Ersatz model tests. (18th July 2017)
- Record Type:
- Journal Article
- Title:
- Ersatz model tests. (18th July 2017)
- Main Title:
- Ersatz model tests
- Authors:
- Jarvis, S.
Sharpe, J.
Smith, A. D. - Abstract:
- Abstract: This paper describes how statistical methods can be tested on computer-generated data from known models. We explore bias and percentile tests in detail, illustrating these with examples based on insurance claims and financial time series.
- Is Part Of:
- British actuarial journal. Volume 22:Number 3(2017)
- Journal:
- British actuarial journal
- Issue:
- Volume 22:Number 3(2017)
- Issue Display:
- Volume 22, Issue 3 (2017)
- Year:
- 2017
- Volume:
- 22
- Issue:
- 3
- Issue Sort Value:
- 2017-0022-0003-0000
- Page Start:
- 490
- Page End:
- 521
- Publication Date:
- 2017-07-18
- Subjects:
- Model Testing, -- Bootstrapping, -- Validation, -- Reference Model
Actuarial science -- Periodicals
Insurance, Life -- Periodicals
Periodicals
Periodicals
368.010941 - Journal URLs:
- http://journals.cambridge.org/action/displayJournal?jid=BAJ ↗
http://www.ingentaconnect.com/content/fia/baj ↗ - DOI:
- 10.1017/S1357321717000137 ↗
- Languages:
- English
- ISSNs:
- 1357-3217
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 5232.xml