Matches in SemOpenAlex for { <https://semopenalex.org/work/W2569315997> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2569315997 endingPage "2" @default.
- W2569315997 startingPage "2" @default.
- W2569315997 abstract "We consider the well-known stochastic reserve estimation methods on the basis of generalized linear models, such as the (over-dispersed) Poisson model, the gamma model and the log-normal model. For the likely variability of the claims reserve, bootstrap method is considered. In the bootstrapping framework, we discuss the choice of residuals, namely the Pearson residuals, the deviance residuals and the Anscombe residuals. In addition, several possible residual adjustments are discussed and compared in a case study. We carry out a practical implementation and comparison of methods using real-life insurance data to estimate reserves and their prediction errors. We propose to consider proper scoring rules for model validation, and the assessments will be drawn from an extensive case study." @default.
- W2569315997 created "2017-01-13" @default.
- W2569315997 creator A5048807541 @default.
- W2569315997 creator A5081602803 @default.
- W2569315997 creator A5084057330 @default.
- W2569315997 date "2017-01-04" @default.
- W2569315997 modified "2023-09-25" @default.
- W2569315997 title "On Comparison of Stochastic Reserving Methods with Bootstrapping" @default.
- W2569315997 cites W1415000164 @default.
- W2569315997 cites W1522863251 @default.
- W2569315997 cites W1993693796 @default.
- W2569315997 cites W1997927915 @default.
- W2569315997 cites W2002637277 @default.
- W2569315997 cites W2025720061 @default.
- W2569315997 cites W2030289141 @default.
- W2569315997 cites W2046336369 @default.
- W2569315997 cites W2053467329 @default.
- W2569315997 cites W2054380326 @default.
- W2569315997 cites W2080980990 @default.
- W2569315997 cites W2088257423 @default.
- W2569315997 cites W2097536801 @default.
- W2569315997 cites W2097562388 @default.
- W2569315997 cites W2103371101 @default.
- W2569315997 cites W2124349276 @default.
- W2569315997 cites W2129286222 @default.
- W2569315997 cites W2130715829 @default.
- W2569315997 cites W2131579167 @default.
- W2569315997 cites W2134548066 @default.
- W2569315997 cites W2152023476 @default.
- W2569315997 cites W2154996067 @default.
- W2569315997 cites W2796293253 @default.
- W2569315997 cites W3104683063 @default.
- W2569315997 doi "https://doi.org/10.3390/risks5010002" @default.
- W2569315997 hasPublicationYear "2017" @default.
- W2569315997 type Work @default.
- W2569315997 sameAs 2569315997 @default.
- W2569315997 citedByCount "1" @default.
- W2569315997 countsByYear W25693159972019 @default.
- W2569315997 crossrefType "journal-article" @default.
- W2569315997 hasAuthorship W2569315997A5048807541 @default.
- W2569315997 hasAuthorship W2569315997A5081602803 @default.
- W2569315997 hasAuthorship W2569315997A5084057330 @default.
- W2569315997 hasBestOaLocation W25693159971 @default.
- W2569315997 hasConcept C100906024 @default.
- W2569315997 hasConcept C105795698 @default.
- W2569315997 hasConcept C107673813 @default.
- W2569315997 hasConcept C11413529 @default.
- W2569315997 hasConcept C12426560 @default.
- W2569315997 hasConcept C149782125 @default.
- W2569315997 hasConcept C155512373 @default.
- W2569315997 hasConcept C160234255 @default.
- W2569315997 hasConcept C17634605 @default.
- W2569315997 hasConcept C177599991 @default.
- W2569315997 hasConcept C207609745 @default.
- W2569315997 hasConcept C2524010 @default.
- W2569315997 hasConcept C33923547 @default.
- W2569315997 hasConcept C41008148 @default.
- W2569315997 hasConcept C41587187 @default.
- W2569315997 hasConceptScore W2569315997C100906024 @default.
- W2569315997 hasConceptScore W2569315997C105795698 @default.
- W2569315997 hasConceptScore W2569315997C107673813 @default.
- W2569315997 hasConceptScore W2569315997C11413529 @default.
- W2569315997 hasConceptScore W2569315997C12426560 @default.
- W2569315997 hasConceptScore W2569315997C149782125 @default.
- W2569315997 hasConceptScore W2569315997C155512373 @default.
- W2569315997 hasConceptScore W2569315997C160234255 @default.
- W2569315997 hasConceptScore W2569315997C17634605 @default.
- W2569315997 hasConceptScore W2569315997C177599991 @default.
- W2569315997 hasConceptScore W2569315997C207609745 @default.
- W2569315997 hasConceptScore W2569315997C2524010 @default.
- W2569315997 hasConceptScore W2569315997C33923547 @default.
- W2569315997 hasConceptScore W2569315997C41008148 @default.
- W2569315997 hasConceptScore W2569315997C41587187 @default.
- W2569315997 hasIssue "1" @default.
- W2569315997 hasLocation W25693159971 @default.
- W2569315997 hasLocation W25693159972 @default.
- W2569315997 hasOpenAccess W2569315997 @default.
- W2569315997 hasPrimaryLocation W25693159971 @default.
- W2569315997 hasRelatedWork W2095236300 @default.
- W2569315997 hasRelatedWork W2102567483 @default.
- W2569315997 hasRelatedWork W2183418750 @default.
- W2569315997 hasRelatedWork W2495303577 @default.
- W2569315997 hasRelatedWork W2569315997 @default.
- W2569315997 hasRelatedWork W2944463086 @default.
- W2569315997 hasRelatedWork W3198215116 @default.
- W2569315997 hasRelatedWork W4225764878 @default.
- W2569315997 hasRelatedWork W4313650907 @default.
- W2569315997 hasRelatedWork W4362554097 @default.
- W2569315997 hasVolume "5" @default.
- W2569315997 isParatext "false" @default.
- W2569315997 isRetracted "false" @default.
- W2569315997 magId "2569315997" @default.
- W2569315997 workType "article" @default.