On bootstrap estimators of some prediction accuracy measures of loss reserves in a non-life insurance company
| Autor: | Alicja Wolny-Dominiak, Tomasz Ża̧dło |
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| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Hierarchical generalized linear model 010104 statistics & probability 021103 operations research Modeling and Simulation Life insurance Statistics 0211 other engineering and technologies Estimator 02 engineering and technology 0101 mathematics 01 natural sciences Mathematics |
| Zdroj: | Communications in Statistics - Simulation and Computation. 51:4225-4240 |
| ISSN: | 1532-4141 0361-0918 |
| DOI: | 10.1080/03610918.2020.1740263 |
| Popis: | This article considers the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance. In the current insurance practice, insurance companies use generalized linear mod... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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