Publication detail

Several ways of trend coefficients estimates of the premium written in the Czech Republic

Authors: Kubanová Jana | Linda Bohdan

Year: 2010

Type of publication: ostatní - článek ve sborníku

Name of source: International Conference on Frontiers of Interface Between Statistics and Sciences : abstracts

Publisher name: CR Rao Advanced Institute of Mathematics, Statistics and Computer Science (AIMSCS)

Place: Hyderabad

Page from-to: 145-146

Titles:

Language	Name	Abstract	Keywords
eng	Several ways of trend coefficients estimates of the premium written in the Czech Republic	The usual methods of time series coefficients estimates require various presumptions, which are often not fulfilled in praxis. It is problematic to determine reliability of these estimates in such cases. These estimates deficiencies remove bootstrap methods, which offer estimates of their bias and standard error.	Non-life insurance;bootstrap method;autoregressive models;moving blocks overlapping and not overlapping methods;extrapolation

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