Student Work
Chain Ladder Reserve Estimates
公开The chain ladder method is a popular heuristic used to estimate ultimate losses. This report, based on “Measuring the Variability of Chain Ladder Reserve Estimates” by Thomas Mack, will present how the method works, its underlying assumptions, and how these can be combined to create reserves and ultimate losses confidence intervals based on the variability of chain ladder estimations. This confidence interval also allows the chain ladder method to be compared to other methods, and provide greater certainty for those methods.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Publisher
- Identifier
- E-project-040621-134942
- 17166
- 关键词
- Advisor
- Year
- 2021
- Date created
- 2021-04-06
- Resource type
- Major
- Rights statement
- 最新修改
- 2021-05-03
关系
- 属于 Collection:
项目
单件
缩略图 | 标题 | 公开度 | Embargo Release Date | 行动 |
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Measuring the Variability of Chain Ladder Reserve Estimates.pdf | 公开 | 下载 | |
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Measuring the Variability of Chain Ladder Reserve Estimates Development Triangles.xlsx | 公开 | 下载 |
Permanent link to this page: https://digital.wpi.edu/show/5q47rr39j