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自举法在赔款准备金评估中的应用探讨

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摘要 赔款准备金评估是保险公司的一项重要的工作,针对赔款准备金的评估方法的探索不断,本文基于比较常用的伽玛分布的广义线性模型对赔款准备金进行估计,同时把自举法应用到模型中来分析估计误差和评估结果。
出处 《科技信息》 2013年第4期59-59,61,共2页 Science & Technology Information
基金 山东工商学院青年科研基金项目(项目编号:2011QN025)
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参考文献3

  • 1England P. D., Verrall R. J. Analytic and Bootstrap Estimates of Pre diction Errors in Claims Reserving[J].Insurance: Mathematics and Economics,1999,(25).
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二级参考文献8

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