Chain ladder, marginal sum and maximum likelihood estimation

DOI10.1007/BF02808289zbMath0899.62134MaRDI QIDQ4395759

Angela Wünsche, Klaus D. Schmidt

Publication date: 14 September 1998

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationmultinomial modelchain ladder methodmultiplicative modelreservingmarginal sum estimationreporting of claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (8)

Loss prediction based on run-off triangles ⋮ Maximum-likelihood and marginal-sum estimation in some particular collective models ⋮ Separation of small and large claims on the basis of collective models ⋮ A comparison of models for the chain--ladder method ⋮ A comparison of stochastic models that reproduce chain ladder reserve estimates. (With discussion) ⋮ Grossing-up, chain-ladder and marginal-sum estimation ⋮ Marginal-sum and maximum-likelihood estimation in a multiplicative tariff ⋮ Diagonal effects in claims reserving

Cites Work

• Unnamed Item
• Prediction of IBNR claim counts by modelling the distribution of report lags

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