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Persistent link: https://www.econbiz.de/10011686574
bootstrap technique to estimate the margin of error and the confidence interval of the reserves. Since estimating reserves is a …. To ease the understanding and monitoring the process, the Chain-Ladder method and bootstrap is run step by step by using …
Persistent link: https://www.econbiz.de/10011307180
(2005). At the same time, I calculate the confidence intervals for the microdecomposition estimations with a bootstrap …
Persistent link: https://www.econbiz.de/10011941091
The valuation of options and to a large extent the financial derivatives market require an optimal estimation of the volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation of the volatility parameter for an asset using...
Persistent link: https://www.econbiz.de/10014494469
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(2005). At the same time, I calculate the confidence intervals for the microdecomposition estimations with a bootstrap …
Persistent link: https://www.econbiz.de/10005022007
Persistent link: https://www.econbiz.de/10014500554
The valuation of options and to a large extent the financial derivatives market require an optimal estimation of the volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation of the volatility parameter for an asset using...
Persistent link: https://www.econbiz.de/10013486201
estimation process and we use a bootstrap procedure to do the inference. An empirical application to analyze the survival time …
Persistent link: https://www.econbiz.de/10005650107