Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
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Publication:1413378
DOI10.1016/S0167-6687(02)00161-0zbMath1031.62089OpenAlexW2045185238MaRDI QIDQ1413378
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00161-0
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)
Related Items (12)
Claim Reserving Using Distance-Based Generalized Linear Models ⋮ The geometric chain-ladder ⋮ Robust bootstrap procedures for the chain-ladder method ⋮ Parametric expectile regression and its application for premium calculation ⋮ Bootstrap consistency for the Mack bootstrap ⋮ Provisions for Outstanding Claims with Distance-Based Generalized Linear Models ⋮ Generalized log-normal chain-ladder ⋮ On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins ⋮ Over-Dispersed Age-Period-Cohort Models ⋮ Incorporating expert opinion into a stochastic model for the chain-ladder technique ⋮ Claims Reserving When There Are Negative Values in the Runoff Triangle ⋮ A Robustification of the Chain-Ladder Method
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