ESTIMATION OF OUTSTANDING CLAIMS RESERVING BASED ON INFLATION RISK ON CAR INSURANCE COMPANIES BY USING THE BOOTSTRAP METHOD

DOI10.17654/MS102040687zbMath1458.62254MaRDI QIDQ4601711

Subiyanto, Fauziah Triane Putri, Julita Nahar, Mustafa Mamat, Sukono, Sudradjat Supian

Publication date: 24 January 2018

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/11020.htm

zbMATH Keywords

bootstrap; regression analysis; inflation; chain ladder method; separation method; outstanding claims reserves

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F40: Bootstrap, jackknife and other resampling methods