Loss Reserving Chain Ladder Methods Applied to a Small Midwestern Insurance Company

Estimating future losses is integral to setting aside appropriate reserves in the insurance industry. This study analyzes different Chain Ladder reserving methods based on weighted-least square regression that consider different function of weights. These methods are tested on 78 NAIC fully develope...

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Bibliographic Details
Main Author: Martin, Peter
Format: Others
Published: North Dakota State University 2018
Online Access:https://hdl.handle.net/10365/27866