INSURANCE RESERVES ESTIMATION BY BOOTSTRAP
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F11%3A39892607" target="_blank" >RIV/00216275:25410/11:39892607 - 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
INSURANCE RESERVES ESTIMATION BY BOOTSTRAP
Original language description
The claim reserving calculation is one of the basic problems of the successful function of the insurance companies. These reserves can be calculated both classical and simulation way. The second way - use of resampling method is presented in the paper. Application of bootstrap methods in connection with problems solved in insurance theory is described. The parameters of interest are estimated, the ways how to calculate the point and interval estimates are shown.
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
Scientific Papers of the University of Pardubice, Series D, Faculty of Economics and Administration
ISSN
1211-555X
e-ISSN
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Volume of the periodical
21
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
12
Pages from-to
127-138
UT code for WoS article
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EID of the result in the Scopus database
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