Robust bootstrap procedures for the chain-ladder method
Work
Year: 2016
Type: article
Abstract: Insurers are faced with the challenge of estimating the future reserves needed to handle historic and outstanding claims that are not fully settled. A well-known and widely used technique is the chain... more
Source: Scandinavian Actuarial Journal
Institution KU Leuven
Cites: 71
Cited by: 3
Related to: 10
FWCI: 1.096
Citation percentile (by year/subfield): 77.27
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green