Which stochastic model is underlying the chain ladder method?-Reference-Cited by-同舟云学术

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Which stochastic model is underlying the chain ladder method?

Published:1994-12 Issue:2-3 Volume:15 Page:133-138
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Mack Thomas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference12 articles.

1. Regression models based on log-incremental payments;Christofides,1990

2. Estimation of IBNR claims by least squares;De Vylder;Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker,1978

3. Loss Reserving Methods,1981

4. IBNR-claims and the two-way model of ANOVA;Kremer;Scandinavian Actuarial Journal,1982

5. Claims reserving: The direct method and its refinement by a lag-distribution;Mack,1991

Cited by 49 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Claim reserving via inverse probability weighting: a micro-level Chain-Ladder method;European Actuarial Journal;2024-08-28

2. Individual claims reserving using activation patterns;European Actuarial Journal;2023-07-11

3. Asymptotic theory for Mack's model;Insurance: Mathematics and Economics;2022-11

4. FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING;ASTIN Bulletin;2022-03-10

5. Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving;Econometrics and Statistics;2022-03

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