Bootstrap methodology in claim reserving

Detalhes bibliográficos
Autor(a) principal: Pinheiro, Paulo J. R.
Data de Publicação: 2003
Outros Autores: Silva, João Andrade e, Centeno, M. Lurdes
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/24420
Resumo: In this article, we use the bootstrap technique to obtain prediction errors for different claim-reserving methods, namely, the chain ladder technique and methods based on generalized linear models. We discuss several forms of performing the bootstrap and illustrate the different solutions using the data set from Taylor and Ashe (1983), which has already been used by several authors
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spelling Bootstrap methodology in claim reservingBootstrap TecniquePrediction ErrorsGeneralized Linear ModelsIn this article, we use the bootstrap technique to obtain prediction errors for different claim-reserving methods, namely, the chain ladder technique and methods based on generalized linear models. We discuss several forms of performing the bootstrap and illustrate the different solutions using the data set from Taylor and Ashe (1983), which has already been used by several authorsWiley Online LibraryRepositório da Universidade de LisboaPinheiro, Paulo J. R.Silva, João Andrade eCenteno, M. Lurdes2022-05-30T13:18:39Z20032003-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/24420engPinheiro, Paulo JR, João Manuel Andrade e Silva, and Maria de Lourdes Centeno. (2003). "Bootstrap methodology in claim reserving." Journal of Risk and Insurance. Vol. 70, No. 4: pp. 701-714.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-05-14T01:30:36Zoai:www.repository.utl.pt:10400.5/24420Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:08:28.323343Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Bootstrap methodology in claim reserving
title Bootstrap methodology in claim reserving
spellingShingle Bootstrap methodology in claim reserving
Pinheiro, Paulo J. R.
Bootstrap Tecnique
Prediction Errors
Generalized Linear Models
title_short Bootstrap methodology in claim reserving
title_full Bootstrap methodology in claim reserving
title_fullStr Bootstrap methodology in claim reserving
title_full_unstemmed Bootstrap methodology in claim reserving
title_sort Bootstrap methodology in claim reserving
author Pinheiro, Paulo J. R.
author_facet Pinheiro, Paulo J. R.
Silva, João Andrade e
Centeno, M. Lurdes
author_role author
author2 Silva, João Andrade e
Centeno, M. Lurdes
author2_role author
author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Pinheiro, Paulo J. R.
Silva, João Andrade e
Centeno, M. Lurdes
dc.subject.por.fl_str_mv Bootstrap Tecnique
Prediction Errors
Generalized Linear Models
topic Bootstrap Tecnique
Prediction Errors
Generalized Linear Models
description In this article, we use the bootstrap technique to obtain prediction errors for different claim-reserving methods, namely, the chain ladder technique and methods based on generalized linear models. We discuss several forms of performing the bootstrap and illustrate the different solutions using the data set from Taylor and Ashe (1983), which has already been used by several authors
publishDate 2003
dc.date.none.fl_str_mv 2003
2003-01-01T00:00:00Z
2022-05-30T13:18:39Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/24420
url http://hdl.handle.net/10400.5/24420
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Pinheiro, Paulo JR, João Manuel Andrade e Silva, and Maria de Lourdes Centeno. (2003). "Bootstrap methodology in claim reserving." Journal of Risk and Insurance. Vol. 70, No. 4: pp. 701-714.
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Wiley Online Library
publisher.none.fl_str_mv Wiley Online Library
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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