The Stochastic Error Rate Estimation of Prediction Distributions


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].

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

Conflicts of Interest

The authors declare no conflicts of interest.


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