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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

  • DOI - Digital Object Identifier

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

  • Czech description

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

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

  • 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

  • EID of the result in the Scopus database