Chain ladder method: Bayesian bootstrap versus classical bootstrap

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	36-51
Journal	Insurance: Mathematics and Economics
Volume	47
Issue number	1
DOIs	https://doi.org/10.1016/j.insmatheco.2010.03.007
Publication status	Published - 1 Aug 2010

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@article{01ba414dbfdf4e99837e1b2d75f081ae,

title = "Chain ladder method: Bayesian bootstrap versus classical bootstrap",

author = "Peters, \{Gareth W.\} and W{\"u}thrich, \{Mario V.\} and Shevchenko, \{Pavel V.\}",

year = "2010",

month = aug,

day = "1",

doi = "10.1016/j.insmatheco.2010.03.007",

language = "English",

volume = "47",

pages = "36--51",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

number = "1",

}

TY - JOUR

T1 - Chain ladder method: Bayesian bootstrap versus classical bootstrap

AU - Peters, Gareth W.

AU - Wüthrich, Mario V.

AU - Shevchenko, Pavel V.

PY - 2010/8/1

Y1 - 2010/8/1

U2 - 10.1016/j.insmatheco.2010.03.007

DO - 10.1016/j.insmatheco.2010.03.007

M3 - Article

SN - 0167-6687

VL - 47

SP - 36

EP - 51

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

IS - 1

ER -