Bootstrapping individual claim histories

DOI10.2143/AST.42.1.2160744MaRDI QIDQ2866014zbMATH OpenOpenAlexFDO

Authors Stig Rosenlund

Publication date 12 December 2013

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://econpapers.repec.org/RePEc:cup:astinb:v:42:y:2012:i:01:p:291-324_00

zbMATH Keywords

bootstrapstochastic reservingBICHclaim reserveRDC

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

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Cited in

(9)

• Reserving by Conditioning on Markers of Individual Claims: A Case Study Using Historical Simulation
• Addendum to ``Analytic and bootstrap estimates of prediction errors in claims reserving
• Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
• A bootstrap estimate of the predictive distribution of outstanding claims for the Schnieper model
• Collective reserving using individual claims data
• Individual loss reserving using paid-incurred data
• Collective loss reserving with two types of claims in motor third party liability insurance
• Bootstrapping the separation method in claims reserving
• On the relationship between classical chain ladder and granular reserving

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