Back-Testing the ODP Bootstrap & Mack Bootstrap Models
Back-Testing the ODP Bootstrap & Mack Bootstrap Models
Mark R Shapland,
Back -TestBenchmarkBootstrapChain LadderMack ModelOver-Dispersed PoissonReserve VariabilitySystemic RiskUnderwriting Cycle
Shapland, Mark R. 2019. “Back-Testing the ODP Bootstrap & Mack Bootstrap Models.” CAS Forum 2019 (January).
