The need for diagnostic assessment of bootstrap predictive models

Glen Barnett and Ben Zehnwirth

Contents:

• The need for diagnostic assessment of bootstrap predictive models
• A basic bootstrap introduction
• Diagnostic displays for a bootstrapped chain ladder
• Assessing bootstrap predictive distributions
• Some other considerations
• Conclusions
• References
• Appendices

The following set of pages are available as a PDF document here.

References

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Mack, Th. (1994), "Which stochastic model is underlying the chain ladder method?", Insurance Mathematics and Economics, Vol 15 No. 2/3, pp. 133-138.

Moore, D. S., G.P. McCabe, W.M. Duckworth, and S.L. Sclove (2003), "Bootstrap Methods and Permutation Tests," companion chapter 18 to The Practice of Business Statistics, W. H. Freeman (also 2003). http://bcs.whfreeman.com/pbs/cat_140/chap18.pdf

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