Search Results - subject:"error of prediction"

Chain-ladder method and midyear loss reserving

Dahms, René - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 3-24

Persistent link: https://www.econbiz.de/10011875572

A mixture model for payments and payment numbers in claims reserving

Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 25-53

Persistent link: https://www.econbiz.de/10011875575

Full Bayesian analysis of claims reserving uncertainty

Peters, Gareth; Targino, Rodrigo S.; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 73 (2017), pp. 41-53

Persistent link: https://www.econbiz.de/10011702044

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

A bifurcation approach for attritional and large losses in chain ladder calculations

Riegel, Ulrich - In: Astin bulletin : the journal of the International … 44 (2014) 1, pp. 127-172

Persistent link: https://www.econbiz.de/10010240676

Mean error of prediction for a method of empirical growth extrapolation

Guzik, Boguslaw - In: Operations Research and Decisions 3-4 (2006), pp. 69-85

consists in a linear extrapolation of the mean empirical growth. The author shows how to derive formulas for the mean error of … prediction (the ex ante prediction error). These formulas are then compared to the prediction errors of the following methods …

Persistent link: https://www.econbiz.de/10008777307

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

PREDICTING OUTPUT FROM SEEMINGLY UNRELATED AREA AND YIELD EQUATIONS

Griffiths, William E.; Thomson, Graeme; Coelli, Tim J. - School of Economics, Business School - 1999

Crop output can be defined as the product of area sown and yield. Given the existence of separate equations for explaining and predicting area sown and yield, in this paper we suggest predictors for output and derive expressions for the standard errors of the predictors. The methodology is...

Persistent link: https://www.econbiz.de/10005476553