Ersatz model tests

S. Jarvis, J. Sharpe and A. D. Smith

British Actuarial Journal, 2017, vol. 22, issue 3, 490-521

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.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:cup:bracjl:v:22:y:2017:i:03:p:490-521_00

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