Analysis of Bootstrap Techniques for Loss Reserving
Insurance companies must have an appropriate method of estimating future reserve amounts. These values will directly influence the rates that are charged to the customer. This thesis analyzes stochastic reserving techniques that use bootstrap methods in order to obtain variability estimates of predi...
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Format: | Others |
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North Dakota State University
2018
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Online Access: | https://hdl.handle.net/10365/27842 |