Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving”-Reference-Cited by-同舟云学术

Addendum to “Analytic and bootstrap estimates of prediction errors in claims reserving”

Published:2002-12 Issue:3 Volume:31 Page:461-466
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

England Peter

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference8 articles.

1. Analytic and bootstrap estimates of prediction errors in claims reserving;England;Insurance: Mathematics and Economics,1999

2. Adaptive rejection Metropolis sampling within Gibbs sampling;Gilks;Applied Statistics,1995

3. Measuring the variability of chain ladder reserve estimates;Mack;Casualty Actuarial Society Forum,1993

4. Renshaw, A.E., 1994. Claims reserving by joint modelling. Actuarial Research Paper No. 72. Department of Actuarial Science and Statistics, City University, London.

5. A stochastic model underlying the chain ladder technique;Renshaw;British Actuarial Journal,1998

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