A comparison of models for the chain–ladder method ☆
作者： Klaus Th. Hess , Klaus D. Schmidt
DOI: 10.1016/S0167-6687(02)00160-9
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摘要: Abstract The chain–ladder method is the most popular of loss reserving. In its origin, it nothing else than a heuristic and appealing algorithm. Because stochastic nature quantities to which algorithm applied, several authors have studied question whether can be justified by model statistical related model. present paper we compare variety such models. comparison results in flow chart for selection may help decide specific situation should applied or not.
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sci-hub.se 参考文章(15)
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