About this document
Back-Testing the Chain-Ladder Method by om6ohkglue is a document available to read on EtoBox.
This study back-tests the chain-ladder method, a widely used claims reserving technique, using synthetic data generated by a stochastic scenario generator. The authors analyze the performance of the method across different portfolio sizes by simulating upper claims reserving triangles and evaluating the predictive accuracy of the method. The findings provide insights into the behavior of the chain-ladder method, particularly as the volume of the insurance portfolio increases.
- Author
- om6ohkglue
- Language
- EN