Negative incremental claims: chain ladder and linear models
1993 ◽
Vol 120
(1)
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pp. 171-183
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Keyword(s):
Run Off
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AbstractThis paper considers the application of loglinear models to claims run-off triangles which contain negative incremental claims. Maximum likelihood estimation is applied using the three parameter lognormal distribution. The method can be used in conjunction with any model which can be expressed in lognormal form. In particular the chain ladder technique is considered. An example is given and the results compared with the basic actuarial method.
2012 ◽
Vol 59
(12)
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pp. 3401-3404
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2003 ◽
Vol 3
(4)
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pp. 386-411
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2008 ◽
Vol 37
(6)
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pp. 931-946
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2007 ◽
Vol 137
(11)
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pp. 3430-3445
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Keyword(s):
2009 ◽
Vol 15
(4)
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pp. 503-526
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1988 ◽
Vol 83
(402)
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pp. 546
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Keyword(s):
2003 ◽
Vol 55
(2)
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pp. 251-263
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Keyword(s):
1976 ◽
Vol 38
(3)
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pp. 257-264
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