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Chain-Ladder Reserving/Evidence
Method evidence record

Chain-Ladder Reserving

Chain-Ladder Reserving is a stochastic actuarial method for estimating outstanding claim liabilities from a run-off triangle of cumulative paid losses. Formalized by Thomas Mack in 1993, it provides distribution-free estimates of reserve amounts along with their standard errors, making it a cornerstone of property-casualty insurance reserving and regulatory practice worldwide.

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Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Chain-Ladder Loss Reserving (Mack Model)
Taxonomic method record · regression-model / actuarial-science
  • Mack, T. (1993). Distribution-free calculation of the standard error of chain ladder reserve estimates. ASTIN Bulletin, 23(2), 213–225. · DOI 10.2143/AST.23.2.2005092
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyBootstrap Inferencemachine-suggested · Relational suggestion, not evidence.Same method familyGeneralized Least Squaresmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketLoss Distribution Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

1 recorded citation, copied from the method source record.

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