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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Bibliographic Details
Main Author: Chase, Taryn Ruth
Format: Others
Published: North Dakota State University 2018
Online Access:https://hdl.handle.net/10365/27842