Seção: ArtigosTítulo: Replicating and extending chain-ladder via an ageperiodcohort structure on the claim development in a run-off triangle / Gabriele Pittarello, Munir Hiabu and Andrés M. VillegasAutor: Pittarello, GabrieleNotas: 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 implementationRegistros relacionados: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 16/03/2026 Tomo 30 Número 1 - 2026 , 31 p.Materia / lugar / evento: Cálculo actuarialSeguros no vidaMortalidadModelos predictivosInferencia estadísticaOtros autores: Hiabu, MunirVillegas, Andres M.Springer NatureOutras classificações: 6Direitos: In Copyright (InC)
