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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.

KEYWORDS

Reserving Claims, EDS, Error Rate, Prediction Distributions

Cite this paper

Faires, H. 2015 The Stochastic Error Rate Estimation of Prediction Distributions. Journal of Mathematical Finance, 5, 172-177. doi: 10.4236-jmf.2015.52016.





Author: Hafedh Faires

Source: http://www.scirp.org/



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