Publikace detail

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

Autoři: Kubanová Jana | Linda Bohdan

Rok: 2010

Druh publikace: ostatní - článek ve sborníku

Název zdroje: International Conference on Frontiers of Interface Between Statistics and Sciences : abstracts

Název nakladatele: CR Rao Advanced Institute of Mathematics, Statistics and Computer Science (AIMSCS)

Místo vydání: Hyderabad

Strana od-do: 145-146

Tituly:

Jazyk	Název	Abstrakt	Klíčová slova
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

Vyhledávání