Analytic and bootstrap estimates of prediction errors in claims reserving

Insurance: Mathematics and Economics

Volumn 25, Issue 3, 1999, Pages 281-293

  England, Peter ^a   Verrall, Richard ^b  

^a LLOYD'S OF LONDON   (United Kingdom)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

Bootstrapping; Chain ladder technique; Claims reserving; Generalised linear models; Prediction errors

Indexed keywords

EID: 0011949463     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00016-5     Document Type: Article

References (18)

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