Bootstrap Reserving

Bootstrap Reserving is a stochastic claims reserving method that belongs to the class of simulation-based techniques, distinguished by its use of resampling from observed residuals to estimate the distribution of outstanding claims liabilities without assuming explicit parametric distributions for the underlying claims process.

6

Publications

508

Citations

9

Authors

5

Institutions

Publications per year

2017–2026

0

Variants

Bootstrap Claims Reserving

Authors

9

  1. PD
    Peter D. England

    City, University of London, United Kingdom

    3 publications · 391 citations

    3

    h-index

  2. RV
    Richard Verrall

    City, University of London, United Kingdom

    2 publications · 324 citations

    2

    h-index

  3. JA
    João Andrade e Silva

    University of Lisbon, Portugal

    1 publications · 79 citations

    1

    h-index

  4. SB
    Susanna Björkwall

    Länsförsäkringar (Sweden), Sweden

    1 publications · 22 citations

    1

    h-index

  5. SI
    Stig I. Rosenlund

    Chalmers University of Technology, Sweden

    1 publications · 16 citations

    1

    h-index

1–5 of 9

Venues

  1. Insurance Mathematics and Economics

    2 publications · 280 citations

    2

    h-index

  2. Astin Bulletin

    1 publications · 16 citations

    1

    h-index

  3. Scandinavian Actuarial Journal

    1 publications · 22 citations

    1

    h-index

  4. Journal of Risk & Insurance

    1 publications · 79 citations

    1

    h-index

  5. Annals of Actuarial Science

    1 publications · 111 citations

    1

    h-index

1–5