Chain ladder method

Bayesian bootstrap versus classical bootstrap
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Author
Peters, Gareth W.
Wüthrich, Mario V.
Shevchenko, Pavel V.
Date
2010-08
Type
    Journal Article
Publication status
published
External links
Journal / series
Insurance: Mathematics and Economics
Volume
47(1)
Pages / Article No.
36 - 51
Publisher
Elsevier
Subject
Claims reserving; Distribution-free chain ladder; Mean square error of prediction; Bayesian chain ladder; Approximate Bayesian computation; Markov chain Monte Carlo; Annealing; Bootstrap
Organisational unit
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)  
Notes
Received 4 March 2009, Revised 23 March 2010, Accepted 23 March 2010, Published online 8 April 2010.
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Citations
Cited 22 times in Web of Science
ETH Bibliography
yes
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