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

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<dc:creator>Pittarello, Gabriele</dc:creator>
<dc:creator>Hiabu, Munir</dc:creator>
<dc:creator>Villegas, Andres M.</dc:creator>
<dc:creator>Springer Nature</dc:creator>
<dc:date>2026-03-16</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/190489.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Seguros no vida</dc:subject>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Modelos predictivos</dc:subject>
<dc:subject xml:lang="es">Inferencia estadística</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Replicating and extending chain-ladder via an ageperiodcohort structure on the claim development in a run-off triangle</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 16/03/2026 Tomo 30 Número 1 - 2026 , 31 p.</dc:relation>
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