Centro de Documentacion de Fundación MAPFRE - A Maximum likelihood approach for uncertain volumes

Notas: Sumario: Classical reserving methods are based on loss development triangles. Chain ladder, which is the most widely used approach globally, does not require any additional data. In contrast, other reserving methods can incorporate supplementary information to enhance the prediction of future claim developments.
One such method is the loss ratio method, also known as the additive method, which uses volumes as an additional input.The additive reserving model assumes the existence of volume measures such that the corresponding expected loss ratios are identical for all accident years. While classical literature assumes these volumes are known, in practice, accurate volume measures are often unavailableRegistros relacionados: En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 12/05/2025 Volume 55 Issue 2 - may 2025 , p. 287 - 312Materia / lugar / evento: Matemática del seguro Reservas técnicas para siniestros Cálculo actuarial Algoritmos Predicciones estadísticas Reservas de capital Modelos probabílisticos Otros autores: International Actuarial Association
Otras clasificaciones: 6

‌ Ver detalle del número