Robust bootstrap procedures for the chain-ladder method

DOI10.1080/03461238.2016.1263236zbMath1402.91212arXiv1701.03934OpenAlexW3105946029MaRDI QIDQ4577209

Pieter Segaert, Stefan Van Aelst, Kris Peremans, Tim Verdonck

Publication date: 17 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.03934

zbMATH Keywords

outliersinferencegeneralized linear modelsSolvency IIclaims reserving

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (3)

Robust inference for seemingly unrelated regression models ⋮ Parametric expectile regression and its application for premium calculation ⋮ Bootstrap consistency for the Mack bootstrap

Uses Software

• FRB

Cites Work

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