Insurance reserves estimation by bootstrap

dc.contributor.author	Bohdan, Linda
dc.contributor.author	Kubanová, Jana
dc.contributor.author	Jindrová, Pavla
dc.date.accessioned	2012-03-02T09:18:28Z
dc.date.available	2012-03-02T09:18:28Z
dc.date.issued	2011
dc.identifier	Univerzitní knihovna (studovna)	cze
dc.identifier.issn	1211-555X (Print)
dc.identifier.issn	1804-8048 (Online)
dc.identifier.uri	http://hdl.handle.net/10195/42509
dc.description.abstract	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.	eng
dc.format	p. 127-138
dc.language.iso	eng
dc.publisher	Univerzita Pardubice	cze
dc.relation.ispartof	Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 21(3/2011)	eng
dc.subject	point estimate	eng
dc.subject	interval estimate	eng
dc.subject	chain ladder method	eng
dc.subject	development factor	eng
dc.subject	resampling	eng
dc.subject	bootstrap method	eng
dc.title	Insurance reserves estimation by bootstrap	eng
dc.type	Article	eng
dc.identifier.signature	47940-21
dc.peerreviewed	yes	eng
dc.publicationstatus	published	eng