Vol. 2012, 2012July 01, 2012 EDT
The Leveled Chain Ladder Model for Stochastic Loss Reserving
The Leveled Chain Ladder Model for Stochastic Loss Reserving
Glenn G Meyers,
Chain Ladder ModelBayesian MCMC EstimationJAGSMack ModelRetrospective Testing of Loss Reserve EstimatesThe R Chainladder Package
Meyers, Glenn G. 2012. “The Leveled Chain Ladder Model for Stochastic Loss Reserving.” CAS Forum 2012 (July).
