| dc.contributor.author | Weke, Patrick G. O. | |
| dc.date.accessioned | 2013-06-12T13:09:49Z | |
| dc.date.available | 2013-06-12T13:09:49Z | |
| dc.date.issued | 2008 | |
| dc.identifier.citation | Kenya Journal of Sciences Series A Vol. 13 No.1, 2008 | en |
| dc.identifier.uri | http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/32367 | |
| dc.description.abstract | Stochastic models for triangular data are derived and applied to claims reserving data. The
standard actuarial technique, the chain ladder technique is given a sound statistical
foundation and considered as a linear model. The chain ladder technique and the two-way
analysis of variance are employed for purposes of estimating and predicting the IBNR claims
reserves. | en |
| dc.language.iso | en | en |
| dc.subject | IBNR Claims Reserves, Chain Ladder Model, Linear Model, Outstanding Claims. | en |
| dc.title | Estimation of IBNR Claims Reserves Using Linear Models | en |
| dc.type | Article | en |
| local.publisher | School of Mathematics, University of Nairobi, Kenya | en |
