Generalized Linear Models (Q5280084) (← links)
- Bayesian Estimation of Outstanding Claim Reserves (Q5715889) (← links)
- Double Chain Ladder and Bornhuetter-Ferguson (Q5742638) (← links)
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING (Q5866175) (← links)
- Efficient capital management using an internal model: a case of non-life insurance (Q5866615) (← links)
- On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company (Q5867459) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Bootstrap consistency for the Mack bootstrap (Q6199668) (← links)
- Statistical estimation methods benchmarking in R using insurance claims data (Q6576923) (← links)
