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Forecasting in an extended
chain-ladder
-type model
Nielsen, Bent
;
Kuang, Di
;
Nielsen, Jens Perch
-
Department of Economics, Oxford University
-
2010
Reserving in general insurance is often done using
chain-ladder
-type methods. We propose a method aimed at situations …
Persistent link: https://www.econbiz.de/10011004199
Saved in:
2
Chain-Ladder
as Maximum Likelihood Revisited
Nielsen, Bent
;
Kuang, D.
;
Nielsen, J.P.
-
Department of Economics, Oxford University
-
2009
It has long been known that maximum likelihood estimation in a Poisson model reproduces the
chain-ladder
technique. We …
Persistent link: https://www.econbiz.de/10011004394
Saved in:
3
Identification of the age-period-cohort model and the extended
chain
ladder
model
Nielsen, Bent
;
Kuang, D.
-
Department of Economics, Oxford University
-
2007
extended
chain
ladder
model. We propose a canonical parametrization based on the accelerations of the trends in the three …
Persistent link: https://www.econbiz.de/10011004176
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