In this paper, we consider the identification problem arising in the age-period-cohort models, as well as in the extended chain ladder model.  We propose a canonical parametrization based on the accelerations of the trends in the three factors.  This parametrization is exactly identified.  It...

It has long been known that maximum likelihood estimation in a Poisson model reproduces the chain-ladder technique.  We revisit this model.  A new canonical parametrisation is proposed to circumvent the inherent identification problem in the parametrisation.  The maximum likelihood estimators...

It has long been known that maximum likelihood estimation in a Poisson model reproduces the chain-ladder technique. We revisit this model. A new canonical parametrisation is proposed to circumvent the inherent identification problem in the parametrisation. The maximum likelihood estimators for...

We consider the identification problem that arises in the age-period-cohort models as well as in the extended chain-ladder model. We propose a canonical parameterization based on the accelerations of the trends in the three factors. This parameterization is exactly identified and eases...