Bootstrap | Chain Ladder / Mack |
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Results obtained with RJMCMC
|
Results | Comparison |
Results | Comparison | |
Reserves average |
1,465,475 | 1,458,835 | 0.46% | 1,463,057 | 0.17% |
Reserves standard deviation | 45,682 | 60,063 | -23.94% | 54,878 | -16.76% |
Повече за Reversible Jump Markov Chain Monte Carlo transform claims reserves в статията Could Reversible Jump Markov Chain Monte Carlo transform claims reserves valuation?
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