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CHAIN LADDER AND ERROR PROPAGATION

ASTIN Bulletin, 2015
AbstractWe show how estimators for the chain ladder prediction error in Mack's (1993) distribution-free stochastic model can be derived using the error propagation formula. Our method allows for the treatment of the general case of the prediction error of the loss development result between two arbitrary future horizons. In the well-known special cases
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Error propagation in protocol stacks

Proceedings of IEEE International Symposium on Information Theory, 2002
Error control is frequently performed at multiple levels of a protocol stack. To better understand the overall performance of an entire stack from the error control perspective, we consider an idealized model consisting of two layers. The lower layer transmits cells directly over a noisy radio channel, modeled as a Gilbert channel.
ZORZI, MICHELE, RAO R. R.
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The Propagation of Errors

2017
Quite often, it is necessary to calculate the value of a quantity that was not measured directly but is expressed on terms of one or more quantities which have been measured and whose means and standard deviations are known. The evaluation of the standard deviation of this quantity is done taking into account the so-called propagation of errors from ...
Costas Christodoulides   +1 more
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Error propagation in viable cells

Mechanisms of Ageing and Development, 1979
Error propagation is the process, predicted by theoretical models, whereby errors in translating the genetic code will beget fresh errors in successive generations. It has been postulated that error propagation may underly the mortality of cells which display clonal senescence. We have demonstrated the occurrence of error propagation in viable cells of
J, Gallant, L, Palmer
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Error propagation in eigenimage filtering

IEEE Transactions on Medical Imaging, 1990
Mathematical derivation of error (noise) propagation in eigenimage filtering is presented. Based on the mathematical expressions, a method for decreasing the propagated noise given a sequence of images is suggested. The signal-to-noise ratio (SNR) and contrast-to-noise ratio (CNR) of the final composite image are compared to the SNRs and CNRs of the ...
H, Soltanian-Zadeh   +2 more
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Error propagation in machine vision

Machine Vision and Applications, 1994
Machine vision systems that perform inspection tasks must be capable of making measurements. A vision system measures an image to determine a measurement of the object being viewed. The image measurement depends on several factors, including sensing, image processing, and feature extraction.
Seungku Yi   +2 more
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Error propagation in calculated ratios

Clinical Biochemistry, 2007
Calculated quantities that combine results of multiple laboratory tests have become popular for screening, risk evaluation, and ongoing care in medicine. Many of these are ratios. In this paper, we address the specific issue of propagated random analytical error in calculated ratios.Standard error propagation theory is applied to develop an approximate
Daniel T, Holmes, Kevin A, Buhr
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Error propagation for the Hough transform

Pattern Recognition Letters, 2001
Summary: In this paper, a statistically efficient Hough transform (HT) technique with improved performance in accuracy and robustness is described. The proposed technique analytically computes the uncertainty of each feature point based on image noise, the procedure used for estimating edge orientation, and the specific parametric representation scheme
Qiang Ji, Robert M. Haralick
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Error Propagation for Large Errors

Risk Analysis, 1987
An essential facet of a risk assessment is the correct evaluation of uncertainties inherent in the numerical results. If the calculation is based on an explicit algebraic expression, an analytical treatment of error propagation is possible, usually as an approximation valid for small errors.
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Error propagation in geometric constructions

Computer-Aided Design, 2000
In this paper we consider error propagation in geometric constructions from a geometric viewpoint. First we study affine combinations of convex bodies: this has many applications concerning spline curves and surfaces defined by control points. Second, we study in detail the circumcircle of three points in the Euclidean plane.
Johannes Wallner 0001   +2 more
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