Peremans, Kris; Van Aelst, Stefan; Verdonck, Tim - In: Risks : open access journal 6 (2018) 4, pp. 1-18
The chain ladder method is a popular technique to estimate the future reserves needed to handle claims that are not fully settled. Since the predictions of the aggregate portfolio (consisting of different subportfolios) do not need to be equal to the sum of the predictions of the subportfolios,...
