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dc.contributor.author
Peters, Gareth W.
dc.contributor.author
Shevchenko, Pavel V.
dc.contributor.author
Wüthrich, Mario V.
dc.date.accessioned
2017-06-19T13:43:02Z
dc.date.available
2017-06-19T13:43:02Z
dc.date.issued
2010-08
dc.identifier.issn
0167-6687
dc.identifier.issn
1873-5959
dc.identifier.other
10.1016/j.insmatheco.2010.03.007
dc.identifier.uri
http://hdl.handle.net/20.500.11850/162491
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
Claims reserving
dc.subject
Distribution-free chain ladder
dc.subject
Mean square error of prediction
dc.subject
Bayesian chain ladder
dc.subject
Approximate Bayesian computation
dc.subject
Markov chain Monte Carlo
dc.subject
Annealing
dc.subject
Bootstrap
dc.title
Chain ladder method
dc.type
Journal Article
ethz.title.subtitle
Bayesian bootstrap versus classical bootstrap
ethz.journal.title
Insurance. Mathematics & economics
ethz.journal.volume
47
ethz.journal.issue
1
ethz.pages.start
36
ethz.pages.end
51
ethz.notes
Received 4 March 2009, Revised 23 March 2010, Accepted 23 March 2010, Available online 8 April 2010.
ethz.identifier.nebis
000014395
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
ethz.date.deposited
2017-06-19T13:44:14Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d6c8d96d97231
ethz.ecitpid
pub:45385
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-08-02T13:04:42Z
ethz.rosetta.lastUpdated
2021-02-14T17:32:16Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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