Sökning: "Susanna Björkwall"

Hittade 1 avhandling innehållade orden Susanna Björkwall.

  1. 1. Stochastic claims reserving in non-life insurance Bootstrap and smoothing models

    Detta är en avhandling från Stockholm : Department of Mathematics, Stockholm University

    Författare :Susanna Björkwall; Stockholms universitet.; [2011]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER