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An incremental loss ratio method using prior information on calendar year effects
In a run-off triangle external factors can have a similar influence on all incremental losses of the same calendar year. This can distort the triangle such that reserving methods like chain ladder or the loss ratio method do not work properly. A very recent example of such an external factor is the...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9119846/ https://www.ncbi.nlm.nih.gov/pubmed/35611236 http://dx.doi.org/10.1007/s13385-022-00315-3 |