Parametric bootstrap application at claim reserves calculation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F11%3A39892603" target="_blank" >RIV/00216275:25410/11:39892603 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Parametric bootstrap application at claim reserves calculation
Original language description
The paper shows bootstrap solution of the problem of confidence interval construction for predicted cumulative Chain ladder claims under condition, that development factor is lognormal distributed.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F09%2F1866" target="_blank" >GA402/09/1866: Modelling, Simulations and Management of Insurance Risks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Forum Statisticum Slovacum
ISSN
1336-7420
e-ISSN
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Volume of the periodical
2011
Issue of the periodical within the volume
7
Country of publishing house
SK - SLOVAKIA
Number of pages
5
Pages from-to
115-119
UT code for WoS article
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EID of the result in the Scopus database
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