A Robust General Multivariate Chain Ladder Method
Work
Year: 2018
Type: article
Abstract: The chain ladder method is a popular technique to estimate the future reserves needed to handle claims that are not fully settled. Since the predictions of the aggregate portfolio (consisting of diffe... more
Source: Risks
Institution KU Leuven
Cites: 25
Cited by: 6
Related to: 10
FWCI: 1.085
Citation percentile (by year/subfield): 64.1
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $1,515
Grant IDS 1523915N, C24/15/001, C16/15/068