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Double Chain Ladder
Published online by Cambridge University Press: 09 August 2013
Abstract
By adding the information of reported count data to a classical triangle of reserving data, we derive a suprisingly simple method for forecasting IBNR and RBNS claims. A simple relationship between development factors allows to involve and then estimate the reporting and payment delay. Bootstrap methods provide prediction errors and make possible the inference about IBNR and RBNS claims, separately.
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- Research Article
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- Copyright
- Copyright © International Actuarial Association 2012