Claim reserves prediction by resampling method
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F11%3A39892604" target="_blank" >RIV/00216275:25410/11:39892604 - 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
Claim reserves prediction by resampling method
Original language description
The article deals with one part of insurance theory - with the claim reserving calculation. The claim reserves are calculated by a non-conventional way - by the help of bootstrap method. Both point estimates and interval estimates of claim reserves are presented in the paper. Solution of the problem of confidence interval construction for predicted cumulative Chain ladder claims is presented, and comparison of results of classical and alternative methods is stated in the conclusion of the paper.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
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
Article name in the collection
2011 Word Congress on Engineering and Technology (CET 2011)
ISBN
978-1-61284-363-6
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
111-114
Publisher name
IEEE (Institute of Electrical and Electronics Engineers)
Place of publication
Los Alamitos
Event location
Shanghai
Event date
Nov 28, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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