Vol. 2019, 2019February 01, 2019 EDT
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 (February).
