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Which stochastic model is underlying the chain ladder method?
2 references·6 citing·21 second hop
Which stochastic model is underlying the chain ladder method? (1994)Which stochastic model is underlying the …Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates (1993)Distribution-free Calculation…IBNR-claims and the two-way model of ANOVA (1982)IBNR-claims and the two-way m…Credibility for the Chain Ladder Reserving Method (2008)Credibility for the Chain Lad…Forecasting Runoff Triangles (2006)Forecasting Runoff TrianglesBootstrap Methodology in Claim Reserving (2003)Bootstrap Methodology in Clai…Bayesian Estimation of Outstanding Claim Reserves (2002)Bayesian Estimation of Outsta…A comparison of stochastic models that reproduce chain ladder reserve estimates (2000)A comparison of stochastic mo…Claims reserving and generalised additive models (1996)Claims reserving and generali…Claims reserving, state-space models and the Kalman filter (1983)Chain ladder and interactive modelling. (Claims reserving and GLIM) (1989)A Stochastic Model Underlying the Chain-Ladder Technique (1998)Stochastic Claims Reserving in General Insurance (2002)Stochastic claims reserving methods in insurance (2008)Chain ladder method: Bayesian bootstrap versus classical bootstrap (2010)A Simple Parametric Model for Rating Automobile Insurance or Estimating IBNR Claims Reserves (1991)A Robustification of the Chain-Ladder Method (2009)Chain-Ladder as Maximum Likelihood Revisited (2009)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Lognormal Mixed Models for Reported Claims Reserves (2006)A Bayesian Non-Linear Model for Forecasting Insurance Loss Payments (2011)Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework (2012)Analytic and bootstrap estimates of prediction errors in claims reserving (1999)Double Chain Ladder (2012)Forecasting, structural time series models and the Kalman filter (1990)Dependence modelling in multivariate claims run-off triangles (2012)Modeling Dependence between Loss Triangles (2012)Dependent Loss Reserving using Copulas (2011)Machine Learning for Financial Risk Management: A Survey (2020)
this work references cited by second hop

References

  • 1993Distribution-free Calculation of the Standard Error of Chain Ladder Reserve Estimates551 cited
  • 1982IBNR-claims and the two-way model of ANOVA127 cited

Cited by

  • 2003Bootstrap Methodology in Claim Reserving79 cited
  • 2002Bayesian Estimation of Outstanding Claim Reserves64 cited
  • 2008Credibility for the Chain Ladder Reserving Method49 cited
  • 2006Forecasting Runoff Triangles46 cited
  • 2000A comparison of stochastic models that reproduce chain ladder reserve estimates46 cited
  • 1996Claims reserving and generalised additive models33 cited

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