Harnau, Jonas - In: Risks : open access journal 6 (2018) 3, pp. 1-37
Although both over-dispersed Poisson and log-normal chain-ladder models are popular in claim reserving, it is not obvious when to choose which model. Yet, the two models are obviously different. While the over-dispersed Poisson model imposes the variance to mean ratio to be common across the...
