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Forecasting in an Extended Chain-Ladder-Type Model

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References

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2008Forecasting with the age-period-cohort model and the extended chain-ladder model80 cited
1991Chain ladder and maximum likelihood48 cited
2009Chain-Ladder as Maximum Likelihood Revisited39 cited

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2015MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS32 cited
2011Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers32 cited
2017Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type10 cited

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