Model error (or ambiguity) and its estimation, with particular application to loss reserving
Year of publication: |
2023
|
---|---|
Authors: | Taylor, Greg ; Mc Guire, Gráinne |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 11, Art.-No. 185, p. 1-28
|
Subject: | Bayesian model averaging | bootstrap | bootstrap matrix | forecast error | GLM | internal model structure error | LASSO | loss reserving | model ambiguity | model error | model uncertainty | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Statistischer Fehler | Statistical error | Entscheidung unter Unsicherheit | Decision under uncertainty |
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