Robust bootstrap procedures for the chain-ladder method
Kris Peremans, Pieter Segaert, Stefan Van Aelst and Tim Verdonck
| 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
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| Subject: | Claims reserving | generalized linear models | outliers | inference | Solvency II | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1263236 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848709