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has been cited by the following article:
TITLE: The Stochastic Error Rate Estimation of Prediction Distributions
AUTHORS: Hafedh Faires
KEYWORDS: Reserving Claims, EDS, Error Rate, Prediction Distributions
JOURNAL NAME: Journal of Mathematical Finance, Vol.5 No.2, May 13, 2015
ABSTRACT: The estimation of claims reserves is usually done by applying techniques called IBNR techniques within a stochastic framework. The main objective of this paper is to predict the partial reserve and to estimate the error rate of prediction distributions by using the stochastic model proposed in [1].