An investigation into stochastic claims reserving models and the chain-ladder technique
作者： R.J. Verrall
DOI: 10.1016/S0167-6687(99)00038-4
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摘要: Abstract This paper considers a range of stochastic models which give the same reserve estimates as chain-ladder technique. The relationship between described by Renshaw and Verrall (Renshaw, A.E., Verrall, R.J., 1998. British Actuarial Journal 4, 903–923) Mack (Mack, T., 1993. ASTIN Bulletin 23, 213–225) is explored in more detail than previously. Several new are suggested some ways to allow for negative incremental claims technique other reserving methods put forward.
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sci-hub.se 参考文章(6)
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