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1 results

  • Additivity of Chain-Ladder Projections

  • Björn Ajne
  • Journal:
    ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 2 / November 1994
    Published online by Cambridge University Press:
    29 August 2014, pp. 311-318
    Print publication:
    November 1994
    • Article
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  • In this paper some results are given on the addivity of chain-ladder projections. Given two claims development triangles, when do their chain-ladder projections add up to the projections of the combined triangle, that is the triangle being the element-wise sum of the two given triangles?

    Necessary and sufficient conditions for equality are given. These are of a fairly simply form and are directly connected to the ordinary chain-ladder calculations. In addition, sufficient conditions of the same form are given for inequality between the combined projection vector and the sum of the two original projections vectors.