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  • The article deals with one part of insurance theory - with the claim reserving calculation. The claim reserves are calculated by a non-conventional way - by the help of bootstrap method. Both point estimates and interval estimates of claim reserves are presented in the paper. Solution of the problem of confidence interval construction for predicted cumulative Chain ladder claims is presented, and comparison of results of classical and alternative methods is stated in the conclusion of the paper.
  • The article deals with one part of insurance theory - with the claim reserving calculation. The claim reserves are calculated by a non-conventional way - by the help of bootstrap method. Both point estimates and interval estimates of claim reserves are presented in the paper. Solution of the problem of confidence interval construction for predicted cumulative Chain ladder claims is presented, and comparison of results of classical and alternative methods is stated in the conclusion of the paper. (en)
Title
  • Claim reserves prediction by resampling method
  • Claim reserves prediction by resampling method (en)
skos:prefLabel
  • Claim reserves prediction by resampling method
  • Claim reserves prediction by resampling method (en)
skos:notation
  • RIV/00216275:25410/11:39892604!RIV12-GA0-25410___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/09/1866)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 190510
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/11:39892604
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • confidence interval; development factor; insurance benefit; claim reserve; bootstrap method; Chain ladder method (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [8F6DF0C346E9]
http://linked.open...v/mistoKonaniAkce
  • Shanghai
http://linked.open...i/riv/mistoVydani
  • Los Alamitos
http://linked.open...i/riv/nazevZdroje
  • 2011 Word Congress on Engineering and Technology (CET 2011)
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kubanová, Jana
  • Linda, Bohdan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • IEEE (Institute of Electrical and Electronics Engineers)
https://schema.org/isbn
  • 978-1-61284-363-6
http://localhost/t...ganizacniJednotka
  • 25410
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