Replicating and extending chain-ladder via an ageperiodcohort structure on the claim development in a run-off triangle

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<title>Replicating and extending chain-ladder via an ageperiodcohort structure on the claim development in a run-off triangle</title>
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<namePart>Hiabu, Munir</namePart>
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<namePart>Villegas, Andres M.</namePart>
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<abstract displayLabel="Summary">The 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</abstract>
<note type="statement of responsibility">Gabriele Pittarello, Munir Hiabu and Andrés M. Villegas</note>
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<topic>Seguros no vida</topic>
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<topic>Mortalidad</topic>
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<title>North American actuarial journal</title>
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<identifier type="issn">1092-0277</identifier>
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<text>16/03/2026 Tomo 30 Número 1 - 2026 , 31 p.</text>
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