Search Results - subject:"Mean square error of prediction"

Un’estensione stocastica del modello "Fisher-Lange"

Felice, Massimo De; Moriconi, Franco - Dipartimento di Economia, Università degli Studi di Perugia - 2011

bootstrap. Vengono anche ricavate espressioni in forma chiusa per il mean square error of prediction (MSEP) dei costi di …. Parole chiave: stochastic loss reserving, average cost, case outstanding development technique, mean square error of … prediction, conditional parametric bootstrap. …

Persistent link: https://www.econbiz.de/10008871037

Prediction uncertainties in the Cape Cod reserving method

Saluz, Annina - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 239-263

Persistent link: https://www.econbiz.de/10011541968

Claims run-off uncertainty : the full picture

Merz, Michael; Wüthrich, Mario V. - 2015 - This version: July 3, 2015

-ladder (CL) claims reserving method. Therefore, we consider the conditional mean square error of prediction (MSEP) of the total …

Persistent link: https://www.econbiz.de/10011293560

Claims reserving in the hierarchical generalized linear model framework

Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 381-390

We consider an approach based on the hierarchical generalized linear models and h-likelihood estimators for claims reserving in non-life insurance. The hierarchical generalized linear models represent a class of flexible mixture models that extend the generalized linear models and the...

Persistent link: https://www.econbiz.de/10010662436