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An investigation into stochastic claims reserving models and the chain-ladder technique

✍ Scribed by R.J. Verrall

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 79 KB
Volume: 26
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(99)00038-4

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✦ Synopsis

This paper considers a range of stochastic models which give the same reserve estimates as the chain-ladder technique. The relationship between the models described by Renshaw and Verrall (Renshaw, A.