A Synchronous Bootstrap to Account for Dependencies Between Lines of Business in the Estimation of Loss Reserve Prediction Error
Taylor, Greg, McGuire, GráinneVolume:
11
Language:
english
Journal:
North American Actuarial Journal
DOI:
10.1080/10920277.2007.10597467
Date:
July, 2007
File:
PDF, 271 KB
english, 2007