A Maximum likelihood approach for uncertain volumes

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<title>Maximum likelihood approach for uncertain volumes</title>
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<namePart>Riegel, Ulrich</namePart>
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<abstract displayLabel="Summary">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 unavailable</abstract>
<note type="statement of responsibility">Ulrich Riegel</note>
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<identifier type="issn">0515-0361</identifier>
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<text>12/05/2025 Volume 55 Issue 2 - may 2025 , p. 287 - 312</text>
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