most citedChain ladder method: Bayesian bootstrap versus classical bootstrap

38 citations · 38 across the 1 of their papers we have counts for

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q-fin.CP2010★ 38 cited

Chain ladder method: Bayesian bootstrap versus classical bootstrap

Gareth W. Peters, Mario V. Wüthrich, Pavel V. Shevchenko

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to es…