Robust bootstrap procedures for the chain-ladder method
Year of publication: |
August-December 2017
|
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Authors: | Peremans, Kris ; Segaert, Pieter ; Van Aelst, Stefan ; Verdonck, Tim |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 10, p. 870-897
|
Subject: | Claims reserving | generalized linear models | outliers | inference | Solvency II | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
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