Modelling of the development of the selected indicators of the insurance market
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F11%3A39894562" target="_blank" >RIV/00216275:25410/11:39894562 - 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
Modelling of the development of the selected indicators of the insurance market
Original language description
The main limitation of many statistical methods consists in the fact that they usually require fulfilments of many different assumptions that cannot often be verified. This problem arises frequently at the time series, too. In this case it is helpful touse bootstrap methods. This paper deals with the application of the bias reduced bootstrap method to the Box-Jenkins methodology. Several methods of nonparametric bootstrap for a bias reduced estimate of the autoregressive parameters ? of AR(1) and AR(2)are presented in this paper: model oriented bootstrap, overlapping moving blocks and not-overlapping moving blocks. A comparison of the results of the classical and resampling methods is performed for the premium written time series.
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
Calcutta Statistical Association bulletin
ISSN
0008-0683
e-ISSN
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Volume of the periodical
63
Issue of the periodical within the volume
249
Country of publishing house
IN - INDIA
Number of pages
15
Pages from-to
307-321
UT code for WoS article
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EID of the result in the Scopus database
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