Browsing Faculty of Science & Technology (FST) by Subject "IBNR Claims Reserves, Chain Ladder Model, Linear Model, Outstanding Claims."
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Estimation of IBNR Claims Reserves Using Linear Models
(School of Mathematics, University of Nairobi, Kenya, 2008)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 ...