Publikace: Insurance reserves estimation by bootstrap
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Bohdan, Linda
Kubanová, Jana
Jindrová, Pavla
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Univerzita Pardubice
Abstrakt
The claim reserving calculation is one of the basic problems of the successful function of the insurance companies. These reserves can be calculated both classical and simulation way. The second way – use of resampling method is presented in the paper. Application of bootstrap methods in connection with problems solved in
insurance theory is described. The parameters of interest are estimated, the ways how to calculate the point and interval estimates are shown.
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Klíčová slova
point estimate, interval estimate, chain ladder method, development factor, resampling, bootstrap method