Compara mètodes
Revisa els mètodes seleccionats l'un al costat de l'altre; les files que difereixen es ressalten.
| Reserva de Pèrdues amb Mètode Chain-Ladder (Model de Mack)× | Inferencia Bootstrap× | |
|---|---|---|
| Camp≠ | Ciència actuarial | Estadística |
| Família | Regression model | Regression model |
| Any d'origen≠ | 1993 | 1979 |
| Autor original≠ | Thomas Mack | Bradley Efron |
| Tipus≠ | Stochastic loss reserving model | Resampling-based inference |
| Font seminal≠ | Mack, T. (1993). Distribution-free calculation of the standard error of chain ladder reserve estimates. ASTIN Bulletin, 23(2), 213–225. DOI ↗ | Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗ |
| Àlies | Development Factor Method, Link Ratio Method, Loss Development Method, Zincir Merdiven Yöntemi | bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı |
| Relacionats≠ | 3 | 5 |
| Resum≠ | Chain-Ladder Reserving is a stochastic actuarial method for estimating outstanding claim liabilities from a run-off triangle of cumulative paid losses. Formalized by Thomas Mack in 1993, it provides distribution-free estimates of reserve amounts along with their standard errors, making it a cornerstone of property-casualty insurance reserving and regulatory practice worldwide. | Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples. |
| ScholarGateConjunt de dades ↗ |
|
|