Chain Ladder bias

The claim ladder forecast of outstanding losses is known to be unbiases under suitable assumptions. According to these assumptions, claim payments in any cell of a payment triangle are dependent on those from preceding development years of the same accident year.

MoreLess

Year of publication:	2003-11-01
Authors:	Taylor, Greg
Publisher:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Subject:	Versicherungsbetriebslehre \| insurance management \| Versicherungswirtschaft

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	406528 bytes 18 p. application/pdf
Series:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol.33 (2003), No.2, 313-330
Type of publication:	Book / Working Paper
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847008