Analytic and bootstrap estimates of prediction errors in claims reserving
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- Verrall, R. J., 1991. "On the estimation of reserves from loglinear models," Insurance: Mathematics and Economics, Elsevier, vol. 10(1), pages 75-80, March.
- Moulton, Lawrence H. & Zeger, Scott L., 1991. "Bootstrapping generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 53-63, January.
- Mack, Thomas, 1991. "A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 21(01), pages 93-109, April.
- Taylor, G. C. & Ashe, F. R., 1983. "Second moments of estimates of outstanding claims," Journal of Econometrics, Elsevier, vol. 23(1), pages 37-61, September.
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