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Document Details : Title: Double Chain Ladder Author(s): MARTÍNEZ MIRANDA, María Dolores , NIELSEN, Jens Perch , VERRALL, Richard Journal: ASTIN Bulletin Volume: 42 Issue: 1 Date: 2012 Pages: 59-76 DOI: 10.2143/AST.42.1.2160712 Abstract : By adding the information of reported count data to a classical triangle of reserving data, we derive a suprisingly simple method for forecasting IBNR and RBNS claims. A simple relationship between development factors allows to involve and then estimate the reporting and payment delay. Bootstrap methods provide prediction errors and make possible the inference about IBNR and RBNS claims, separately. |
