| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260012209 |
| 003 | | | MAP |
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| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20260001128$aPittarello, Gabriele |
| 245 | 1 | 0 | $aReplicating and extending chain-ladder via an ageperiodcohort structure on the claim development in a run-off triangle$cGabriele Pittarello, Munir Hiabu and Andrés M. Villegas |
| 520 | | | $aThe article presents a new stochastic model for estimating claims reserves that exactly replicates the chain-ladder method by modeling claims development. The approach is based on an ageperiodcohort structure applied to development rates rather than claim amounts, thereby reducing parametric complexity. A formal connection with mortality models is established, and equivalence with the classical chain-ladder method is demonstrated. The paper introduces flexible extensions and empirically validates the model using real and simulated run-off triangles. In addition, the statistical R package clmplus is presented for practical implementation |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 650 | | 4 | $0MAPA20080573935$aSeguros no vida |
| 650 | | 4 | $0MAPA20080555306$aMortalidad |
| 650 | | 4 | $0MAPA20080592059$aModelos predictivos |
| 650 | | 4 | $0MAPA20080606688$aInferencia estadística |
| 700 | 1 | | $0MAPA20260007298$aHiabu, Munir |
| 700 | 1 | | $0MAPA20140008742$aVillegas, Andres M. |
| 710 | 2 | | $0MAPA20200009078$aSpringer Nature |
| 773 | 0 | | $wMAP20077000239$g16/03/2026 Tomo 30 Número 1 - 2026 , 31 p.$x1092-0277$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997- |
