Which stochastic model is underlying the chain ladder method?
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Publication:1892985
DOI10.1016/0167-6687(94)90789-7zbMath0818.62093OpenAlexW2058218656MaRDI QIDQ1892985
Publication date: 3 July 1995
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(94)90789-7
chain ladder methodclaims reservesdistribution-free stochastic modelstochastic chain ladderstochastic loglinear approximation
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