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

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      <subfield code="a">Replicating and extending chain-ladder via an ageperiodcohort structure on the claim development in a run-off triangle</subfield>
      <subfield code="c">Gabriele Pittarello, Munir Hiabu and Andrés M. Villegas</subfield>
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      <subfield code="a">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</subfield>
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