Construct · 1 fields · 1 citations

chain ladder method: a standalone construct

One name. One construct. A landmark on the map.

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chain laddermethod1 CONSTRUCTChain ladder methodRENSHAW · ACTUARIAL SCIENCE

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Actuarial science

a claims reserving technique that projects cumulative claims in a run-off triangle to ultimate using age-to-age development factors from past years.

In actuarial science, chain ladder method refers to a claims reserving technique that projects cumulative claims in a run-off triangle to ultimate using age-to-age development factors from past years. This meaning comes from Renshaw (1998) in British Actuarial Journal.[1]

Unit
Recovery means
Measured by

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Nearby constructs

chain3 fields · 3 citationsjingle · one word, three constructsdevelopment1 fields · 2 citationsanchor · a standalone constructladder2 fields · 4 citationsjingle · one word, two constructs

References

  1. Renshaw, A. E., & Verrall, R. J. (1998). A Stochastic Model Underlying the Chain-Ladder Technique. British Actuarial Journal, 4(4), 903-923. https://doi.org/10.1017/s1357321700000222

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