Bootstrap methodology in claim reserving
Autor(a) principal: | |
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Data de Publicação: | 2003 |
Outros Autores: | , |
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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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 |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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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