This paper is concerned with the estimation of forecast error, particularly in relation to insurance loss reserving. Forecast error is generally regarded as consisting of three components, namely parameter, process and model errors. The first two of these components, and their estimation, are...

Many household panel surveys have experienced decreasing response rates and increasing risk of nonresponse bias in recent decades, but trends in response rates and nonresponse bias in business or establishment panel surveys are largely understudied. This article examines both panel response...