Chain ladder method: Bayesian bootstrap versus classical bootstrap (Q661207)
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scientific article; zbMATH DE number 6004730
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| English | Chain ladder method: Bayesian bootstrap versus classical bootstrap |
scientific article; zbMATH DE number 6004730 |
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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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0.90356976
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0.87558395
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0.85494393
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0.8439399
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