Chain ladder and maximum likelihood
1991 ◽
Vol 118
(3)
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pp. 489-499
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ABSTRACTThis paper derives second moments of estimates of the parameters in the chain ladder model. Thus, the so-called link ratios, and proportions of ultimate claims for each development year are considered. This enables confidence statements about the chain ladder parameters to be made with statistical rigour. The methods are illustrated using 6 sets of real data taken from the DTI returns.
2016 ◽
Vol 5
(4)
◽
pp. 1
2020 ◽
Vol 9
(1)
◽
pp. 61-81
Keyword(s):
2020 ◽
pp. 721-735