Vol. 1995, 1995November 01, 1995 EDT
Which Stochastic Model is Underlying the Chain Ladder Method?
Which Stochastic Model is Underlying the Chain Ladder Method?
Thomas Mack,
Articles in Vol. 1995, 1995
Vol. 1995, 1995
- Report of the CAS Long Range Planning CommitteeCAS Long Range Planning Committee
- Causes of Reserve Deficiency Among Property-Casualty Insurers: A SurveyAmerican Academy of Actuaries Committee on Property-Liability Financial Reporting
- Dynamic Financial Models of Property/Casualty InsurersCAS Subcommittee on Dynamic Financial Models
- A Simulation Procedure for Comparing Different Claims Reserving MethodsTeivo PentikäinenJukka Rantala
- When the Wind Blows: An Introduction to Catastrophe Excess of Loss ReinsuranceDavid E A Sanders
- Which Stochastic Model is Underlying the Chain Ladder Method?Thomas Mack
- Using Expected Loss Ratios in ReservingDaniel F Gogol
- Expected Loss Development: A Shift in CredibilityChristopher J Poteet
- An Algebraic Reserving Method for Paid Loss DataAlfred O Weller
- Credibility for HiawathaOakley E Van Slyke
- The Valuation of a Pure Risk ElementDavid L Ruhm
- Post-Reform Ratemaking: Adjustment of Pre-Reform to Post-Reform Loss Development PatternsMujtaba H Datoo
- Portfolio Optimization and the Capital Asset Pricing Model: A Matrix ApproachLeigh J Halliwell
- Ratemaking 1993: A Play 'Not Ready for a Stable Market'Nolan E Asch
Mack, Thomas. 1995. “Which Stochastic Model Is Underlying the Chain Ladder Method?” CAS Forum 1995 (November).