A Dirichlet-Gamma bootstrap for macro-level claims reserving satisfies the conditioning principle exactly, yielding O(I^{-1/2}) coverage deficit while remaining model-agnostic to Chain-Ladder, Bornhuetter-Ferguson or Cape Cod.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
A Dirichlet-Gamma bootstrap for macro-level claims reserving satisfies the conditioning principle exactly, yielding O(I^{-1/2}) coverage deficit while remaining model-agnostic to Chain-Ladder, Bornhuetter-Ferguson or Cape Cod.